CFTC Orders California Resident Irena Feldman and her Companies Cindium Inc....
The U.S. Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Respondents Irena Feldman, Cindium Inc., and Einstein Exchange Group Inc. for...
View ArticleCanadian Securities Regulators To Measure Impact Of Point of Sale Amendments...
The Canadian Securities Administrators (CSA) today announced a multi-year research project to measure the impacts of requirements introduced by Phase 2 of the Client Relationship Model (CRM2) and the...
View ArticleVolatility and Arbitrage. (arXiv:1608.06121v1 [q-fin.PM])
The capitalization-weighted total relative variation $\sum_{i=1}^d \int_0^\cdot \mu_i (t) \mathrm{d} \langle \log \mu_i \rangle (t)$ in an equity market consisting of a fixed number $d$ of assets with...
View ArticleNew economic windows on income and wealth: The k-generalized family of...
Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the...
View ArticleOptimal Switching under Ambiguity and Its Applications in Finance....
In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic...
View ArticleA String Model of Liquidity in Financial Markets. (arXiv:1608.05900v1...
We consider a dynamic market model where buyers and sellers submit limit orders. If at a given moment in time, the buyer is unable to complete his entire order due to the shortage of sell orders at the...
View ArticleThe Growth of Oligarchy in a Yard-Sale Model of Asset Exchange: A Logistic...
The addition of wealth-attained advantage (WAA) to the Yard-Sale Model (YSM) of asset exchange has been demonstrated to induce wealth condensation. In a model of WAA for which the bias is a continuous...
View ArticleStochastic Evolution Equations in Banach Spaces and Applications to...
In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence...
View ArticleCFTC Orders California Resident Irina Feldman And Her Companies Cindium Inc....
The U.S. Commodity Futures Trading Commission (CFTC) today issued an Order filing and simultaneously settling charges against Respondents Irina Feldman, Cindium Inc. (Cindium), and Einstein Exchange...
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Superman and Stocks: It's not the Cape (CAPE), it's the Kryptonite(Cash flow)!
Just about a week ago, I was on a 13-hour plane trip from Tokyo to New York. I know that this will sound strange but I like long flights for two reasons. The first is that they give me extended...
View ArticleSEC Charges 71 Municipal Issuers In Muni Bond Disclosure Initiative
The Securities and Exchange Commission today announced enforcement actions against 71 municipal issuers and other obligated persons for violations in municipal bond offerings. read more...
View ArticleMGEX Records Daily Top 15 Volume Records
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports a total volume of 19,109 from Tuesday, making it the 13th-best day in MGEX’s 135-year history. Electronic...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Response From Tim...
The Treasury Committee publishes a response from Tim Parkes, Chairman of the Financial Conduct Authority's (FCA) Regulatory Decisions Committee (RDC), to a request by the Committee for information on...
View ArticleOslo Børs: Harald Espedal Resigns From Board Positions
Attention is drawn to the Oslo Børs press release of 24 August in which it is announced that the Board of Directors of Oslo Børs has resolved to impose a violation charge on Sandnes Sparebank for a...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Gilt Market Liquidity
Letter from Dr Mark Carney, Governor, Bank of England, regarding gilt market liquidity, dated 18 December 2015read more...
View ArticleSIFMA Market Close Recommendation For Labor Day In The U.S., The UK And Japan
SIFMA has confirmed its previous holiday recommendation for a full market close on Monday, September 5 for the trading of U.S. dollar-denominated fixed-income securities in the U.S., the UK, and Japan...
View ArticleIIROC Consolidated Enforcement Rules Take Effect September 1
The Investment Industry Regulatory Organization of Canada's (IIROC's)new Consolidated Rules, approved earlier this year by the Canadian Securities Administrators, will take effectSeptember 1, 2016.read...
View ArticleSIFMA Statement On SEC MCDC Enforcement Action
SIFMA today released the following statement from Kenneth E. Bentsen, Jr., president and CEO of SIFMA, on the MCDC enforcement action announced today by the Securities and Exchange Commission:read more...
View ArticleCBOE Risk Management Conference Europe 2016 - CBOE To Host 5th Annual CBOE...
Chicago Board Options Exchange® (CBOE®) will host the 5th annual CBOE Risk Management Conference (RMC) Europe, Monday, September 26 through Wednesday, September 28, 2016, at the Powerscourt Hotel in...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
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