Quantcast
Viewing all articles
Browse latest Browse all 9

Proc Fcmp(4): Binomial tree vs. Black-Scholes model

The very truth is that SAS has limited financial functions. Thanks to SAS Institute, they finally added some option pricing functions in the base module of SAS 9.2, such as Black-Scholes put/call functions, Garman-Kohlhagen put/call functions, etc. Thu...

Viewing all articles
Browse latest Browse all 9

Trending Articles