hfsl_course

FE517 SAS for Finance
Financial Engineering (Lab)
Tuesday (11:00am-12:00pm)
Hanlon Financial System Lab
Thursday 3:00pm-5:00pm
  • Fall On Campus
  • Spring On Campus
This is one credit lab course. 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.

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. The supporting applications illustrate financial data analysis with special emphasis on large data sets.

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

1. Work with datasets and databases directly from SAS.

2. Create SAS databases.

3. Perform analytics on databases.

4. Visualize data.

5. Use SAS Macros.

6. Debug SAS programs.

  1. Delwiche, Laura D. and Slaughter, Susan J., The Little SAS Book: A Primer, 5th Edition, SAS Institute, 2012. (ISBN: 978-1-61290-343-9)

Assignments – 40%

Project – 40%

Quiz-20%

  Topic Readings Assignment
Week 1 Introduction of SAS Software

Chapter 1

 
Week 2 Getting Data into SAS Chapter 2  
Week 3 Getting Data into SAS Chapter 2

Assignment 1

Week 4 Working with Data

Chapter 3

 
Week 5

Sorting, Printing,  and Summarizing Your Data

Chapter 4

Quiz 1

Assignment 2
Week 6

Financial Data

 (Thomson Reuters Tick History SAS API)
Lecture Notes  
Week 7 Monday Schedule- No Class    
Week 8

Enhancing Your Output with ODS,

Creating and Managing Tables
Chapter 5  
Week 9 Modifying and Combining SAS Data Sets, Exporting Your Data

Chapter 6

Chapter 10
Assignment 3
Week 10 Writing Flexible Code with the SAS Macro Facility Chapter 7  
Week 11 Using Basic Graphical and Statistical Procedures

Chapter 8

Chapter 9

Assignment 4

Quiz 2

Project Description 
Week 12

   SQL in SAS        

Debugging Your SAS Programs

Lecture Notes

Chapter 11
 
Week 13 SAS Enterprise Guide, SAS Enterprise Miner Lecture Notes  
Week 14 Final Project Presentation