vba course recomendation

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SAIL KIM

Joined
7/14/13
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Hello!!!

I recently graduated from university and started my career at local firm. I'm currently pricing simple derivatives such as swap using VBA. Are there any good VBA courses from any accredited institution? I want to use the grade or certificate to apply for mfe program.
Any recommendation???

(p.s I already have expereince in programming such as C, C++, Python)

Thank you
Cheers!!!
 
Thank you for reply professor!!!

I know VBA is not the future but sadly my company use VBA heavily. I thought that if I have to learn VBA because of work, taking course and getting certificate could raise my chance of getting admitted from the MFE program.

Thank you for advice though.
 
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SAIL KIM said:
Thank you for reply professor!!!

I know VBA is not the future but sadly my company use VBA heavily. I thought that if I have to learn VBA because of work, taking course and getting certificate could raise my change of getting admitted from the MFE program.

Thank you for advice though.
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You're welcome. I reckon you can learn VBA on the job? The book by Jackson and Staunton is OK.

Just remembered!!!! The book by Nick Webber is great.
http://www.amazon.com/Implementing-Models-Financial-Derivatives-CD-ROM/dp/0470712201


Nick is OOP/C++ expert and has lots of examples in his book.
 
Thank you for great advice. So you think it is not a good idea to take a course for vba.

Thank you for great recommendations for books!! It helps a lot
 
SAIL KIM said:
Thank you for great advice. So you think it is not a good idea to take a course for vba.

Thank you for great recommendations for books!! It helps a lot
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Maybe a 2-3 day quick course would do no harm. If you have the time to learn then self-study with Nick's book is fine.
VBA is mucho easier to learn than C++ :D

Best of luck :)
 
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The Complete Guide to Option Pricing Formulas by Espen Haug has plenty of VBA code.

Also, the Excel VBA record function – turn it on, start key strokes etc, turn it off, and then review the VBA code.

VBA is too slow for Monte Carlo. Create an Excel dll add-in in C/C++.
 
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