Tag: Options

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 […]

SAS Macro Nesting

I’d like to share a nifty SAS option that will help tremendously with debugging SAS macros. The mprintNest system option will show nesting information in your log. This is a big improvement over mprint that showed which macro you were in, but made it…