topic Stochastic Volatility in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143810#M38249 <HTML><HEAD></HEAD><BODY><P>Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other suitable model but have no idea how to do this in SAS. Any help, any codes, any tips, any warnings are all welcome. I am using FTSE data at the moment. Thank you in advance.</P><P></P><P>Seer.</P></BODY></HTML> Sun, 04 May 2014 13:44:42 GMT Seer_Hassa 2014-05-04T13:44:42Z Stochastic Volatility https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143810#M38249 <HTML><HEAD></HEAD><BODY><P>Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other suitable model but have no idea how to do this in SAS. Any help, any codes, any tips, any warnings are all welcome. I am using FTSE data at the moment. Thank you in advance.</P><P></P><P>Seer.</P></BODY></HTML> Sun, 04 May 2014 13:44:42 GMT https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143810#M38249 Seer_Hassa 2014-05-04T13:44:42Z Re: Stochastic Volatility https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143811#M38250 <HTML><HEAD></HEAD><BODY><P>Hi - I am moving your question over to the support.sas.communities so that it can be answered by one of our SAS experts.</P><P>Thanks</P><P>Jennifer</P></BODY></HTML> Mon, 05 May 2014 17:34:50 GMT https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143811#M38250 jennifers_sas 2014-05-05T17:34:50Z Re: Stochastic Volatility https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143812#M38251 <HTML><HEAD></HEAD><BODY><P>As you are new to SAS there are two issues.</P><P>1/ What do you have available of the SAS tools and what are you skills with that.&nbsp; </P><P>2/ Translation of your question/issue Stochastic volatility to using SAS </P><P>That is a lot of financial math behind: <A href="http://en.wikipedia.org/wiki/Heston_model" title="http://en.wikipedia.org/wiki/Heston_model">Heston model - Wikipedia, the free encyclopedia</A></P><P>As it is time-series possible SAS/ETS will have something for that <A href="http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_model_sect281.htm" title="http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_model_sect281.htm">SAS/ETS(R) 13.1 User's Guide</A></P></BODY></HTML> Tue, 06 May 2014 07:35:54 GMT https://communities.sas.com/t5/SAS-Procedures/Stochastic-Volatility/m-p/143812#M38251 jakarman 2014-05-06T07:35:54Z