ISE Mercury Completes Successful Launch
The International Securities Exchange Holdings, Inc. (ISE Holdings) today announced that ISE Mercury™, ISE Holdings’ third options exchange, launched successfully yesterday. ISE Mercury launched with...
View ArticleSEC: Deutsche Bank Analyst Issued Stock Rating Inconsistent With Personal View
The Securities and Exchange Commission today charged a former Deutsche Bank research analyst with certifying a rating on a stock that was inconsistent with his personal view.read more...
View ArticleRichard G. Ketchum, Chairman And Chief Executive Officer FINRA; Remarks From...
Good afternoon. First, let me thank Alison [Watson] for the invitation to speak with you today. The Exchequer Club plays a unique role in Washington by providing an important venue to discuss the major...
View ArticleSEC Announces Agenda For February 25 Meeting of the Advisory Committee On...
The Securities and Exchange Commission today announced that the next meeting of its Advisory Committee on Small and Emerging Companies will examine the capital formation landscape for small and...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleDaniel Kahl Named As Chief Counsel Of National Exam Program
The Securities and Exchange Commission today announced that Daniel S. Kahl has been named Chief Counsel of its Office of Compliance Inspections and Examinations (OCIE). In this role Mr. Kahl will...
View ArticleCBOE Holdings Declares First-Quarter 2016 Dividend - Announces Increase In...
CBOE Holdings, Inc. (NASDAQ: CBOE) announced today that its Board of Directors has declared a quarterly cash dividend of $0.23 per share and increased its share repurchase authorization by $100...
View ArticleAlpha-CIR Model with Branching Processes in Sovereign Interest Rate...
We introduce a class of interest rate models, called the $\alpha$-CIR model, which gives a natural extension of the standard CIR model by adopting the $\alpha$-stable L{\'e}vy process and preserving...
View ArticleDo co-jumps impact correlations in currency markets?. (arXiv:1602.05489v1...
We study how co-jumps influence covariance and correlation in currency markets. We propose a new wavelet-based estimator of quadratic covariation that is able to disentangle the continuous part of...
View ArticleRobust Mean-Variance Hedging via G-Expectation. (arXiv:1602.05484v1 [q-fin.MF])
In this paper we study mean-variance hedging under the G-expectation framework. Our analysis is carried out by exploiting the G-martingale representation theorem and the related probabilistic tools, in...
View ArticleIs comonotonicity a good property for risk measures?. (arXiv:1602.05477v1...
We study comonotonicity of regulatory risk measures in terms of the primitives of the theory of risk measures: acceptance sets and eligible assets. We show that comonotonicity cannot be characterized...
View ArticleRobust Financial Bubbles. (arXiv:1602.05471v1 [q-fin.MF])
We study the concept of financial bubble in a market model endowed with a set of probability measures, typically mutually singular to each other. In this setting we introduce the notions of robust...
View ArticlePower-law cross-correlations estimation under heavy tails....
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height...
View ArticleStudies on Regional Wealth Inequalities: the case of Italy....
The paper contains a short review of techniques examining regional wealth inequalities based on recently published research work but is also presenting unpublished features. read more...
View ArticleFilterbased Stochastic Volatility in Continuous-Time Hidden Markov Models....
Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability...
View ArticleHong Kong's Securities And Futures Commission Issues Third-Quarter Report
The Securities and Futures Commission (SFC) today published its Quarterly Report summarising key developments from October to December 2015.read more...
View ArticleCHAIN-FINANCE To Debut Blockchain Finance Workshop In London 16 March, 2016 -...
CHAIN-FINANCE, a provider of news, research & workshops on blockchain technologies for global financial services, today announced the debut of its first Blockchain-Finance Workshop in London on...
View ArticleEuropean Commission: Speech By Commissioner Jonathan Hill At The European...
Ladies and Gentlemen,read more...
View ArticleHKEx: Stock Exchange Participants' Market Share Report
Updated: 18/02/2016 read more...
View ArticleBroadridge Invests In Corporate Governance Solutions Provider To Expand...
Broadridge Financial Solutions, Inc. (NYSE:BR) today announced that it has enhanced its corporate governance solution offering in Europe by taking a minority stake and entering into an exclusive...
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