Weekly Announcements – August 15, 2016
Announcing 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference Online Proceedings on SSRNread more...
View ArticleEEX New Participant: Enel Trade S.p.A.
Enel Trade S.p.A. has additionally been admitted to exchange trading for UK Financial Power Futures.
View ArticleISDA derivatiViews: Resolution On CCP Resolution?
The Financial Stability Board (FSB) and its chairman, Mark Carney, last month reiterated their intention to prioritize central counterparty (CCP) resilience, recovery and resolution for the remainder...
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Investing and Valuation Lessons from the Renaissance
I just got back a few days ago from a two-week family holiday in Italy, where we spent the bulk of the second week in Florence, which we used as a springboard to see Tuscany. I kept away from work...
View ArticleSEC: Hedge Fund Manager Charged In Scheme Involving Terminally Ill
The Securities and Exchange Commission today announced fraud charges against a hedge fund manager and his firm accused of paying terminally ill individuals to use their names on purportedly joint...
View ArticleTreasury International Capital Data For June
The U.S. Department of the Treasury today released Treasury International Capital (TIC) data for June 2016. The next release, which will report on data for July 2016, is scheduled for September 16,...
View ArticleStatement of Commissioner J. Christopher Giancarlo Swap Dealer De Minimis...
Statement of Commissioner J. Christopher Giancarlo Swap Dealer De Minimis Exception Final Report
View ArticleCFTC Staff Releases Swap Dealer De Minimis Exception Final Staff Report
The Division of Swap Dealer and Intermediary Oversight of the U.S. Commodity Futures Trading Commission (CFTC or Commission) today issued the Swap Dealer De Minimis Exception Final Staff Report.
View ArticleCFTC Staff Releases Swap Dealer De Minimis Exception Final Staff Report
The Division of Swap Dealer and Intermediary Oversight of the U.S. Commodity Futures Trading Commission (CFTC or Commission) today issued the Swap Dealer De Minimis Exception Final Staff Report. The...
View ArticleCalPERS Adopts Environmental, Social, And Governance Strategic Plan -...
The California Public Employees' Retirement System (CalPERS) Board of Administration today adopted the Environmental, Social, and Governance (ESG) 5-Year Strategic Plan (PDF), a six -point plan that is...
View ArticleISDA Publishes SwapsInfo Second Quarter 2016 Review
SwapsInfo Second Quarter 2016 Reviewread more...
View ArticleA Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds....
This paper introduces a more general modeling world than available under the classical no-arbitrage paradigm in finance. New research questions and interesting related econometric studies emerge...
View ArticleOptimal importance sampling for L\'evy Processes. (arXiv:1608.04621v1...
We develop generic and efficient importance sampling estimators for Monte Carlo evaluation of prices of single- and multi-asset European and path-dependent options in asset price models driven by...
View ArticleRank-optimal weighting or "How to be best in the OECD Better Life...
We present a method of rank-optimal weighting which can be used to explore the best possible position of a subject in a ranking based on a composite indicator by means of a mathematical optimization...
View ArticleTiming in the Presence of Directional Predictability: Optimal Stopping of...
We investigate a class of optimal stopping problems arising in, for example, studies considering the timing of an irreversible investment when the underlying follows a skew Brownian motion. Our results...
View ArticleMaximizing and Minimizing Investment Concentration with Constraints of Budget...
In this paper, as a first step in examining the properties of a feasible portfolio subset that is characterized by budget and risk constraints, we assess the maximum and minimum of the investment...
View ArticleTime-scale effects on the gain-loss asymmetry in stock indices....
The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over $2\%$, and it is the result of the non-Pearson type auto-correlations...
View ArticleCME Group Announces First Trades Of New Crude Palm Oil Calendar Futures
CME Group, the world's leading and most diverse derivatives marketplace, today announced the first trades of the USD Malaysian Crude Palm Oil Calendar futures (CPO) that were launched on 11 July 2016....
View ArticleASIC Bans Former Representative Of Macquarie Equities Limited
ASIC has banned Mr Nicholas Kerr, of Carindale, Queensland, from providing financial services for five years after finding that he engaged in unauthorised discretionary trading on his client accounts,...
View ArticleVideo presentation By HKEX Chief Executive Charles Li At A Media Briefing On...
HKEX Chairman C K Chow and Chief Executive Charles Li hosted a media briefing yesterday on Shenzhen-Hong Kong Stock Connect. The video of the briefing is now online and available for viewing at the...
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