Book Image

SAS for Finance

By : Harish Gulati
Book Image

SAS for Finance

By: Harish Gulati

Overview of this book

SAS is a groundbreaking tool for advanced predictive and statistical analytics used by top banks and financial corporations to establish insights from their financial data. SAS for Finance offers you the opportunity to leverage the power of SAS analytics in redefining your data. Packed with real-world examples from leading financial institutions, the author discusses statistical models using time series data to resolve business issues. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate financial models. You can easily assess the pros and cons of models to suit your unique business needs. By the end of this book, you will be able to leverage the true power of SAS to design and develop accurate analytical models to gain deeper insights into your financial data.
Table of Contents (9 chapters)

To get the most out of this book

Basic knowledge of undergraduate-level mathematics is necessary. However, no advanced mathematical degree is required to decipher how the financial industry uses time series modeling to solve problems. Functional knowledge of SAS is desirable but isn't mandatory.

SAS University Edition is free software that is used throughout the book. Download details can be found at https://www.sas.com/en_gb/software/university-edition.html.

Download the example code files

You can download the example code files for this book from your account at www.packtpub.com. If you purchased this book elsewhere, you can visit www.packtpub.com/support and register to have the files emailed directly to you.

You can download the code files by following these steps:

  1. Log in or register at www.packtpub.com.
  2. Select the SUPPORT tab.
  3. Click on Code Downloads & Errata.
  4. Enter the name of the book in the Search box and follow the onscreen instructions.

Once the file is downloaded, please make sure that you unzip or extract the folder using the latest version of:

  • WinRAR/7-Zip for Windows
  • Zipeg/iZip/UnRarX for Mac
  • 7-Zip/PeaZip for Linux

The code bundle for the book is also hosted on GitHub at https://github.com/PacktPublishing/SAS-for-Finance. In case there's an update to the code, it will be updated on the existing GitHub repository.

We also have other code bundles from our rich catalog of books and videos available at https://github.com/PacktPublishing/. Check them out!

Download the color images

Conventions used

There are a number of text conventions used throughout this book.

CodeInText: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: "The variables tall and grade have different values for height and scores in a test."

A block of code is set as follows:

data matrix (drop = lhand1 lhand2); 
set stage2 (drop = id); 
if product1 ne product2; 
if product1 ne product3; 
if product2 ne product3; 
combo=compress(product1||product2||product3); 
lhand1=scan(combo,1); 
lhand2=scan(combo,2); 
lhand=compress(lhand1||"|"||lhand2); 
run;
Warnings or important notes appear like this.
Tips and tricks appear like this.