Advisory Committee On Small And Emerging Companies Opening Remarks, SEC...
Good morning and welcome to today’s meeting of the Advisory Committee on Small and Emerging Companies. Today’s discussions will cover the definition of “accredited investor” and observations regarding...
View ArticleCBOE Holdings Declares Second-Quarter 2016 Dividend
CBOE Holdings, Inc. (NASDAQ: CBOE) announced today that its Board of Directors has declared a quarterly cash dividend of $0.23 per share of common stock payable on June 17, 2016, to common stockholders...
View ArticleExponentially concave functions and a new information geometry....
A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. It is known that gradient maps of exponentially concave functions are...
View ArticleSome Mathematical Aspects of Price Optimisation. (arXiv:1605.05814v1 [q-fin.CP])
Calculation of an optimal tariff is a principal challenge for pricing actuaries. In this contribution we are concerned with the renewal insurance business discussing various mathematical aspects of...
View ArticleRecursive utility maximization under partial information. (arXiv:1605.05802v1...
This paper concerns the recursive utility maximization problem under partial information. We first transform our problem under partial information into the one under full information. When the...
View ArticleMontréal Exchange Closed On May 23, 2016, Victoria Day
Interest rate derivative trading will cease at 1:30 p.m. today, May 20, 2016. Furthermore, the Exchange's offices and markets will be closed on May 23, 2016 (Victoria Day).
View ArticleCalPERS' Climate Risk Reporting Proposal Overwhelmingly Passes At Glencore Plc.
The California Public Employees' Retirement System's (CalPERS) climate risk reporting shareowner resolution, Resolution #16, overwhelmingly passed today at the annual shareowner meeting of Glencore...
View ArticleTokyo Stock Exchange: Approval Of Initial listing (ETF): iShares JPX/S&P...
Today, Tokyo Stock Exchange, Inc. (TSE) approved the listing of new ETF managed by “BlackRock Japan Co., Ltd.”. The ETF will be listed on Friday, June 10, 2016.read more...
View ArticleHKEX To Introduce Additional RMB Currency Futures On 30 May
Hong Kong Exchanges and Clearing Limited (HKEX) has received regulatory approval to introduce its planned cash-settled Euro-Renminbi (RMB), Japanese yen-RMB, Australian dollar-RMB and RMB-US dollar...
View ArticleDeutsche Börse Cash Market: New iShares ETF On Japanese...
A new iShares equity index ETF from BlackRock's product offering has been tradable on Xetra and Börse Frankfurt since Monday, 23 May.read more...
View ArticleMEFF To Start Trading Weekly Options As Of 29 June
MEFF, the Derivatives Exchange of BME, will start trading Weekly Options as of 29 June.read more...
View ArticleLCH Spider, New Portfolio Margining Service For Interest Rate Derivatives,...
LCH, the global clearing house, today announced that it has launched LCH Spider, its portfolio margining tool for interest rate derivatives. The go-live follows receipt of all necessary regulatory...
View ArticleNew Management Board: Christoph Boschan Presented As CEO At Vienna Stock...
At today’s extraordinary meeting, the Supervisory Board reached a decision on the management boards for Wiener Börse AG and CEESEG AG. Christoph Boschan (38), currently joint-CEO at Börse Stuttgart...
View ArticleTokyo Stock Exchange: Approval Of Initial listing (ETF): DIAM ETF JPX/S&P...
Today, Tokyo Stock Exchange, Inc. (TSE) approved the listing of new ETF managed by “DIAM Co., Ltd.”. The ETF will be listed on Friday, June 10, 2016.read more...
View ArticleThai Alternative Bourse's Firms Post THB 31.04 Bln Sales In Q1/2016
Companies listed on Market for Alternative Investment (mai) reported a total sales of THB 31.04 billion (approx. USD 876.72 million) which remained stable compared to the same period last year, while...
View ArticleCBOE Holdings Takes Equity Stake In Eris Exchange Holdings And Companies...
CBOE Holdings, Inc. (NASDAQ: CBOE) and Eris Exchange, LLC (Eris) announced today that CBOE Holdings has made a minority equity investment in its parent, Eris Exchange Holdings, LLC. Eris is a...
View ArticleIPC Significantly Expands Portfolio Of Comprehensive Compliance Solutions For...
IPC Systems, Inc. (IPC), a leading provider of global communications solutions and software for the financial services community, unveiled a significantly expanded portfolio of comprehensive compliance...
View ArticleAdoption with Social Learning and Network Externalities -- by Marcel...
Using a large administrate dataset covering the universe of phone calls and airtime transfers in a country over a four year period, we examine the pattern of adoption of airtime transfers over time. We...
View ArticleEnergy Prices, Pass-Through, and Incidence in U.S. Manufacturing -- by Sharat...
This paper studies how increases in energy input costs for production are split between consumers and producers via changes in product prices (i.e., pass-through). We show that in markets characterized...
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