Speech By Federal Reserve Governor Jerome H. Powell At "CPBS 2016...
It is a pleasure for me to return to the Center for Pacific Basin Studies here at the San Francisco Fed. The global economy is at a critical juncture today. According to the International Monetary...
View ArticleTehran Stock Exchange: IFRS For Iranian Listed Companies
Based on the Securities and Exchange Organization’s recent announcement, all listed banks, credit institutes and insurance companies are required to provide their audited annual financial statements...
View Article502 Billion Dirhams Foreign & Institutional Investment In ADX For...
Foreign investors’ buy value in Abu Dhabi Securities Exchange (ADX) in October reached 1.318 billion Dirhams, representing %56.7 of total trades executed on the Exchange. Meanwhile their sell value...
View ArticleIs One-Stop Shopping a Good Thing?
When many firms pursue diversification strategies, they argue that they can provide one-stop shopping for clients. This logic implies that one-stop shopping adds value for the customer, and that the...
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DFM Organizes Workshop On Best Practices Of Corporate Governance With The...
Dubai Financial Market (DFM) has organized a workshop on best practices of Corporate Governance, with the participation of 10 listed companies, as part of its constant efforts to further enhance the...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 17 November 2016 amounted to SAR 28.30 billion, increasing by 10.05% over the previous week; while total stock market capitalization reached SAR...
View ArticleConstrained Optimal Transport. (arXiv:1610.02940v1 [math.FA] CROSS LISTED)
The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This...
View ArticleOn convex functions on the duals of $\Delta_2$-Orlicz spaces....
In the dual $L^{\Phi^*}$ of a $\Delta_2$-Orlicz space $L^\Phi$, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology...
View ArticleCalibration to American Options: Numerical Investigation of the...
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The...
View ArticleOn the wavelets-based SWIFT method for backward stochastic differential...
We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods...
View ArticleValue-at-Risk Prediction in R with the GAS Package. (arXiv:1611.06010v1...
GAS models have been recently proposed in time-series econometrics as valuable tools for signal extraction and prediction. This paper details how financial risk managers can use GAS models for...
View ArticleASIC Commences Civil Penalty Proceedings Against State One Stockbroking Ltd...
ASIC has commenced civil penalty proceedings against State One Stockbroking Ltd (State One) in the Federal Court of Australia in Perth for failing to comply with two ASIC Market Integrity Rules (ASX...
View ArticleGTX Hires Edward Brown to Run Swap Execution Facility - Company To Increase...
GTX, the institutional foreign exchange trading arm of GAIN Capital Holdings Inc., today announces the appointment of Edward Brown as Chief Executive Officer (CEO) of GTX SEF, LLC, a Swap Execution...
View ArticleFurther details on the assessment of global systemically import banks
Press release about the Basel Committee publishing further details on the assessment of global systemically import banks (21 November 2016)
View ArticleFSB Publishes 2016 G-SIB List
The Financial Stability Board (FSB), in consultation with the Basel Committee on Banking Supervision (BCBS) and national authorities, today published the 2016 list of global systemically important...
View ArticleICAP Appoints Stuart Connolly As Head Of Client Product Development For Post...
ICAP plc (IAP.L), a leading markets operator and provider of post trade risk mitigation and information services, announces today that it has appointed Stuart Connolly as Head of Client Product...
View ArticleFSB Publishes 2016 G-SII List
The Financial Stability Board (FSB) today published the 2016 list of global systemically important insurers (G-SIIs).read more...
View ArticleChina Renaissance Goes Live With Fidessa
Fidessa group plc (LSE: FDSA) has today announced that China Renaissance, one of the leading investment banking, securities and investment management firms in China, has implemented Fidessa’s Asian...
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