Weekly Announcements â February 29, 2016
Announcing Expansion of ERN Monetary Economics eJournal read more...
View ArticleAdvisory Committee On Small & Emerging Companies Opening Remarks, SEC...
Good morning. Welcome to both the continuing members, as well as the new members of the Advisory Committee on Small and Emerging Companies. I am looking forward to hearing from you regarding how we can...
View ArticleUS Department Of The Treasury: Preliminary Report On Foreign Holdings Of U.S....
Preliminary data from the June 2015 annual survey of foreign portfolio holdings of U.S. securities were released today on the Treasury website at...
View ArticleBeecher Carlson Releases American Hotel & Lodging Association (AH&LA)...
Beecher Carlsonâs deep analytical expertise is displayed in our two latest studies, the American Hotel & Lodging Association (AH&LA) Loss Cost Study and the Hospital Workersâ Compensation...
View ArticleS&P Dow Jones Indices Market Attributes:Europe Index Dashboard
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View ArticleRemarks By Deputy Assistant Treasury Secretary Monique Rollins On Reforming...
For most of its history, private label securitization (PLS) has served as a valuable part of the housing finance market. It helped expand access to credit for many qualified Americans, who did not...
View ArticlePricing and Hedging GMWB in the Heston and in the Black-Scholes with...
Valuing Guaranteed Minimum Withdrawal Benefit (GMWB) has attracted significant attention from both the academic field and real world financial markets. As remarked by Yang and Dai, the Black and...
View ArticleFairs for e-commerce: the benefits of aggregating buyers and sellers....
In recent years, many new and interesting models of successful online business have been developed. Many of these are based on the competition between users, such as online auctions, where the product...
View ArticleImproved Fr\'echet--Hoeffding bounds on $d$-copulas and applications in...
We derive upper and lower bounds on the expectation of $f(\mathbf{S})$ under dependence uncertainty, i.e. when the marginal distributions of the random vector $\mathbf{S}=(S_1,\dots,S_d)$ are known but...
View ArticleA Rank-Based Approach to Zipf's Law. (arXiv:1602.08533v1 [q-fin.EC])
An Atlas model is a rank-based system of continuous semimartingales for which the steady-state values of the processes follow a power law, or Pareto distribution. For a power law, the log-log plot of...
View ArticleSEC Statement On Juryâs Verdict In Trial of Daryl Payton And Benjamin...
After a two week trial, a jury in the Southern District of New York found both Daryl Payton and Benjamin Durant liable for insider trading in SEC v. Payton et al.read more...
View ArticleCBOE To Offer FLEX Index Options With Asian And Cliquet Style Settlement -...
In remarks made at CBOE's Risk Management Conference U.S. (RMC) in Bonita Springs, Florida, CBOE Holdings President and Chief Operating Officer Edward Provost today announced that the Chicago Board...
View ArticleS&P Dow Jones Indices Market Attributes: Correlation & Dispersion -...
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View ArticleCME Group Appoints Eli Cohen As Associate General Counsel In Asia
CME Group, the world's leading and most diverse derivatives marketplace, today announced that it has appointed Eli Cohen as Executive Director, Associate General Counsel,Asia, effective 1 March...
View ArticleEEX Trading Results For February 2016 - Substantial Increase In Power Option...
The monthly volume on EEX’s power derivatives market, amounted to 300.3 terawatt hours (TWh) in February 2016 which is an increase of 31% compared to February 2015 (228.8 TWh).read more...
View ArticleISE Mercury Completes Initial Rollout Schedule - More Than 600 Of The Most...
The International Securities Exchange Holdings, Inc. (ISE Holdings) today announced that ISE Mercury™ has successfully completed its full initial rollout schedule. Within two weeks of its launch, ISE...
View ArticleTurnover At Deutsche Börseâs Cash Markets At 130.7 Billion...
Order book turnover on Xetra, Börse Frankfurt and Tradegate Exchange across all asset classes stood at €130.7 billion in February (February 2015: €125.5 billion).read more...
View ArticleESMA Issues Report On Risks And Costs Of CCP Interoperability
The European Securities and Markets Authority (ESMA) has issued today it's final report on systemic risk and cost implications of interoperable arrangements between central clearing houses (CCPs)...
View ArticleTrading Statistics February 2016 - Eurex Exchange: ADV 7.2 Million Contracts...
In February 2016, the international derivatives markets of Eurex, part of Deutsche Börse Group, recorded an average daily volume of 9.8 million contracts (February 2015: 7.8 million). Of those, 7.2...
View ArticleLeading Shari'ah-Compliant Responsible Investment Firm Announces Support For...
The upcoming Responsible Finance Summit in March is excited to announce the support of SEDCO Capital, the renowned Saudi asset management firm. The Summit will host a discussion between leaders in the...
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