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.

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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.

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Welcome to is my blog, where I write about SAS programming and its applications in data science, graphing and statistical modelling.

I assume that you have at least basic knowledge of the SAS programming language. If not, click the Learn SAS Programming menu, where I recommend basic SAS learning material.

About me: I hold a MSc in Math-Economics and I work as an analyst in a Pricing/BI department in a Danish Insurance Company. This site is a spare time project to share SAS knowledge and to keep myself on an steep and ongoing learning curve by continuously sharpening my SAS skills.

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