BookmarkSubscribeRSS Feed
Seer_Hassa
Calcite | Level 5

Hi

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.

Seer

1 REPLY 1
reneeharper
SAS Employee

These search results from support.sas.com may help you narrow your question or even present the answer.

Ready to join fellow brilliant minds for the SAS Hackathon?

Build your skills. Make connections. Enjoy creative freedom. Maybe change the world. Registration is now open through August 30th. Visit the SAS Hackathon homepage.

Register today!
Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 1398 views
  • 0 likes
  • 2 in conversation