CBOE Introduces First In Series Of Indexes Designed To Target Investment...
Chicago Board Options Exchangeâ (CBOEâ) today announced it has created a series of 13 “Buffer Protect Indexes,” the first in a family of options-based strategy performance benchmarks that are designed...
View ArticleStochastic Perron for Stochastic Target Problems. (arXiv:1604.03906v1 [math.OC])
In this paper, we adapt stochastic Perron's method to analyze a stochastic target problem with unbounded controls in a jump diffusion set-up. With this method, we construct a viscosity sub-solution and...
View ArticleLocal Wilcoxon Statistic in Detecting Nonstationarity of Functional Time...
Functional data analysis (FDA) is a part of modern multivariate statistics that analyses data providing information about curves, surfaces or anything else varying over a certain continuum. In...
View ArticleDon't Leave a Vacuum!
What happens when employees experience feelings of fear, uncertainty, and anxiety about the future direction of the organization? What if they are not clear about the plans for the future amidst some...
View ArticleSEC: Research Analyst Is Insider Trading In Motherâs Brokerage Account
The Securities and Exchange Commission today announced insider trading charges against a research analyst who allegedly reaped more than $1.5 million in February through trades he made in his mother’s...
View ArticleISDA Publishes Margin-Rule-Compliant Collateral Document
The International Swaps and Derivatives Association, Inc. (ISDA) has today published the first in a series of documents to help market participants comply with new margining requirements for...
View ArticleRisk Parameters On The Moscow Exchange During May Public Holidays
Due to May Public Holiday in Russia NCC Clearing Bank is increasing the risk parameters for the period from April 27 to May 10, 2016 .read more...
View ArticleASX Limited Earnings Update For The Nine Months To 31 March 2016
The following unaudited results are relative to the prior corresponding period (pcp – nine months to 31 March 2015) and based on the Group’s segment reporting: read more...
View ArticleMoscow Exchange Trading Schedule Over May Holidays
Moscow Exchange has set the trading schedule for its markets over the May public holiday period.read more...
View Article14Apr/Definitions and disclosure of non-performing exposures and forbearance...
Press release about the Basel Committee publishing the tenth progress report on adoption of Basel III standards (11 April 2016).
View Article14Apr/Prudential treatment of problem assets - definitions of non-performing...
Full text of "Tenth progress report on adoption of the Basel regulatory framework", April 2016
View ArticleOslo Børs: New Tradable Seafood Index
The new OBSFX seafood index will enable investors to buy and sell exchange traded products that track the shares of sea food companies. read more...
View ArticleTOM Liquidity Report March 2016
Please click here to access the Markit report analyzing liquidity for Dutch equity derivatives.read more...
View ArticleSEC Case Freezes Assets Of Ski Resort Steeped In Fraudulent EB-5 Offerings
The Securities and Exchange Commission today announced fraud charges and an asset freeze against a Vermont-based ski resort and related businesses allegedly misusing millions of dollars raised through...
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