Introduction to Programming for Finance
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.
Prerequisite knowledge:
- 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