Principles of Computational Finance

(Session 1, Course 3)

C. HUNDACK

I. POUCHKAREV

General Content and Goal of the Course

Aim: To achieve that the students are familiar with the main concepts of Excel and Visual

Basic for Applications (VBA). To use Excel/VBA as tools to structure a variety of

financial problems, to formulate them in mathematical language, to implement them

and to solve them. To understand the mathematical techniques related to the given

problems.

At the end of the course the participants will

• have knowledge of Excel’s financial functions.
• be able to set up structured spreadsheets and simple functions/programs in   Excel/VBA.
• be familiar with the mathematical background of the discussed financial problems.

The course is set up for a beginner & intermediate level; no knowledge of Excel, VBA or any different programming language is required. Mathematical background in calculus, linear algebra, and linear optimization is helpful, but the essentials will be represented.