FE517 SAS for Finance


Course Catalog Description

Introduction

In this course the students will learn the basics of SAS programming using financial data and applications. The course provides an introduction to programming, graphics, and data analysis using SAS Software.

Campus Fall Spring Summer
On Campus X X
Web Campus X X

Instructors

Professor Email Office
Khashayar Dehnad
kdehnad@stevens.edu

More Information

Course Description

The course concentrates on fundamental components of SAS Software: data processing, managing SAS libraries, graphical and statistical procedures, creating, formatting and exporting reports. In addition, several advanced topics will be introduced: SAS SQL procedures and SAS Macro Language.


Course Outcomes

After taking this course, the students will be able to:

1.Create SAS datasets.

2. Merge and combine multiple SAS datasets.

3. Perform basic statistical analysis.

4. Visualize data.

5. Develop SAS macros.

6. Develop statistical and time series models with financial applications.


Course Resources

Textbook

SAS for Finance. By:Harish Gulati Publisher: Packt Publishing. ISBN: 9781788624565



Grading

Grading Policies

  • 40% Exercises
  • 40% Final exam
  • 20% Quiz

Lecture Outline

Topic Reading
Week 1 Housekeeping, Introduction to SAS
Week 2 SAS Environment and First program (Reading Data into SAS)
Week 3 First program (Reading Data into SAS)
Week 4 Data Cleaning and Preprocessing
Week 5 Modifying and Combining SAS Data Sets
Week 6 Exploratory Data Analysis, Summarization and Reporting
Week 7 Time Series Modeling in the Financial Industry
Week 8 Forecasting Stock Prices and Portfolio Decisions
Week 9 Credit Risk Management
Week 10 Budget and Demand Forecasting
Week 11 Inflation Forecasting for Financial Planning
Week 12 Simple, Multiple Regression and UCM
Week 13 Special Topics
Week 14 Final Exam