Financial Modeling in Excel/VBA - (F) - Q3

Participation Prerequisites

Prior knowledge in finance is expected. I recommend having attended the Capital Market Theory class (or an equivalent course).

This course is designed for students with little to no prior programming experience.

Course Content

In this course, students will learn how to apply financial models and theories, such as option pricing and asset pricing models, in practice using Excel VBA. The course is designed as a workshop in which students will solve specific problems by writing their own computer code under the guidance of the lecturer. 

Among others, this course covers the following topics:

• Basic Syntax
• User-defined Macros/Subroutines
• User-defined Functions
• Conditional Statements
• Loops
• Arrays
• Regressions
• Debugging

Intended Learning Outcomes and Competencies

The course is designed as a computer workshop. Guided by the lecturer, students will solve specific problems in finance using Excel VBA. Students will learn the essential Excel VBA features and advance their prior knowledge in finance theory by implementing finance theory into practice using Excel VBA.

Upon completion of the seminar, students will be able to:

• Write user-defined Subroutines and Functions in Excel VBA
• Use debugging tools to correct/optimize their code
• Model processes, such as stock prices
• Run Monte Carlo Simulations

Instruction Type

All sessions will be conducted in person. Walkthrough videos for each case study will be made available upon completion.

Form of Examination