ABSTRACT

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.

Features:

  • 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

part 1|125 pages

VBA Preliminaries

chapter 1|14 pages

Introduction to VBA

chapter 2|25 pages

Excel Objects

chapter 3|31 pages

Variables, Data Types, and Scopes

chapter 4|19 pages

Operators and Control Structures

chapter 5|14 pages

Functions, Events, and File IO

chapter 6|17 pages

Error Handling and Debugging

part 2|124 pages

Applications

chapter 7|32 pages

Generating Payment Schedules

chapter 8|21 pages

Bootstrapping Yield Curves

chapter 9|16 pages

Generating Risk-Neutral Scenarios

chapter 10|18 pages

Valuing a GMDB

chapter 11|16 pages

Connecting to Databases

chapter 12|18 pages

Object-Oriented Programming