An intensive two-day module on VBA for Finance for all MSc students. The course introduces students to numerical methods in finance implemented in VBA and a spreadsheet environment.
VBA for Finance provides a hands-on experience in applied quantitative finance, going through the numerical methods needed for the pricing and risk management of financial derivatives. The numerical techniques discussed include Monte Carlo, trees and PDE grid methods. The pricing and risk management techniques illustrated in this course cover a decent spectrum of asset classes in the financial derivatives universe.
VBA for Finance is one of several optional modules offered to postgraduate students by the School of Economics and Finance at Queen Mary University of London.