Browsing Category

# SAS/IML

## Simulate An RSLN Model in SAS

In financial mathematics, dozens of models have been proposed to model stock evolutions. A class of models proposed is the RSLN Model. This post demonstrates how to simulate an RSLN-2 Model in SAS IML.

## Stuck on a SAS Problem? Ask for Help

Have you ever been stuck on a SAS problem and not even Google seems to be of help? Fear not! Help is on the way in the SAS online communities.

## What SAS Books Are On My Shelf?

Learning SAS programming, I like to learn new stuff and to learn more about the subjects I am already familiar with. SAS books is a great way to do this. Here are the SAS books on my shelf.

## Moving Average in SAS

Moving Averages are frequently used when dealing with time series data. This post shows examples of creating moving averages in SAS, using the Data Step, SAS/IML and PROC EXPAND

## Black Scholes Price in SAS

In my college days studying mathematical finance, derivative pricing theory was among the hottest of topics. The first model that is usually taught in these classes is the famous Black-Scholes option pricing model. This post shows different ways of computing Black-Scholes prices in SAS.

## Linear Regression in SAS

Linear regression is one of the simplest statistical models and is easily fitted in SAS. In this post I present a short explanation of the linear regression model and different ways to fit the model with SAS/STAT procedures and the IML language.

## Hello SAS World

The first post of nearly all the coding blogs I have seen all start with a simple “Hello World” program. This will be no exception.