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原帖由 raya 于 2010-8-17 11:23 发表 
Hi mate, could you try to recall the book name you mentioned, i m interested in financial models.thanks.
another book is good too, it shows how to build the credit risk model in excel and vba step b ...
1. Here is the book <Generalized Linear Models for Insurance Data >,
amazon link: http://www.amazon.com/Generalize ... ience/dp/0521879140
you can use google book to preview it. I have read that book two years ago and hope it could be helpful for you.You can download ebook from internet.
2. When you use a numeric variable as an ID variable, PROC TRANSPOSE changes the formatted ID value into a valid SAS name.
SAS variable names cannot begin with a number. When the first character of the formatted value is numeric, the procedure prefixes an underscore to the value, this action truncates the last character of a 32-character value. Remaining invalid characters are replaced by underscores. The procedure truncates to 32 characters any ID value that is longer than 32 characters when the procedure uses that value to name a transposed variable.
here is the link from sas help: http://support.sas.com/documenta ... ault/a000063668.htm
You can use array to avoid that problem
3. I am not sure what kind of financial model you are working on. stock valuation OR derivative pricing OR risk management??
[ 本帖最后由 napolian 于 2010-8-17 12:21 编辑 ] |
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