Options Pricing Using SAS

There are some new financial functions in SAS9.2 Base, including 8 options pricing functions(formerly in SAS Risk Dimension). These functions can compute the price of both call and put options on different underlying assets (stock, futures, currency, and exchange asset), using the following models respectively:

Black-Scholes model,the traditional stock options […]

Happy New Year!

I’ve lost track of what day it is. There have been so many Saturdays in a row that I’m not quite sure what day today is. I do know that 2009 has begun. With your help, we’ll do some great things this year on support.sas.com and with SAS softwar…

Getting back to work

Welcome to the last Monday of 2008!

Are you sitting at your desk trying to shake off the glow of holiday celebrations? Do you need a little help clearing the cobwebs and getting back to work? I have compiled a short reading list of quick reads …

Santa and SAS Again: Santa’s Dashboard

(santaDashBoard.png, With permission by Mr. Robert Allison)
Merry Christmas again. SAS marketing staff started up an interesting Christmas campaign on how Santa operates his workshop. Here is another wonderful work about Santa’s Dashboard, created by SAS senior R&D staff, Robert Allison.
Robert is a master of graphics and visualization. You can view his SAS/Graph examples in the […]

New Forum: SAS and Assistive Technology

We have launched a new discussion forum at support.sas.com/forums. This forum focuses on using SAS products with accessibility features or with assistive technologies. Lisa Pappas, accessibility analyst at SAS, says “We invite you to join the co…

Learn Time Series Analysis: Free Materials for SAS Users

0. A gentle Introduction to Time Series Analysis, may serve as fast learning materials:

http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc4.htm

1. An open source book(with data and code), A First Course on Time Series Analysis: examples with SAS, by Prof. Michael Falk, is available in:

http://statistik.mathematik.uni-wuerzburg.de/timeseries/

2. A SAS User book, Forecasting Examples for Business and Economics Using SAS […]