Introduction to VBA and Python

Juan F. Imbet — juan.imbet@dauphine.psl.eu

This is the GitHub Pages landing page. Deck links point to the compiled files under _site/.

VBA Sessions

Day 1 — Introduction to VBA

Macros, VBE, security, and quick automation wins.

Open deck

Day 2 — VBA Platforms & Macros

Enabling macros, trust settings, and macro recording.

Routines, functions, and exercise

Advanced — Monte Carlo & Exotics

Monte Carlo simulation, path-dependent & barrier/Asian/lookback pricing.

Open deck

Python Sessions

Session 1 and 2 — Python Basics, Setup & Environment

Install Python, editors, and manage environments.

Open deck

Session 3 — OOP & Types

Classes, objects, dataclasses, and type hints.

Open deck (external)

Session 4 — NumPy & pandas

Vectorized computing and data manipulation.

Open deck

Session 5 — Optimization

Optimization tools and portfolio examples.

Open deck

Session 6 — Web Apps

Flask and Streamlit for web applications.

Open deck

Session 7 — Big Data

Working with larger-than-memory datasets.

Download orchestrator script

Big Data Scripts — Backends

Individual benchmark scripts for each backend.

Download pandas script

Download Spark script

Download Dask script

Download Polars script

Download utility script

Python Environment

Install all required Python packages.

Download requirements.txt