On the American swaption in the linear-rational framework....
We study American swaptions in the linear-rational term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically...
View ArticleInferring the contiguity matrix for spatial autoregressive analysis with...
Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior...
View ArticleOn optimal joint reflective and refractive dividend strategies in spectrally...
The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this context, numerous papers considered threshold (refractive) and barrier (reflective)...
View ArticleCME: Performance Bond Requirements: Agriculture, Energy, Equity, FX, Metals...
As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance bond...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Rebounds In...
Indian consumer sentiment picked up in June in a broad based improvement which saw greater optimism towards buying conditions and the business environment. The MNI India Consumer Sentiment Indicator...
View ArticleJapan's Financial Services Agency Launches Field Tests Of Economic...
The FSA has decided to conduct field tests covering all insurance companies, with the aim of considering the economic value-based evaluation and supervisory method.read more...
View ArticleSGX Welcomes United Global To Catalist
Singapore Exchange (SGX) today welcomed United Global Limited to Catalist under the stock code “43P”. United Global is a Singapore-based lubricant manufacturer and trader with a vast distribution...
View ArticleJapan's Financial Services Agency - Stewardship Code: 210 Institutional...
The Council of Experts Concerning the Japanese Version of the Stewardship Code (Chairman: Professor Hiroyuki Kansaku, The University of Tokyo) published the Principles for Institutional Investors...
View ArticleHKEX: Appointment Of Listing Committee Members
The Stock Exchange of Hong Kong Limited (the Exchange), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEX), announces the appointment of members to the Listing Committee of...
View ArticleNeptune Sponsors Incorporate Neptune Networks Ltd To Run The Open Standard...
Neptune, the open standards network for pre-trade indications in bond markets, today announced the formation of a new company, Neptune Networks Ltd, to run the utility. The board will be comprised of...
View ArticleUK's Financial Conduct Authority Launches Call For Input On Crowdfunding Rules
The Financial Conduct Authority (FCA) is seeking input on which areas should be considered as part of its upcoming review of the rules surrounding both investment-based and loan-based crowdfunding.read...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Bank Of England...
Treasury Committee questions Bank of England executives for bi-annual hearing on Bank's Financial Stability Report.read more...
View ArticleWarsaw Stock Exchange Amends The ATS Rules As Of 3 July
The amendments of the Alternative Trading System Rules are part of the NewConnect 2.0 project initiated on 25 May 2015. The objective of the NewConnect reform is to reinforce trust in the market and...
View ArticleMalawi Stock Exchange Weekly Trading Report - 8 July, 2016
Click here to download Malawi Stock Exchange's weekly report for the week ending 8th July, 2016.
View ArticleWarsaw Stock Exchange Monthly Statistics For June 2016
Warsaw Stock Exchange Monthly Statistics for June 2016 is now available:read more...
View ArticleFinansinspektionen (FI): Decision Regarding The Countercyclical Buffer Rate
Finansinspektionen (FI) shall, in accordance with the Capital Buffers Act (2014:966), set a countercyclical buffer guide and a countercyclical buffer rate for each quarter.read more...
View ArticleTMX Group Equity Financing Statistics â June 2016
TMX Group today announced its financing activity on Toronto Stock Exchange and TSX Venture Exchange for June 2016.read more...
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Bank Of England Financial Stability Paper 38: Systemic Risk In Derivatives...
âSystemic risk in derivatives markets: a pilot study using CDS data (2.2MB)Robleh Ali, Nick Vause and Filip Zikesread more...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Committee Examines...
The Treasury Committee takes further evidence on the relationships that the UK might now seek with the EU.read more...
View ArticleStatement By IMF Managing Director Christine Lagarde: Proposes Appointment Of...
Ms. Christine Lagarde, Managing Director of the International Monetary Fund (IMF), announced today her proposal to appoint Mr. Tao Zhang as Deputy Managing Director, effective August 22, 2016. Mr....
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