Visual Basic for Applications (VBA) is a programming language created by Microsoft that can be used to automate operations in Microsoft Excel. This textbook has been written for undergraduate students majoring in actuarial science and related areas who wish to learn the basic fundamentals and applications of Excel VBA. It can also be used as supplementary reading for courses related to computer programming, financial modelling, and information technology for business.
Inhaltsverzeichnis
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
