DFM Highlights Its Cutting-Edge Governance, Surveillance And Audit...
Dubai Financial Market (DFM) has successfully participated in the Middle East Fraud Conference hosted by the Financial Audit Department of Dubai Government on 14 and 15 February 2016 in cooperation...
View ArticleLaughterâthe Worst Medicine
Like many commentators, I regard August 9 2007 as the start of the âGlobal Financial Crisisâ. On that day, BNP Paribas declared that several of its funds were being closed because liquidity in...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 18 February 2016 amounted to SAR 28.86 billion, increasing by 1.10% over the previous week; while total stock market capitalization reached SAR...
View ArticleQuantile Cross-Spectral Measures of Dependence between Economic Variables....
In this paper we introduce quantile cross-spectral analysis of multiple time series which is designed to detect general dependence structures emerging in quantiles of the joint distribution in the...
View ArticleHousehold Income Distribution in the USA. (arXiv:1602.06234v1 [q-fin.GN])
In this article we present an alternative model for the distribution of household incomes in the United States. We provide arguments from two differing perspectives which both yield the proposed income...
View ArticleModeling Stock Price Dynamics with Fuzzy Opinion Networks....
We propose a mathematical model for the word-of-mouth communications among stock investors through social networks and explore how the changes of the investors' social networks influence the stock...
View ArticleAccrual valuation and mark to market adjustment. (arXiv:1602.06189v1 [q-fin.PR])
This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation...
View ArticleBlunt Honesty, Incentives, and Knowledge Exchange. (arXiv:1602.06188v1...
We propose a simple mechanism to facilitate the buying and selling of useful, bluntly honest information. The for-profit, arm's length knowledge exchange this mechanism enables may dramatically...
View ArticleNoise Fit, Estimation Error and a Sharpe Information Criterion....
When optimizing the Sharpe ratio over a k-dimensional parameter space the thus obtained in-sample Sharpe ratio tends to be higher than what will be captured out-of-sample. For two reasons: the...
View ArticleDuality formulas for robust pricing and hedging in discrete time....
In this paper we derive robust super- and subhedging dualities for contingent claims that can depend on several underlying assets. In addition to strict super- and subhedging, we also consider relaxed...
View ArticleDensity analysis of non-Markovian BSDEs and applications to biology and...
In this paper, we provide conditions which ensure that stochastic Lipschitz BSDEs admit Malliavin differentiable solutions. We investigate the problem of existence of densities for the first components...
View ArticleFunding, Repo and Credit Inclusion in Option Pricing via Dividends....
This paper specializes a number of earlier contributions to the theory of valuation of financial products in presence of credit risk, repurchase agreements and funding costs. Earlier works, including...
View ArticleCME Group Announces The Launch Of LNG DES Japan (Rim) Futures Contract
CME Group, the world's leading and most diverse derivatives marketplace, today announced that it has expanded its suite of energy product offerings with the introduction of a new LNG DES Japan (Rim)...
View ArticleMNI China Business Sentiment Survey: Chinese Business Sentiment Weakens...
The Chinese business environment wasn’t afforded any festive cheer over the Lunar New Year holiday as a pull back in Production left executives at China’s largest companies less optimistic, according...
View ArticleThe Korea Exchange (KRX) Has Organized A New Marketing Department
KRX said that the exchange organized the global marketing department on February 15 to carry out proactive marketing of the KOSPI Market to global customers.The department is planning to promote a wide...
View ArticleFinancial Services Regulatory Authority Of Abu Dhabi Global Market Joins The...
Abu Dhabi Global Market (“ADGM”), the international financial centre in Abu Dhabi, is pleased to announce that its Financial Services Regulatory Authority (“FSRA”) is now a recognised member of the...
View ArticleTrad-X Strengthens Interest Rate Swaps Market Presence With Eurex Clearing...
Trad-X, the market-leading platform for the trading of global interest rate derivatives, has announced a series of initiatives to boost liquidity and strengthen its presence in the global interest rate...
View ArticleIOSCO plays a key role in responding to global securities marketsâ...
Madrid, 22 February 2016 The Board of the International Organization of Securities Commissions (IOSCO) met for two days in Madrid to discuss and respond to the many ongoing and emerging challenges...
View ArticleObsidian Solutions Raises $500K USD To Grow The Next Big Operational Platform...
Obsidian, the FinTech company optimizing operations for fund managers, announced that is has secured $500 thousand seed funding round.read more...
View ArticleAnti-Corruption Reforms and Shareholder Valuations: Event Study Evidence from...
Chinese share prices rose sharply on the Politburo's Dec. 4th 2012 announcement of its Eight-point Regulation, an uncharacteristically detailed and concrete Party policy, initiating an extensive...
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