Qcfinance.in

http://www.wiziq.com/course/19620-vba-for-financial-engineering-and-modeling

1. Requires absolutely no knowledge of programming 2. Provide introduction about all Quantitative roles in

Investment Banking 3. Highly flexible and tailored as per needs of individual

(10-50 % Quant Finance & 10-50% VBA) 4. Sensitization on derivative, Quant Equity corporate IB,

fixed income, Monte Carlo 5. Feel the same as you while you are on the IB desk 6. Examples with real data to enhance your Financial-IQ 7. New Interpretation, terminologies, and basic IQ for the

subject covered 8. Helpful for passing FRM, CFA, BAT exams also prepares

for Master level studies in Finance or career change 9. Right mix of data handling, scripting, mathematical skills 10. Contains right blend of learning and practice (Ratio 6:4)

1. Introduction to Programming on VBA (comparison with MATLAB, R , SAS, C++ etc)

2. Introduction to Quant Corporate Finance & Investment Banking : WACC, Beta, Time series, EV/EBITDA screening weighting etc (Monte Carlo)

3. Equity Quant 4. Data types, ranges and cell arrays, opening file, Data Handling &

Visualization, Playing with Ranges & Data validation 5. Logical operators, control flow, data tables, functions,

dependencies, joining strings, delimiter and data validation 6. Techniques for Handling Missing data & Data Pulling into Excel 7. Distributions, Normal, Inverse Normal, FRM, beta, KMV, VAR 8. Portfolio Optimization, Black Sholes 9. Advanced Monte Carlo 10. Extra / Projects/ Buffer

1. Quant Corporate Finance (Investment Banking)

2. Quant Equity (Equity strategies and indices)

3. Yield curve / Fixed Income / ABS

4. Derivatives / Binomial pricing MC/ Hull white / BS / exotic options / KMV

5. Monte Carlo

6. Portfolio Optimization

Equity Methods

Corporate Finance

Portfolio

Fixed Income & derivatives

Quant (Regression & time series)

1. VBA Data Types

2. Logic Structures :IF – ELSEIF – ELSE – END IF IIF SELECT CASE

3. Control Structures :FOR - NEXT loop FOR - EACH loop DO WHILE loop DO UNTILL loop

4. Arrays in VBA : Array data types Single dimensional Arrays Multi dimensional Arrays Dynamic Arrays

5. How we can access arrays’ elements with control structures , Fast Sorting of Data using Arrays

6. Program structures and Sub-routines

7. Functions Logical organization of Functions and Sub-routines

Excel VBA Program structure – Modules and Forms Logical and Physical organization of Excel VBA

programs –Excel File and Code Modules VBA subroutines :Logical algorithm of subroutine

program Building your first subroutine in VBA Editor User-Defined Function: Creating User-Defined

Functions in VBA Differences between Excel User-Defined Functions and

Subroutines, Accessing Excel functions from VBA How Macro generated codes help to write VBA

programs Error Handling Debugging subroutine / user defined function in VBA:

Stepping , Add watch , Quick watch Setting, Toggling and Clearing Breakpoints

Basic Concept of Object Oriented Programming

Introduction to Excel Objects

Arrays and matrix algebra: How efficiently Multidimensional Array can be used to

manipulate matrices, Coding Correlation and Covariance Matrices, Importing Data into Excel from Text, CSV, etc.; Exporting Data from Excel into Text, CSV, etc.; Database Access using VBA

Object Oriented Programming in Excel VBA Class modules, User defined classes, Objects, methods, properties and events

Dependencies and removing arrows, removing dead cells Picking non blank cells, or cells with formula (data type) Selecting sheet and changing color Selection vs entire sheet For loops, if end if loops, exiting loop, placing end, nestled for loop Importing values from another sheet, without opening Change manual to automatic formula computation Data tables with one and two variables using VBA With Command Set Command := used where? Selecting cell with specific values Data tables (2 Variables) Combining array in a single cell using delimiter VBA editing of data validation, type data validation, playing with ranges Data validation playing with string to get the last value playing with axis of charts formatting Functions with many inputs On Error Option Explicit others Selective clearing arrays rows ranges by . clear command

1. Finding dead cells and changing their color

2. Data validation default values

3. Playing with Ranges

4. Functions with dynamic inputs

5. For in for loop example to pick elements of a range

6. Importing data from other files

7. Norm inverse, percentile regression for KMV

8. Joining and separating files with a delimiter

9. Monte Carlo

Quant index, beta computations, different style of index, equity derivatives, importance of volume traded, value growth differences, emerging and developed markets relations, how indices are made, using ric ticker, equity database research, etc

WACC, Beta, Time series, EV/EBITDA screening weighting etc.

Data types, ranges and cell arrays, opening file, Data Handling & Visualization

Logical operators, control flow, data tables, functions, dependencies, joining strings, delimiter and data validation

Functions

Dynamic Inputs

Missing Data

Data Pulling into Excel

Portfolio Optimization, Black Sholes, etc

Yield curve / Fixed Income / ABS

Distributions, Normal, Inverse Normal, FRM, VAR