Excel VBA for Financial Applications
Trading and Exchanges
Training
Provided by Coactum Solutions Pty. Ltd
This course is designed to cover the fundamentals of Excel/ VBA with special focus on the numerics for Finance IT processes. Clients that choose to attend this course will want to be proficient in writing Excel/ VBA applications in order to create new and improve upon existing Financial IT processes. We expect our clients to understand the language of modeling and the theory behind creating dependable financial models through concepts such as prices, quotes, interest rates and so on.
We cover all material through a theory course, practical workshop and homework assignments.
This course will be held on location in New York, London, and Sydney.
Related Software Programs or Products: Excel, VBA
Related Jobs or Careers: This course is for anyone who wants to learn Excel/VBA to be able to design and develop financial applications.
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Excel VBA for Financial Applications
For a detailed program outline, visit our corporate website and click on "Courses".
A text outline may be found below:
Day 1
1. Introduction to VBA
The Editor
VBA data types
Procedures
Functions
Loops
Error Handling
Debugging
Coding Standards.
2. Workshop
Clients will write a simple program which will cover all the concepts taught in the morning session.
3. Basic Financial Modeling
Pricing through a series of cashflows
Computing Net Present Value (NPV)
Fair Value - IAS39 and derivative instruments.
VBA and Pricing,
Using Excel's mathematics,
Translating mathematics into algorithms,
Reusing your code through classes.
Pricing Applications Design:
Formalized design processes,
Informal design processes,
Cost vs. Speed issues.
4. Workshop
Clients will design and write a basic pricing algorithm.
Day 2
1. The results of the overnight homework assignment will be discussed.
2. VBA Case Study I: Prototyping Issues
The Statement of Work (SoW)
Initial Design and Beta Release
The Alpha Release
Case: Trading Desk application example.
3. Advanced Financial Modeling
Connecting to data sources.
Application Security.
Workbook protection.
Code protection.
Worksheet and Cell protection.
Array Functions.
Advanced Concepts: Interpolation, Iteration & Simulation.
4. VBA Case Study II: Good Idea, Great Design
The Initial Requirement.
Scoping Work.
Funding and Scheduling.
User Acceptance Testing (UAT).
Rollout.
Post-Implementation Maintenance.
Case: Equipment Finance.
5. Workshop
Clients will be given a hypothetical Statement of Work and Budget, and will design a project plan.
A text outline may be found below:
Day 1
1. Introduction to VBA
The Editor
VBA data types
Procedures
Functions
Loops
Error Handling
Debugging
Coding Standards.
2. Workshop
Clients will write a simple program which will cover all the concepts taught in the morning session.
3. Basic Financial Modeling
Pricing through a series of cashflows
Computing Net Present Value (NPV)
Fair Value - IAS39 and derivative instruments.
VBA and Pricing,
Using Excel's mathematics,
Translating mathematics into algorithms,
Reusing your code through classes.
Pricing Applications Design:
Formalized design processes,
Informal design processes,
Cost vs. Speed issues.
4. Workshop
Clients will design and write a basic pricing algorithm.
Day 2
1. The results of the overnight homework assignment will be discussed.
2. VBA Case Study I: Prototyping Issues
The Statement of Work (SoW)
Initial Design and Beta Release
The Alpha Release
Case: Trading Desk application example.
3. Advanced Financial Modeling
Connecting to data sources.
Application Security.
Workbook protection.
Code protection.
Worksheet and Cell protection.
Array Functions.
Advanced Concepts: Interpolation, Iteration & Simulation.
4. VBA Case Study II: Good Idea, Great Design
The Initial Requirement.
Scoping Work.
Funding and Scheduling.
User Acceptance Testing (UAT).
Rollout.
Post-Implementation Maintenance.
Case: Equipment Finance.
5. Workshop
Clients will be given a hypothetical Statement of Work and Budget, and will design a project plan.
About The Training Provider: Coactum Solutions Pty. Ltd
Coactum Solutions Pty. Ltd - We provide training services to clients in the financial industry. Our core competencies are in Microsoft VBA and the .NET platforms. We also provide various bespoke solutions and consulting in risk management processes, trading applications, financial systems, and quantitative model validation.
