Weekly Announcements â May 2, 2016
Central Bank of Barbados Joins ERN Government & Public Agency Research Paper Seriesread more...
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Attacks on the Press: Gender and Media Freedom Worldwide
Attacks on the Press is the definitive guide to the state of press freedom around the globe, exposing abuses while exploring potential solutions. Read More...
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Cross-Border Mergers and Acquisitions
In this anticipated follow-up to Mergers and Acquisitions Integration Handbook, distinguished M&A expert Scott Whitaker delivers his popular brand of solid, actionable guidance to the complex...
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2016 Valuation Handbook: Guide to Cost of Capital
2016 Valuation Handbook - Guide to Cost of Capital provides the key annual valuation data previously published in the now discontinued Morningstar/Ibbotson SBBI Valuation Yearbook, and the Duff...
View ArticleFederal Reserve Board Announces Approval Of Joint Agency Notice Of Proposed...
The Federal Reserve Board on Monday announced it has approved a joint agency notice of proposed rulemaking to implement the incentive compensation provisions of section 956 of the Dodd Frank Wall...
View ArticleCBOE Holdings Reports April 2016 Trading Volume
CBOE Holdings, Inc. (NASDAQ: CBOE) reported today that April average daily volume (ADV) for options contracts traded on Chicago Board Options Exchange® (CBOE®) and C2 Options Exchange (C2), and futures...
View ArticleNasdaq Completes Acquisition Of Boardvantage
Nasdaq (Nasdaq:NDAQ) today announced the completion of its acquisition of Boardvantage, a leading board portal solution provider that also specializes in leadership collaboration and meeting...
View ArticleThomson Reuters Announces Pricing Of US$500 Million Note Offering
Thomson Reuters (TSX / NYSE: TRI), the world’s leading source of intelligent information for businesses and professionals, today announced the pricing of its offering of US$500 million principal amount...
View ArticleWhy have asset price properties changed so little in 200 years....
We first review empirical evidence that asset prices have had episodes of large fluctuations and been inefficient for at least 200 years. We briefly review recent theoretical results as well as the...
View ArticleA unified pricing of variable annuity guarantees under the optimal stochastic...
In this paper, we review pricing of variable annuity living and death guarantees offered to retail investors in many countries. Investors purchase these products to take advantage of market growth and...
View ArticleSemi-analytic path integral solution of SABR and Heston equations: pricing...
We discuss a semi-analytical method for solving SABR-type equations based on path integrals. In this approach, one set of variables is integrated analytically while the second set is integrated...
View ArticleDensity forecasting comparison of volatility models. (arXiv:1605.00230v1...
We compare the predictive ability of several volatility models for a long series of weekly log-returns of the Dow Jones Industrial Average Index from 1902 to 2016. Our focus is particularly on...
View ArticleRobustness of mathematical models and technical analysis strategies....
The aim of this paper is to compare the performances of the optimal strategy under parameters mis-specification and of a technical analysis trading strategy. The setting we consider is that of a...
View ArticleDepreciation and the Time Value of Money. (arXiv:1605.00080v1 [q-fin.GN])
Generally accepted depreciation methods do not factor in the Time Value of Money, despite the concept being a core principle of financial asset valuation. By applying the concept to depreciation,...
View ArticleNonzero-sum stochastic differential games with impulse controls and...
We study the notion of Nash equilibrium in a general nonzero-sum impulse game for two players. The main mathematical contribution of the paper is a verification theorem which provides, under some...
View ArticlePMP Project Management Professional Exam Certification Kit, 3rd Edition
PMP Complete Review includes the Sybex Deluxe Study Guide and Review Guideread more...
View ArticleISE Holdings Reports Business Activity For April 2016
ISE’s options exchanges combined to represent 16.1% of equity options market share, excluding dividend trades. ISE’s options exchanges reported a combined ADV of 2.3 million contracts. Dividend trades...
View ArticleNew Zealand's Financial Markets Authority Issues Formal Warning To Craigs
Section 22 of the AML/CFT Act requires reporting entities to conduct enhanced due diligence on clients where the level of risk involved is such that this higher standard of customer due diligence...
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LME and LME Clear Boards appoint new independent director
The Boards of the London Metal Exchange (LME) and LME Clear are pleased to announce the appointment of Antony Stuart as an independent non-executive director.
View ArticleThe Spanish Stock Exchange Traded â¬78 Billion In April, Up 24.5%...
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