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.

LEAD Function in SAS

Most SAS users are familiar with the data step LAG function to look back on previous observations. Since the data step does not support a LEAD function, fewer SAS users are familiar with looking ahead in a dataset. This post presents different approaches of doing so, some more efficient than others.