Closing Remarks At North American Securities Administrators Association...
It is always a pleasure to participate in the annual Section 19(d) conference. Since last year’s conference, NASAA and the SEC have deepened our mutual cooperation on matters affecting our markets and...
View ArticleRemarks Before The SEC Advisory Committee On Small And Emerging Companies,...
Good morning and welcome to the first public meeting we are holding with our new Chairman, Jay Clayton. Jay, welcome. This advisory committee is a dedicated and thoughtful group. At each meeting, they...
View ArticlePropensity to spending of an average consumer over a brief period....
Understanding consumption dynamics and its impact on the whole economy and welfare within the present economic crisis is not an easy task. Indeed the level of consumer demand for different goods varies...
View ArticleA note on the impact of management fees on the pricing of variable annuity...
Variable annuities, as a class of retirement income products, allow equity market exposure for a policyholder's retirement fund with electable additional guarantees to limit the downside risk of the...
View ArticleOptimal stopping and a non-zero-sum Dynkin game in discrete time with risk...
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear)...
View ArticleHybrid PDE solver for data-driven problems and modern branching....
The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best...
View ArticlePolynomial processes in stochastic portfolio theory. (arXiv:1705.03647v1...
We introduce polynomial processes in the sense of [8] in the context of stochastic portfolio theory to model simultaneously companies' market capitalizations and the corresponding market weights. These...
View ArticleMaximum Entropy Principle underlying the dynamics of automobile sales....
We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January...
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Resisting Corporate Corruption: Cases in Practical Ethics From Enron Through...
Resisting Corporate Corruption teaches business ethics in a manner very different from the philosophical and legal frameworks that dominate graduate schools. The book offers twenty-eight case...
View ArticleNasdaq Stockholders Elect Members To Board Of Directors - New Director,...
Nasdaq (Nasdaq:NDAQ) stockholders today elected all nominated directors at the Annual Meeting of Stockholders. All directors will serve one-year terms. Elected board members include:read more...
View ArticleWorkshop On Options Business For CRO Of Futures Companies Held In Dalian
The China Futures Association and Dalian Commodity Exchange co-held the “Workshop on Options Business for CRO of Futures Companies” in Dalian on May 5. Attending the workshop were the chief risk...
View ArticleThe Middle East Investor Relations Association Signs MOU With The Amman Stock...
The Middle East Investor Relations Association (MEIRA) signed a Memorandum of Understanding (MOU) with the Amman Stock Exchange on April, 26 during the Arab Federation of Exchange Conference, which...
View ArticleDalian Commodity Exchange Holds Forum On Risk Control And Compliance Regulation
To further improve the compliance in the market, strengthen the communication and exchanges between Dalian Commodity Exchange (DCE) and the member units’ risk supervision business and ensure the...
View ArticleNasdaq Files Form 8-K Regarding 2017 Annual Meeting Results
On May 12, 2017, Nasdaq filed a Form 8-K with the U.S. Securities and Exchange Commission disclosing the voting results of matters on the agenda at its annual meeting of stockholders held on May 10,...
View ArticleSIFMA Market Close Recommendations For The U.S. Memorial Day And U.K. Spring...
SIFMA confirmed its previous recommendations for the U.S., the U.K., and Japan in observance of the U.S. Memorial Day and the U.K. Spring Bank Holidays.read more...
View ArticleCalPERS' Climate Risk Reporting Proposal Passes At Occidental Petroleum
The California Public Employees' Retirement System's (CalPERS) climate risk reporting shareowner resolution, Proposal #5, passed today at the annual shareowner meeting of Occidental Petroleum.read more...
View ArticleADX Concludes New York Roadshow
Abu Dhabi Securities Exchange (ADX) has concluded its first roadshow for the year 2017 which was held in New York City on May 8th and 9th. During the roadshow, ADX accompanied by a number of its listed...
View ArticleNew: Single Simulation Lower Bounds for Bermudan Derivatives
When pricing Bermudan derivatives by regression-based methods, foresight bias will appear in lower bounds when using a single simulation to estimate the exercise strategy and to compute lower bounds....
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