Analytics for Insurance: The Real Business of Big Data
Big Data and Analytics for Insurers is the industry-specific guide to creating operational effectiveness, managing risk, improving financials, and retaining customers. Written from a non-IT...
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Advice for First-Year College Students
It's that time of year... here's a blog post from several years ago regarding advice for first-year college students. Starting College: Words of Advice1. Pick your faculty, not just your courses. Ten...
View ArticleSaudi Arabia's Capital Market Authority: An Announcement Of The Issuance Of...
As part of CMA's continuous efforts to ensure clarity of the Implementing Regulations of the Capital Market Law to help market participants to recognize their duties, responsibilities and rights, which...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 1 September 2016 amounted to SAR 12.58 billion, decreasing by 5.42% over the previous week; while total stock market capitalization reached SAR...
View ArticleNZX August 2016 Shareholder Metrics
Please find the August 2016 shareholder metrics attached.read more...
View ArticleNumerical solution of a semilinear parabolic degenerate...
We consider a semilinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity which is related to a stochastic control problem with fuel constraint. The fuel constraint...
View ArticleAre Order Anticipation Strategies Harmful? A Theoretical Approach....
High frequency traders employ order anticipation strategies to benefit from price impact generated by large institutional investors. While there is little doubt that this practice increases execution...
View ArticleOn Jensen's inequality for generalized Choquet integral with an application...
In the paper we give necessary and sufficient conditions for the Jensen inequality to hold for the generalized Choquet integral with respect to a pair of capacities. Next, we apply obtained result to...
View ArticleDoes Infrastructure Investment Lead to Economic Growth or Economic Fragility?...
The prevalent view in the economics literature is that a high level of infrastructure investment is a precursor to economic growth. China is especially held up as a model to emulate. Based on the...
View ArticleTokyo Stock Exchange: Registered On The Lead Managing Underwriter List Of...
Today, Tokyo Stock Exchange registered Daiwa Capital Markets Singapore Limited on the Lead Managing Underwriter List of the professional-oriented bond market, i.e. TOKYO PRO-BOND Market. According to...
View ArticleASIC: ANZ To Refund $28.8 Million To More Than 390,000 Accounts As A Result...
Australia and New Zealand Banking Group Limited (ANZ) is refunding $28.8 million to 376,570 retail accounts, and 17,230 business accounts, after it failed to clearly disclose when certain periodical...
View ArticleSaudi Stock Exchange: Establishing The Securities Depository Center Company...
The Saudi Stock Exchange (Tadawul) would like to announce the incorporation of the Securities Depository Center Company (‘Depository Center’) as a closed joint stock company fully owned by Tadawul. The...
View ArticleASX Monthly Activity Report - August 2016
The value of ASX-listed stocks, as measured by the All Ordinaries Index, fell 2.0% in August 2016. This performance was in contrast to some major markets, including Hong Kong up 5.0%, Germany up 2.5%,...
View ArticleBorsa Italiana Monthly Update August 2016
Click here to download Borsa Italiana's monthly update for August 2016.
View ArticleEuronext Announces Volumes For August 2016
Euronext, the leading pan-European exchange in the Eurozone, today announced trading volumes for August 2016.read more...
View ArticleS+T AG And Leifheit AG To Be Included In Selection Indices Of Deutsche...
On Monday, Deutsche Börse announced changes to its selection indices, which will become effective on 19 September 2016. The shares of S+T AG will be included in the TecDAX index and will replace the...
View ArticleNon-Gaussian analytic option pricing: a closed formula for the L\'evy-stable...
We establish an explicit pricing formula for a class of non-Gaussian models (the Levy-stable, or Log-Levy model with finite moments and stability parameter between 1 and 2) allowing a straightforward...
View ArticleMultivariate Mixed Tempered Stable Distribution. (arXiv:1609.00926v1 [q-fin.ST])
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting...
View ArticleDetermining Optimal Stop-Loss Thresholds via Bayesian Analysis of Drawdown...
Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the level of the stops is...
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