Time-Inconsistent Stochastic Linear-quadratic Differential Game....
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as...
View ArticleLimit order trading with a mean reverting reference price....
Optimal control models for limit order trading often assume that the underlying asset price is a Brownian motion since they deal with relatively short time scales. The resulting optimal bid and ask...
View ArticleEstimation and prediction of credit risk based on rating transition systems....
Risk management is an important practice in the banking industry. In this paper we develop a new methodology to estimate and predict the probability of default (PD) based on the rating transition...
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The Effective Manager
Mark Horstman identifies what "effective management" actually looks like, and digs into the four critical behaviors that make a manager great and explains how leaders can adjust their own behavior...
View ArticleNew Zealand's Financial Markets Authority: Code Committee Members Reappointed
The Financial Markets Authority has announced the reappointment of two members of the Code Committee. The Committee was established in July 2009 to draft a code of Professional Conduct for Authorised...
View ArticleASX Compliance Monthly Activity Report - June 2016
New listings for the month were 9 Spokes International Limited (9SP), ApplyDirect Limited (AD1), Australian Unity Office Fund (AOF), ChimpChange Limited (CCA), DroneShield Limited (DRO), Graphex Mining...
View ArticleASX Group Monthly Activity Report - June 2016
The value of ASXâlisted stocks, as measured by the All Ordinaries Index, fell 2.5% in June 2016. Declines were also observed in other major markets, including Japan down 9.6%, Germany down 5.7% and...
View ArticleColt Prizmnet Doubles Footprint In Hong Kong And Singapore - Financial...
Colt PrizmNet, the financial extranet developed by Colt, has continued to grow its footprint in Asia by connecting to Equinix’s International Business Exchange™ (IBX®) data centres in Hong Kong (HK1)...
View ArticleAvelacom, International Telecom Company, Becomes A CME Group Market Data...
Avelacom has just signed an agreement to become a CME Group market data distributor allowing Avelacom to provide real-time, delayed and end-of-day data. Capital market companies located in 30 countries...
View ArticleStrong First Half Of 2016 For New Listings At Nasdaqâs Nordic Exchanges
Nasdaq (Nasdaq: NDAQ) welcomed 50 listings to its Nordic markets* during the first and second quarter of 2016, raising above 4.2 billion EUR in total. The solid inflow of new listings is similar to...
View ArticleBursa Malaysia Named Best Islamic Exchange Asia 2016 For Bursa Suq...
Bursa Malaysia Berhad (“Bursa Malaysia”) was named ‘Best Islamic Finance Facilitation Platform Asia 2016’ and ‘Best Islamic Exchange Asia 2016’ by the Global Banking & Finance Review in recognition...
View ArticleLjubljana Stock Exchange: Monthly Statistical Report June 2016
Click here to download the short and comprehensive monthly statistics of the Ljubljana Stock Exchange for June 2016.
View ArticleEY Promotes 714 New Partners Worldwide - Promotions Reflect Continued Growth...
EY announces that 714 people globally have been promoted to partner. This year's new partner class includes a record percentage of partners from the emerging markets — 35% of all new partners. In...
View ArticleEuropean Commission Boosts Cybersecurity Industry And Steps Up Efforts To...
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View ArticleCarney loosens grip around banks and unlocks £150bn for UK economy
The Bank of England has slashed its capital requirements for UK banks, https://t.co/5ZJET2GPBU â moneyscience (@moneyscience) July 5, 2016
View ArticleBank Of England: Financial Stability Report, July 2016
The Financial Policy Committee (FPC) prepares and publishes a Financial Stability Report (FSR) twice per calendar year. The FSR sets out the FPC’s assessment of the outlook for financial stability in...
View ArticleEuropean Commission Signs Agreement With Industry On Cybersecurity And Steps...
The Commission today launches a new public-private partnership on cybersecurity that is expected to trigger €1.8 billion of investment by 2020. This is part of a series of new initiatives to better...
View ArticleCME Group Achieved Average Daily Volume Of 16.4 Million Contracts Per Day In...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that June 2016 average daily volume (ADV) reached 16.4 million contracts per day, up 13 percent from June 2015....
View ArticleIrish Stock Exchange: ISEFundHub Adds Calamos Investments And Yuki International
The Irish Stock Exchange’s (ISE) web-based fund information portal,ISEFundHub, has added data from two new investment managers -Calamos Investments and Yuki International which join over 50 other...
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