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