Last week on the SAS Training Facebook page, I answered a question about what to expect during a job interview. It’s a question I’ve seen before, since I speak with students about SAS Certification, and many of them seek certification in pursuit o…
Macros to estimate value at risk
Value-at-risk (VaR) measures the risk of loss on a specific portfolio of financial asset. Jon Danielsson introduced how to apply the nonparametric(historic simulation) and parametric methods to estimate univariate and multivariate VaRs [Ref. 1]. And t…
Macros to estimate value at risk
Value-at-risk (VaR) measures the risk of loss on a specific portfolio of financial asset. Jon Danielsson introduced how to apply the nonparametric(historic simulation) and parametric methods to estimate univariate and multivariate VaRs [Ref. 1]. And t…
Macros for nonparametric VaRs
Value-at-risk measures the risk of loss on a specific portfolio of financial asset. The simplest ways are probably to imagine the daily returns as a normal distribution (or t-distribution) and therefore find the locations by probability. Jon Danielss…
Interview Advice for the Aspiring SAS Programmer
Last week on the SAS Training Facebook page, I answered a question about what to expect during a job interview. It’s a question I’ve seen before, since I speak with students about SAS Certification, and many of them seek certification in pursuit of a f…
SAS BI Dashboards 4.3 – M2 patch set is out
Well after a day trying to use the SAS 9.2/4.3 BI Dashboards I think applying the M2 patch set that has just been released is mandatory!
http://support.sas.com/documentation/cdl/en/whatsdiff/63928/HTML/default/viewer.htm#n187p76ccvsi57n1532c21g7quex.htm