Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.
We are happy to help you find a suitable online alternative.
Who should attend
- Risk managers
- desk quants
- research analysts
- aspiring financial engineers and anyone seeking to develop VBA programming skills.
About the course
This hands-on program develops the fundamental VBA programming skills essential for quantitative roles in finance. Develop practically useful applications as you learn how to write VBA code.
This course is a component of the Quantitative Methods for Finance Professional Certificate.
- Intermediate MS Excel skills
- Basic calculus
- Basic probablility
MODULE 1: INTRODUCTION TO VBA PROGRAMMING
- The VBA IDE
- Writing a simple function
- Variables, data types and constants
- Subroutines and functions
- Built-in functions and statements
- Program control statements
- Application: A Black-Scholes-Merton option pricer
MODULE 2: ARRAYS IN VBA
- Declaring arrays
- Dynamic arrays
- Resizing an array
- Arrays as inputs
- Arrays as outputs
- Application: A Cholesky decomposition function
MODULE 3: (SLIGHTLY) MORE ADVANCED VBA TOPICS
- Benefits of explicit variable declaration
- Variable scope: Public, Private and Local
- Error handling
- Debugging code
- Reading files
- The Excel object model
WHAT YOU'LL LEARN
- Become a proficient VBA programmer
- Learn how to write readable and re-usable VBA code
- Develop paractically useful financial applications including an option pricer