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.

Coming soon

Session 4 — NumPy & pandas

Vectorized computing and data manipulation.

Coming soon

Session 5 — Optimization

Optimization tools and portfolio examples.

Coming soon

Session 6 — Web Apps

Build simple web applications in Python.

Coming soon

Session 7 — Big Data

Working with larger-than-memory datasets.

Coming soon