First Passage Time for Tempered Stable Process and Its Application to...
In this paper, we will discuss an approximation of the characteristic function of the first passage time for a Levy process using the martingale approach. The characteristic function of the first...
View ArticleA representative agent model based on risk-neutral prices....
In this paper, we determine a representative agent model based on risk-neutral information. The main idea is that the pricing kernel is transition independent, which is supported by the well-known...
View ArticleOn a capital allocation principle coherent with the Solvency 2 standard...
Solvency II Directive 2009/138/EC requires an insurance and reinsurance undertakings assessment of a Solvency Capital Requirement by means of the so-called "Standard Formula" or by means of partial or...
View ArticleThe Real Reason why I'm HereThe Real Reason why I'm Here
I'm in San Fran ! https://t.me/Boxdatamining
View ArticleNZX Annual 2017 Operational & Regulation Metrics
Please find attached NZX annual operational and regulation metrics for 2017.read more...
View ArticleBitcoin's Price Falls Below $10K Amid Wider Crypto Drop
The price of bitcoin is down nearly 10 percent today, having slipped to close to $10,000 amid wider weakness in the cryptocurrency market.
View ArticleB3 Launches Early Closing And Reference Data Provision Service - UP2DATA...
B3 announced the launch of UP2DATA, a market closing and reference data provision service that will provide early ready-made financial information to customers to facilitate the automation of their...
View ArticleReport: CFTC Sends Subpoenas to Bitfinex, Tether
The CFTC has subpoenaed Bitfinex and Tether, according to a new report from Bloomberg.
View ArticleFacebook Is Banning Advertisements for Bitcoin, ICOs
Social media giant Facebook has unveiled a new policy that bans advertisements involving bitcoin and initial coin offerings, among others.Â
View ArticleMichael Maloney, Enforcement’s Chief Accountant, To Leave SEC
The Securities and Exchange Commission today announced that Michael F. Maloney, Chief Accountant of the SEC’s Division of Enforcement, is planning to leave the agency next month.read more...
View ArticleReuters Reports Thomson Reuters In Deal For Blackstone To Buy Major Stake in...
Reuters has reported that the Thomson Reuters Corp board has approved and signed a deal for Blackstone Group LP to acquire a majority stake in the company’s Financial and Risk business.read more...
View ArticleDTCC Opens New Chapter For Buyside Participation In Repo Clearing - The First...
The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced the start of a new era of buyside...
View ArticleThomson Reuters And Blackstone Announce Strategic Partnership For Thomson...
Thomson Reuters (TSX/NYSE: TRI) today announced that it has signed a definitive agreement to enter into a strategic partnership with Blackstone. As part of the transaction, Thomson Reuters will sell a...
View ArticleRobert Shiller–The Stock Market Is Right Where It Was Before The Start...
This country is a f*cking disaster. Entire swaths of the country look like post-apocalyptic war zones. Most people donât have enough money to survive more than a week without a job. Even if that job...
View ArticleAn SPDE Model for Systemic Risk with Endogenous Contagion....
We propose a dynamic model for the stability of a large financial network, which we formulate as a system of interacting diffusions on the positive half-line with an absorbing boundary at zero. These...
View ArticleWhen does a disaster become a systemic event? Estimating indirect economic...
Reliable estimates of indirect economic losses arising from natural disasters are currently out of scientific reach. To address this problem, we propose a novel approach that combines a probabilistic...
View ArticleBitcoin Exchange Huobi to Open US Office
China-based Huobi, previously one of the country's largest cryptocurrency exchanges, plans to launch an office in San Francisco.
View ArticleNotice Of Releasing "Shanghai Stock Exchange Business Guidelines For...
In order to implement the requirements in the "Detailed Implementation Rules on Shareholding Lessening by Shareholders, Directors, Supervisors and Senior Management Members of SSE-listed Companies" and...
View ArticleI Don't Hate Cryptocurrency, But...
Angel investor and entrepreneur Jason Calacanis argues that the cryptocurrency boom will end badly for most investors.
View ArticleADX Wins Bridge of Excellence Award At AmCham Abu Dhabi’s 8th...
Abu Dhabi Securities Exchange (ADX), the region's leading financial market, was recognized with the Bridge of Excellence Award at AmCham Abu Dhabi’s 8th Excellence Awards which took place on Friday,...
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