Excel Visual Basic for Applications (VBA) can be used to automate operations in Excel and is one of the most frequently used software programs for manipulating data and building models in banks and insurance companies. An Introduction to Excel VBA Programming: with Applications in Finance and Insurance introduces readers to the basic fundamentals of VBA Programming while demonstrating applications of VBA to solve real-world problems in finance and insurance. Assuming no prior programming experience and with reproducible examples using code and data, this text is suitable for advanced undergraduate students, graduate students, actuaries, and financial analysts who wish to learn VBA.
Presents the theory behind the algorithms in detail Includes more than 100 exercises with selected solutions Provides VBA code in Excel files and data to reproduce the results in the book Offers a solutions manual for qualified instructors
Country of Publication:
22 March 2019
Professional and scholarly
I VBA Preliminaries Introduction to VBA Getting Started Modules VBA Classes The ExcelMacro Recorder Excel Objects The Excel ObjectModel The Application Object TheWorkbook Objects TheWorksheet Objects TheWorksheetFunction Object Variables, Data Types, and Scopes Variable Declaration and Data Types Arrays Constants Strings Dates Scopes Operators and Control Structures Operators Flow Control Loops Functions, Events and File IO User-Defined Functions Events File IO Error Handling and Debugging 109 Error Handling Debugging VBA Code Best Practices of VBA Coding II Applications Generating Payment Schedules Introduction Public Holidays in the United States The Julian and Gregorian Calendars Day Count Conventions Business Day Conventions Implementation TheMDateModule TheMHolidayModule TheMScheduleModule TheMInterfaceModule Bootstrapping Yield Curves Introduction Interpolation Bootstrapping Yield Curves Finding Roots of an Equation Implementation TheMCurveModule TheMInterfaceModule Generating Risk-Neutral Scenarios Introduction The Black-ScholesModel Generating Random Normal Numbers Implementation TheMGeneratorModule TheMInterfaceModule Valuing a GMDB Introduction Life Table Construction GMDB Valuation Greek Calculation Implementation TheMLifeTableModule TheMGMDBModule TheMInterfaceModule Connecting to Databases ActiveX Data Objects SQL Implementation TheMDatabaseModule TheMInterfaceModule Object-Oriented Programming 233 Introduction Objects Implementation The CZeroCurveModule The CSwapModule The CBootstrapperModule An OO Bootstrapping Tool Solutions to Selected Exercises
Guojun Gan is an Assistant Professor in the Department of Mathematics at the University of Connecticut, where he has been since August 2014. Prior to that, he worked at Manulife Financial, a large life insurance company in Toronto, Canada, for six years. His research focuses on data mining and actuarial science. He has published four books and several papers related to data mining, actuarial science, and mathematical finance.