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 (http://www.wiziq.com/course/19620-vba-for-financial-engineering-and-modeling) & get 15% discount. Ask for discount code, email - info@qcfinance.in.

Websitehttp://qcfinance.in/
Youtube Channelhttp://www.youtube.com/user/shivbhaktajoshi

With the above registration, you will also get access to all updates and premium membership at Qcfinance.in.

Class
     Topic
Duration
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.
http://msdn.microsoft.com/en-us/library/office/ff839232.aspx.

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: http://msdn.microsoft.com/en-us/library/wc500chb(v=vs.80).aspx

The On Error Statement: http://www.cpearson.com/excel/errorhandling.htm.


Application.Union: Takes union of ranges.


This can be used to take union of ranges that are defined at different places.
http://www.cpearson.com/excel/BetterUnion.aspx

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

http://msdn.microsoft.com/en-us/library/sxz296wz(v=vs.80).aspx

http://msdn.microsoft.com/en-us/library/office/aa204537(v=office.11).aspx

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

Sub procedure

http://msdn.microsoft.com/en-us/library/dz1z94ha(v=vs.80).aspx

.activate

http://msdn.microsoft.com/en-us/library/office/ff194565.aspx.

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):
http://msdn.microsoft.com/en-us/library/bb190882(office.11).aspx

Excel functions used commonly:

By val / reference
http://www.techonthenet.com/excel/formulas/index_vba.php
http://roymacleanvba.wordpress.com/2009/05/01/byref-and-byval/

.add

http://msdn.microsoft.com/en-us/library/office/aa221688(v=office.11).aspx


Other courses that you can refer to:Demo Course structure:
http://www.vtc.com/products/Microsoft-Visual-Basic-for-Applications-(VBA)-Tutorials.htm


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






Contact Details: shivgan@qcfinance.in, arpit@qcfinance.in (Arpit).

Contact Us for more details: info@qcfinance.in.

13 comments:

  1. Difference between range and arrays and how to count, access, arrange, play with them is a thing that you need to eb careful.

    ReplyDelete
  2. For i = n To 1 Step -1
    If IsNumeric(rng(i)) And Not IsEmpty(rng(i)) Then
    WFI9 = rng(i)
    Exit For
    Exit For
    Else: WFI9 = ""
    End If



    The sequence in which For For End if and blank assigned is very imp.

    ReplyDelete
  3. Exiting loop
    using text book
    checking values otuside
    usign goto
    using exit function
    cascaded loops

    ReplyDelete
  4. Param array
    Quant Investment banking VBA course
    run Quant methods for IB things

    ReplyDelete
  5. serchin two dimensiosn in nelsted loop
    overridei valeus from avtriou palces
    stock adjuemetns spitl on ivesamten bnanong data

    ReplyDelete
  6. Synenrgy modeling, ev/ebitda modeling, other quant methods to optimize and look at scnerios.

    ReplyDelete
  7. This comment has been removed by the author.

    ReplyDelete
  8. .goddardconsulting financial-engineering.htmlCached
    can rohit makit liek that?
    can you use forwarder wit qc finance in?
    can you email rohit to make th website int hat formt using thigns bernatim
    we should not use yahoo or gmail ids
    we shoudl qcfinancl.in ids

    ReplyDelete
  9. Indpende session on param arrays...
    hwo to sue them
    passsig by valeu by rpeference..
    examles to compute alstnumber, indexing etc...

    ReplyDelete
  10. Bigges rreouces,
    embedding onw esbite
    VBA Class 1 and 2
    abb astra gof papers to the qcfinacne
    focus on research publications that i the key
    linking gt with mc
    logical end of all papers

    ReplyDelete
  11. This comment has been removed by the author.

    ReplyDelete
  12. This comment has been removed by the author.

    ReplyDelete
  13. This comment has been removed by the author.

    ReplyDelete