Hanweck Announces Addition Of Nasdaq’s Jean-Jacques Louis To Board Of...
Hanweck, a leading provider of real-time risk analytics on global derivatives markets, today announced that Jean-Jacques Louis, Senior Vice President of Corporate Strategy at Nasdaq, has joined its...
View ArticleA Listen Up Culture Is The Key To Improving Standards, Says CISI In Response...
The Banking Standards Board (BSB) annual review 2016/2017 reveals that one in eight bankers (13%) say it is difficult to progress in their careers without “flexing ethical standards”.read more...
View ArticleEBA To Centralise Notifications On Resolution Cases And Use Of DGS Funds...
The European Banking Authority set up a dedicated section on its website to centralise information on crisis prevention, management liquidation and resolution of credit institutions in the Union based...
View ArticleSEC: Auditor Charged With Insider Trading On Client’s Nonpublic...
The Securities and Exchange Commission today announced that an auditor based in the Silicon Valley has agreed to settle charges that he traded on inside information about a client on the verge of a...
View ArticleNasdaq Technology Goes Live In Borsa İstanbul Derivatives Market (VIOP)
The second phase in the transfer of Nasdaq technology and consultancy services to Borsa Ä°stanbul has been completed.read more...
View ArticleReadout From A Treasury Spokesperson On Secretary Mnuchin’s Call With...
U.S. Secretary of the Treasury Steven Mnuchin spoke by phone yesterday with South Africa's Minister of Finance Pravin Gordhan. read more...
View ArticleIrish Stock Exchange: Warba Bank Lists US$250m Tier 1 Capital Certificates On...
Warba Bank, through issuing vehicle Warba Tier 1 Sukuk Limited, has listed U.S. $250m Tier 1 Capital Certificates on the Main Securities Market (MSM) of the Irish Stock Exchange (ISE). read more...
View ArticleFIA Elects New Board Members At Annual Meeting
FIA today announced the election of directors to its board at its annual meeting in Boca Raton, Fla. Thirteen directors were elected at this meeting for one and two-year terms.read more...
View ArticleSIFMA Submits Comments To DOL In Support Of 60-Day Fiduciary Rule Delay
SIFMA today submitted a comment letter to the Department of Labor on its proposed rule to extend the applicability date of its fiduciary rule by 60 days. read more...
View ArticleSEC, National Bank Of Belgium Agree To Enhanced Cooperation And Information...
The Securities and Exchange Commission today announced that it has entered into an arrangement with the National Bank of Belgium to enhance cooperation and information sharing regarding expanded...
View ArticleNZX Financial Assistance Disclosure
Please find attached an announcement relating to NZX's Financial Assistance Disclosure for NZX Employee Share Plan – Team and Results.read more...
View ArticleShort-time near-the-money skew in rough fractional volatility models....
We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter $H < 1/2$. This regime recently attracted a lot...
View ArticlePerfect hedging in rough Heston models. (arXiv:1703.05049v1 [q-fin.MF])
Rough volatility models are known to reproduce the behavior of historical volatility data while at the same time fitting the volatility surface remarkably well, with very few parameters. However,...
View ArticleData driven partition-of-unity copulas with applications to risk management....
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative...
View ArticleSystemic Risk, Maximum Entropy and Interbank Contagion. (arXiv:1703.04549v1...
We discuss the systemic risk implied by the interbank exposures reconstructed with the maximum entropy method. The maximum entropy method severely underestimates the risk of interbank contagion by...
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Valuation Handbook: Guide to Cost of Capital 2002, Essentials Edition
This publication provides business valuation professionals with 15 years of historical data that they can use to support their analysis of a company's risk and cost of capital. The data allows...
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Valuation Handbook: U.S. Guide to Cost of Capital 2003, Essentials Edition
This publication provides business valuation professionals with 15 years of historical data that they can use to support their analysis of a company's risk and cost of capital. The data allows...
View ArticleClik here to view.
Valuation Handbook - Guide to Cost of Capital 2004 Essentials Edition
This publication provides business valuation professionals with 15 years of historical data that they can use to support their analysis of a company's risk and cost of capital. The data allows...
View ArticleClik here to view.
Valuation Handbook: U.S. Guide to Cost of Capital 2005, Essentials Edition
This publication provides business valuation professionals with 15 years of historical data that they can use to support their analysis of a company's risk and cost of capital. The data allows...
View ArticleClik here to view.
Valuation Handbook: U.S. Guide to Cost of Capital 2006, Essentials Edition
This publication provides business valuation professionals with 15 years of historical data that they can use to support their analysis of a company's risk and cost of capital. The data allows...
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