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