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
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.