Sas For Finance

Author : Harish Gulati
Publisher : Packt Publishing Ltd
Page : 299 pages
File Size : 42,5 Mb
Release : 2018-05-30
Category : Computers
ISBN : 9781788622486

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SAS for Finance by Harish Gulati Pdf

Leverage the analytical power of SAS to perform financial analysis efficiently Key Features Leverage the power of SAS to analyze financial data with ease Find hidden patterns in your data, predict future trends, and optimize risk management Learn why leading banks and financial institutions rely on SAS for financial analysis Book Description 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. What you will learn Understand time series data and its relevance in the financial industry Build a time series forecasting model in SAS using advanced modeling theories Develop models in SAS and infer using regression and Markov chains Forecast inflation by building an econometric model in SAS for your financial planning Manage customer loyalty by creating a survival model in SAS using various groupings Understand similarity analysis and clustering in SAS using time series data Who this book is for Financial data analysts and data scientists who want to use SAS to process and analyze financial data and find hidden patterns and trends from it will find this book useful. Prior exposure to SAS will be helpful but is not mandatory. Some basic understanding of the financial concepts is required.

Author : John B. Guerard,Ziwei Wang,Ganlin Xu
Publisher : SAS Institute
Page : 277 pages
File Size : 47,6 Mb
Release : 2019-04-03
Category : Computers
ISBN : 9781635266894

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Portfolio and Investment Analysis with SAS by John B. Guerard,Ziwei Wang,Ganlin Xu Pdf

Choose statistically significant stock selection models using SAS® Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to using SAS to choose statistically significant stock selection models, create mean-variance efficient portfolios, and aggressively invest to maximize the geometric mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows that maximizing the geometric mean maximizes the utility of final wealth. The authors draw on decades of experience as teachers and practitioners of financial modeling to bridge the gap between theory and application. Using real-world data, the book illustrates the concept of risk-return analysis and explains why intelligent investors prefer stocks over bonds. The authors first explain how to build expected return models based on expected earnings data, valuation ratios, and past stock price performance using PROC ROBUSTREG. They then show how to construct and manage portfolios by combining the expected return and risk models. Finally, readers learn how to perform hypothesis testing using Bayesian methods to add confidence when data mining from large financial databases.

Author : Ekkehart Boehmer
Publisher : Unknown
Page : 166 pages
File Size : 41,6 Mb
Release : 2002
Category : Electronic
ISBN : OCLC:963489776

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Using SAS in Financial Research by Ekkehart Boehmer Pdf

Author : Bart Baesens,Daniel Roesch,Harald Scheule
Publisher : John Wiley & Sons
Page : 517 pages
File Size : 46,7 Mb
Release : 2016-10-03
Category : Business & Economics
ISBN : 9781119143987

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Credit Risk Analytics by Bart Baesens,Daniel Roesch,Harald Scheule Pdf

The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models. Understand the general concepts of credit risk management Validate and stress-test existing models Access working examples based on both real and simulated data Learn useful code for implementing and validating models in SAS Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.

Author : John E. Triantis
Publisher : John Wiley & Sons
Page : 404 pages
File Size : 41,8 Mb
Release : 2018-05-08
Category : Business & Economics
ISBN : 9781119486084

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Project Finance for Business Development by John E. Triantis Pdf

Raise the skill and competency level of project finance organizations Project Finance for Business Development helps readers understand how to develop a competitive advantage through project finance. Most importantly, it shows how different elements of project finance, such as opportunity screening and evaluation, project development, risk management, and due diligence come together to structure viable and financeable projects—which are crucial pieces missing from the current literature. Eliminating misconceptions about what is really important for successful project financings, this book shows you how to develop, structure, and implement projects successfully by creating competitive advantage. By shedding light on project finance failures, it also helps you avoid failures of your own. • Offers a roadmap for successful financing, participant roles and responsibilities, and assessing and testing project viability • Considers project finance from a broad business development and competitive advantage • Provides a strategic decision-forecasting perspective • Delves deeper than existing treatments of project finance into decisions needed to create and implement effective financing plans Helping readers develop, structure, and implement projects successfully by creating competitive advantage, this book is a useful tool for project sponsors and developers, helping them structure and implement projects by creating competitive advantage.

Author : Harish Gulati
Publisher : Packt Publishing Ltd
Page : 331 pages
File Size : 43,9 Mb
Release : 2019-09-27
Category : Computers
ISBN : 9781788836104

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Hands-On SAS for Data Analysis by Harish Gulati Pdf

Leverage the full potential of SAS to get unique, actionable insights from your data Key FeaturesBuild enterprise-class data solutions using SAS and become well-versed in SAS programmingWork with different data structures, and run SQL queries to manipulate your dataExplore essential concepts and techniques with practical examples to confidently pass the SAS certification examBook Description SAS is one of the leading enterprise tools in the world today when it comes to data management and analysis. It enables the fast and easy processing of data and helps you gain valuable business insights for effective decision-making. This book will serve as a comprehensive guide that will prepare you for the SAS certification exam. After a quick overview of the SAS architecture and components, the book will take you through the different approaches to importing and reading data from different sources using SAS. You will then cover SAS Base and 4GL, understanding data management and analysis, along with exploring SAS functions for data manipulation and transformation. Next, you'll discover SQL procedures and get up to speed on creating and validating queries. In the concluding chapters, you'll learn all about data visualization, right from creating bar charts and sample geographic maps through to assigning patterns and formats. In addition to this, the book will focus on macro programming and its advanced aspects. By the end of this book, you will be well versed in SAS programming and have the skills you need to easily handle and manage your data-related problems in SAS. What you will learnExplore a variety of SAS modules and packages for efficient data analysisUse SAS 4GL functions to manipulate, merge, sort, and transform dataGain useful insights into advanced PROC SQL options in SAS to interact with dataGet to grips with SAS Macro and define your own macros to share dataDiscover the different graphical libraries to shape and visualize data withApply the SAS Output Delivery System to prepare detailed reportsWho this book is for Budding or experienced data professionals who want to get started with SAS will benefit from this book. Those looking to prepare for the SAS certification exam will also find this book to be a useful resource. Some understanding of basic data management concepts will help you get the most out of this book.

Author : Bart Baesens,Daniel Roesch,Harald Scheule
Publisher : John Wiley & Sons
Page : 512 pages
File Size : 44,6 Mb
Release : 2016-09-19
Category : Business & Economics
ISBN : 9781119278344

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Credit Risk Analytics by Bart Baesens,Daniel Roesch,Harald Scheule Pdf

The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models. Understand the general concepts of credit risk management Validate and stress-test existing models Access working examples based on both real and simulated data Learn useful code for implementing and validating models in SAS Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.

Author : Shailendra Kadre,Venkat Reddy Konasani
Publisher : Apress
Page : 565 pages
File Size : 55,5 Mb
Release : 2015-02-07
Category : Computers
ISBN : 9781484200438

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Practical Business Analytics Using SAS by Shailendra Kadre,Venkat Reddy Konasani Pdf

Practical Business Analytics Using SAS: A Hands-on Guide shows SAS users and businesspeople how to analyze data effectively in real-life business scenarios. The book begins with an introduction to analytics, analytical tools, and SAS programming. The authors—both SAS, statistics, analytics, and big data experts—first show how SAS is used in business, and then how to get started programming in SAS by importing data and learning how to manipulate it. Besides illustrating SAS basic functions, you will see how each function can be used to get the information you need to improve business performance. Each chapter offers hands-on exercises drawn from real business situations. The book then provides an overview of statistics, as well as instruction on exploring data, preparing it for analysis, and testing hypotheses. You will learn how to use SAS to perform analytics and model using both basic and advanced techniques like multiple regression, logistic regression, and time series analysis, among other topics. The book concludes with a chapter on analyzing big data. Illustrations from banking and other industries make the principles and methods come to life. Readers will find just enough theory to understand the practical examples and case studies, which cover all industries. Written for a corporate IT and programming audience that wants to upgrade skills or enter the analytics field, this book includes: More than 200 examples and exercises, including code and datasets for practice. Relevant examples for all industries. Case studies that show how to use SAS analytics to identify opportunities, solve complicated problems, and chart a course. Practical Business Analytics Using SAS: A Hands-on Guide gives you the tools you need to gain insight into the data at your fingertips, predict business conditions for better planning, and make excellent decisions. Whether you are in retail, finance, healthcare, manufacturing, government, or any other industry, this book will help your organization increase revenue, drive down costs, improve marketing, and satisfy customers better than ever before.

Author : Taneja, Sanjay,Singh, Amandeep,Kumar, Pawan
Publisher : IGI Global
Page : 378 pages
File Size : 49,8 Mb
Release : 2024-02-12
Category : Business & Economics
ISBN : 9798369332658

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Artificial Intelligence and Machine Learning-Powered Smart Finance by Taneja, Sanjay,Singh, Amandeep,Kumar, Pawan Pdf

In the field of finance, the pervasive influence of algorithms has transformed the very fabric of the industry. Today, over 75% of trades are orchestrated by algorithms, making them the linchpin for trade automation, predictions, and decision-making. This algorithmic reliance, while propelling financial services into unprecedented efficiency, has also ushered in a host of challenges. As the financial sector becomes increasingly algorithm-driven, concerns about risk assessment, market manipulation, and the ethical implications of automated decision-making have taken center stage. Artificial Intelligence and Machine Learning-Powered Smart Finance, meticulously examines the intersection of computational finance and advanced algorithms and the challenges associated with this technology. As algorithms permeate various facets of financial services, the book takes a deep dive into their applications, spanning forecasting, portfolio optimization, market trends analysis, and cryptoanalysis. It sheds light on the role of AI-based algorithms in personnel selection, implementing trusted financial services, developing recommendation systems for financial platforms, and detecting fraud, presenting a compelling case for the integration of innovative solutions in the financial sector. As the book unravels the intricate tapestry of algorithmic applications in finance, it also illuminates the ethical considerations and governance frameworks essential for navigating the delicate balance between technological innovation and responsible financial practices.

Author : Cheng-Few Lee,John Lee,Jow-Ran Chang,Tzu Tai
Publisher : Springer
Page : 1041 pages
File Size : 42,9 Mb
Release : 2016-11-24
Category : Business & Economics
ISBN : 9783319388670

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Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses by Cheng-Few Lee,John Lee,Jow-Ran Chang,Tzu Tai Pdf

This introductory textbook for business statistics teaches statistical analysis and research methods via business case studies and financial data using Excel, Minitab, and SAS. Every chapter in this textbook engages the reader with data of individual stock, stock indices, options, and futures. One studies and uses statistics to learn how to study, analyze, and understand a data set of particular interest. Some of the more popular statistical programs that have been developed to use statistical and computational methods to analyze data sets are SAS, SPSS, and Minitab. Of those, we look at Minitab and SAS in this textbook. One of the main reasons to use Minitab is that it is the easiest to use among the popular statistical programs. We look at SAS because it is the leading statistical package used in industry. We also utilize the much less costly and ubiquitous Microsoft Excel to do statistical analysis, as the benefits of Excel have become widely recognized in the academic world and its analytical capabilities extend to about 90 percent of statistical analysis done in the business world. We demonstrate much of our statistical analysis using Excel and double check the analysis and outcomes using Minitab and SAS—also helpful in some analytical methods not possible or practical to do in Excel.

Author : SAS
Publisher : SAS Institute
Page : 117 pages
File Size : 40,5 Mb
Release : 2020-06-29
Category : Computers
ISBN : 9781970170658

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Model Risk Management with SAS by SAS Pdf

Cut through the complexity of model risk management with a guide to solutions from SAS! There is an increasing demand for more model governance and model risk awareness. At the same time, high-performing models are expected to be deployed faster than ever. SAS Model Risk Management is a user-friendly, web-based application that facilitates the capture and life cycle management of statistical model-related information. It enables all stakeholders in the model life cycle — developers, validators, internal audit, and management – to get overview reports as well as detailed information in one central place. Model Risk Management with SAS introduces you to the features and capabilities of this software, including the entry, collection, transfer, storage, tracking, and reporting of models that are drawn from multiple lines of business across an organization. This book teaches key concepts, terminology, and base functionality that are integral to SAS Model Risk Management through hands-on examples and demonstrations. With this guide to SAS Model Risk Management, your organization can be confident it is making fact-based decisions and mitigating model risk.

Author : SAS Institute
Publisher : SAS Institute
Page : 52 pages
File Size : 46,8 Mb
Release : 2004-03-01
Category : Electronic
ISBN : 1590472616

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SAS/Access 9.1 Interface to Bloomberg Financial Data: Reference by SAS Institute Pdf

Designed for users of the Bloomberg market data feed, this guide is a valuable reference tool. It describes the features of the SAS/ACCESS Bloomberg financial data engine and how it interacts with market data feeds. It also discusses the following topics in detail: the Bloomberg application interface, the Bloomberg data dictionary, LIBNAME and data set option syntax, ticker-exchange syntax, Bloomberg CUSIP, CISN, and ISIN syntax, how to obtain current and historic pricing information, and use with SAS Risk Dimensions. Also included are a variety of examples to help you obtain current and historical pricing information for single or multiple securities. This title is also available online. This title is intended for SAS/ACCESS software users who are working with the Bloomberg market data feed. Supports releases 9.1 and higher of SAS software.

Author : Mary Jackson,Mike Staunton
Publisher : John Wiley & Sons
Page : 276 pages
File Size : 55,6 Mb
Release : 2006-08-30
Category : Business & Economics
ISBN : 9780470061664

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Advanced Modelling in Finance using Excel and VBA by Mary Jackson,Mike Staunton Pdf

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios. Specifically applies Excel and VBA to the financial markets Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Author : Ron Cody
Publisher : SAS Institute
Page : 536 pages
File Size : 50,5 Mb
Release : 2018-07-03
Category : Computers
ISBN : 9781635266566

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Learning SAS by Example by Ron Cody Pdf

Learn to program SAS by example! Learning SAS by Example, A Programmer’s Guide, Second Edition, teaches SAS programming from very basic concepts to more advanced topics. Because most programmers prefer examples rather than reference-type syntax, this book uses short examples to explain each topic. The second edition has brought this classic book on SAS programming up to the latest SAS version, with new chapters that cover topics such as PROC SGPLOT and Perl regular expressions. This book belongs on the shelf (or e-book reader) of anyone who programs in SAS, from those with little programming experience who want to learn SAS to intermediate and even advanced SAS programmers who want to learn new techniques or identify new ways to accomplish existing tasks. In an instructive and conversational tone, author Ron Cody clearly explains each programming technique and then illustrates it with one or more real-life examples, followed by a detailed description of how the program works. The text is divided into four major sections: Getting Started, DATA Step Processing, Presenting and Summarizing Your Data, and Advanced Topics. Subjects addressed include Reading data from external sources Learning details of DATA step programming Subsetting and combining SAS data sets Understanding SAS functions and working with arrays Creating reports with PROC REPORT and PROC TABULATE Getting started with the SAS macro language Leveraging PROC SQL Generating high-quality graphics Using advanced features of user-defined formats and informats Restructuring SAS data sets Working with multiple observations per subject Getting started with Perl regular expressions You can test your knowledge and hone your skills by solving the problems at the end of each chapter.

Author : Vivek Ajmani
Publisher : John Wiley & Sons
Page : 414 pages
File Size : 49,5 Mb
Release : 2011-09-20
Category : Mathematics
ISBN : 9781118210321

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Applied Econometrics Using the SAS System by Vivek Ajmani Pdf

The first cutting-edge guide to using the SAS® system for the analysis of econometric data Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly examines econometric methods and discusses how data collected in economic studies can easily be analyzed using the SAS® system. In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as: Regression analysis using Proc IML and Proc Reg Hypothesis testing Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models Panel data analysis Discrete choice models, along with coverage of binary choice models and Poisson regression Duration analysis models Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers.