Saturday, February 9, 2013

VBA For Financial Engineering & Modeling - Online 20 Hours Course

VBA For Financial Engineering & Modeling - Online 20 Hours Course

Join our VBA for financial engineering course ( & get 15% discount. Ask for discount code, email -

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1Introduction to Programming in VBA2 Hours
2Introduction to Quant Corporate Finance2 Hours
3Data Types, Ranges & Cell Arrays2 Hours
4Logical Operators & Control Flow2 Hours
5Distributions, FRM, VAR2 Hours
6Techniques For Handling Missing Data2 Hours
7Investment Banking Quant2 Hours
8Data Pulling Into Excel2 Hours
9Portfolio Optimization2 Hours
10         Econometrics: Multiple Regression and Logistic Regression   2 Hours

Course highlights:
  • Learn VBA without learning programming.
  • Feel the same as you are on an IB desk.
  • A demo class can be registered as per convenience.
  • Doubt clearing classes available.
  • Option for one on one classes available on requests.

Course plan:
  1. Quant Corporate Finance (Investment Banking).
  2. Quant Equity (Equity strategies and indices).
  3. Time Series.
  4. Yield curve/Fixed Income/ABS.
  5. Binomial pricing MC/Hull white/BS/exotic options KMV.
  6. Portfolio at risk.

From VBA Programming point of view (Divided into following areas):
  1. Dependencies and removing arrows.
  2. Picking non blank cells.
  3. Selecting sheet and changing color.
  4. Selection vs. entire sheet.
  5. For loops, if end if loops, exiting loop, placing end, nestled for loop.
  6. Importing values from another sheet, without opening.
  7. Change manual to automatic formula computation.
  8. Data tables with one and two variables using VBA.
  9. With Command.
  10. Set Command.
  11. := used where?
  12. Selecting cell with specific values.
  13. Data tables.
  14. Combining array in a single cell using delimiter.
  15. type data validation, playing with ranges.
  16. VBA editing of data validation.
  17. playing with string to get the last value.
  18. playing with axis of charts formatting.
  19. Functions with many inputs.
  20. On Error.
  21. Option Explicit others.
  22. Selective clearing arrays rows ranges by clear command.

Some key points about the course:
  • Requires absolutely no knowledge of programming.
  • Provide introduction about all Quantitative roles in Investment Banking.
  • Highly flexible and tailored as per needs of individual (10-50 % Quant Finance & 10-50% VBA).
  • Sensitization on derivative, Quant Equity corporate IB, fixed income, Monte Carlo.
  • Feel the same as you while you are on the IB desk.
  • Examples with real data to enhance your Financial IQ.
  • Under the applicability and use on Bloomberg or Reuters websites (Introduction to tickers, RIC).
  • Real recent examples and real cases which are hot in the market.
  • New Interpretation, terminologies, and basic IQ for the subject covered.
  • Helpful for passing FRM, CFA, BAT exams also prepares for Master level studies in Finance or career change.
  • Right mix of data handling, scripting, mathematical skills.
  • Contains right blend of learning and practice (Ratio 6:4).

Below are the video description of the course and the ppts used:

Addon Module on Quant Corporate Equity. This could include quant index, beta computations, different style of index, equity derivatives, importance of volume traded, value growth differences, emerging and developed markets relations, how index are made, using ric ticker, etc equity database research, etc.

Addon Module on Financial RiskThis could include Monte-Carlo, VAR, BS, Copulas pricing cdo, pricing exotic options, Modified BS models, EVT distributions, VLOOKUP, long data tables etc.

List of commands that we will use with references for self-study:
Param Array: Challenges and use of param array for dynamic number of inputs. Param array is itself added with GOTO command.

GOTO: Referring string named ranges Application. 

GOTO Reference:=abc2
'Range("qrs").Value = Selection Value
Application GOTO.

The above command is used to go to a named range and select it. This is slower way to do the same.

Data Tables: Making data tables in vba, how to clear all update values, in other words enable/disable tables.

Setting default values from range to other named ranges: 2 column range and going to name using goto command and also storing value as string... clearing old values and difference between if error go to next and if error go to ext.

With Command: Use to act several attributes to an object in one go:

The On Error Statement:

Application.Union: Takes union of ranges.

This can be used to take union of ranges that are defined at different places.

Call function in VBA is used to call functions based on name and parameters

Expression will calculate the range means I think it is like replacing = with =

Sub procedure


Function overloading in MATLAB is an interesting area, it is like defining function adhoc that will be used that time only and I think activated during the lines are used

Referencing in VBA (byRef ByVal):

Excel functions used commonly:

By val / reference


Other courses that you can refer to:Demo Course structure:

Given below is the playlist that will have all the videos related the course:

Contact Details:, (Arpit).

Contact Us for more details:

Equity / Corporate Quant Finance

I plan to start course on Quant Equity. This could include quant index, beta computations, different style of index, equity derivatives, importance of volume traded, value growth differences, emerging and developed markets relations, how index are made, using ric ticker, etc equity database research, etc.

Corporate quant fiance will be another important area.

1) Inter-corporate investment forms the heard of IB.

2) Minority interest is the main thing here. Proforma MI and how it is placed in IS BS.

3 Three types of securities and effect of the financials in recession is helpful.

4) Since the operations of the company are most of time abroad aspects of accounting needs to learned. Currency might play a very important role.

5) Adjustments for long lived assets for creating a future BS IS is another important aspect one must know.

This balances the approach on CFA L2 and BAT.

These form an integral part of the IB learning. A 20 page slide would be good enough on this.

Target videos to be developed:
  1. Advanced Equity 15min
  2. Methods of Analysis 15min
  3. Corporate Finance 15min
  4. Other Finance 15min
  5. M&A 15min
  6. Pensions 15min
  7. Translations 15min
  8. Ethics 15min