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 | 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 |