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Financial Modeling in Excel/VBA - (F) - Group 2

Course code
FIN625
Course type
MSc Course
Weekly Hours
2,5
ECTS
5,0
Term
FS 2024
Language
Englisch
Lecturers
Juniorprof. Dr. Simon Straumann
Please note that exchange students obtain a higher number of credits in the BSc-program at WHU than listed here. For further information please contact directly the International Relations Office.

In this course, students will learn how to apply financial models and theories such as option pricing and asset pricing models in practice using Excel VBA. The course is designed as a workshop in which students will solve specific problems by writing their own computer code under the guidance of the lecturer. This course is for students with no or only limited prior programming skills.

Among others, this course covers the following topics:

  • Basic Syntax
  • User-defined Macros/Subroutines
  • User-defined Functions
  • Conditional Statements
  • Loops
  • Arrays
  • Regressions
  • Debugging
Date Time
Monday, 08.01.2024 11:30 - 15:15
Tuesday, 09.01.2024 11:30 - 15:15
Monday, 15.01.2024 11:30 - 15:15
Thursday, 18.01.2024 11:30 - 15:15
Thursday, 25.01.2024 08:00 - 11:15
Friday, 26.01.2024 11:30 - 15:15
Thursday, 22.02.2024 13:00 - 17:00
The course is designed as a computer workshop. Guided by the lecturer, students will solve specific problems in finance using Excel VBA. Students will learn the essential Excel VBA features and advance their prior knowledge in finance theory by implementing finance theory into practice using Excel VBA.

Upon completion of the seminar, students will be able to…

  • Write user-defined Subroutines and Functions in Excel VBA
  • Use debugging tools to correct/optimize their code
  • Model stock prices 
  • Evaluate the price of (exotic) options
  • Conduct a performance analysis
The course is structured as a workshop. After an introduction to VBA, we will mainly solve case studies.
An assignment (30% / 30 points) and a take-home exam (70% / 70 points)
All the material covered in the course is relevant for the exam.
Prior knowledge in Finance is expected. I recommend having attended the Capital Market Theory class.
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