Remarks By President Of The European Council Donald Tusk, After His meeting...
Good evening. Let me first of all thank you, President Iohannis, for your hospitality and for receiving me on short notice here in Bucharest. Our meeting today is part of my final round of...
View ArticleWeekly Announcements â February 15, 2016
Announcing ESIL 2015 Conferences eJournalread more...
View ArticleCairo Amman Bank Weekly Amman Stock Exchange Report
Click here to download Cairo Amman Bank's weekly Amman Stock Exchange report.
View ArticleOptimal Control of an Energy Storage Facility Under a Changing Economic...
In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the...
View ArticleBayesian Dividend Optimization and Finite Time Ruin Probabilities....
We consider the valuation problem of an (insurance) company under partial information. Therefore we use the concept of maximizing discounted future dividend payments. The firm value process is...
View ArticleDividend maximization in a hidden Markov switching model. (arXiv:1602.04656v1...
In this paper we study the valuation problem of an insurance company by maximizing the expected discounted future dividend payments in a model with partial information that allows for a changing...
View ArticleRuin under stochastic dependence between premium and claim arrivals....
We investigate, focusing on the ruin probability, an adaptation of the Cramer-Lundberg model for the surplus process of an insurance company, in which, conditionally on their intensities, the two mixed...
View ArticleMediation with near insolvent defaulting suppliers: a linear optimisation...
This paper presents a model to describe contractual dispute resolution by mediation in situations where a defaulting supplier is near insolvent. While each party has internal constraints, and if...
View ArticleMarket Dynamics. On Supply and Demand Concepts. (arXiv:1602.04423v1 [q-fin.EC])
The disbalance of Supply and Demand is typically considered as the driving force of the markets. However, the measurement or estimation of Supply and Demand at price different from the execution price...
View ArticleLocal Volatility Models in Commodity Markets and Online Calibration....
We introduce a local volatility model for the valuation of options on commodity futures by using European vanilla option prices. The corresponding calibration problem is addressed within an online...
View ArticlePath probability of stochastic motion: A functional approach....
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The...
View ArticleJapan Exchange Group: Commencement Of Proof Of Concept Testing For Blockchain...
Japan Exchange Group, Inc. (JPX) and IBM Japan have agreed to jointly begin conducting proof of concept (PoC) tests for blockchain, or distributed ledger, technology.Blockchain technology is gaining...
View ArticleASIC Bans Former Director And Responsible Manager Of Macquarie Subsidiary
ASIC has banned Mr Timothy Hornibrook of Clovelly, New South Wales, from providing financial services for a period of six years.read more...
View ArticleHow To Lead A Quest: A handbook for pioneering executives
The biggest threat facing modern business is the sheer complexity of an uncertain future. That, and the fact that everyone is busy. Too busy for progress.read more...
View ArticleDFM Achieves 98% Compliance In Preliminary Annual Results Disclosure Of UAE...
Dubai Financial Market (DFM) today announced that its UAE listed companies have showed a 98% compliance to disclose their preliminary results for the financial year 2015 within the deadline of 45 days...
View ArticleBorsa Ä°stanbul Markets Monthly Bulletin - January 2016
Click here to download Borsa Ä°stanbul Markets monthly bulletin fopr January 2016.
View ArticleNew SimCorp Dimension Release Enables Better Investment Decision Making
SimCorp, a leading provider of investment management solutions and services for the global financial services industry, has released version 5.9 of SimCorp Dimension, the first of two annual releases....
View ArticleObligation To Issue A Prospectus For Bond Offerings - No Obstacles For Retail...
For the past three-and-a-half years new prospectus laws have been in force in Germany, as in the whole of the European Union. Prior to this time, since 2003, it was possible to issue bonds with a...
View ArticleCME Group Inc. Names Slate Of Director Nominees
CME Group Inc. today announced its slate of candidates for its board of directors for election at the company's annual meeting to be held Wednesday, May 18, 2016.read more...
View ArticleMoscow Exchange: Risk Parameters For New Securities
New bond (SU26218RMFS6) will be accepted to margin trading starting from February, 17 2016. From this date on, the following risk parameters will be applied:read more...
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