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Opinion of Chairman J. Christopher Giancarlo

Opinion of Chairman J. Christopher Giancarlo An EU Plan to Invade U.S. Markets

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Should You Take a Vote at the Start of Meetings?

David Marquet has written an interesting article for Forbes this week regarding decision-making processes. He begins with a statement of the problem that many organizations must address: "It's not that...

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CFTC Commissioner Quintenz Names Margo Bailey Special Counsel

Commodity Futures Trading Commission (CFTC) Commissioner Brian Quintenz announced today that Margo Bailey will serve as his Special Counsel.

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Weekly Top 5 Papers – November 6th, 2017

1. Private Benefits in Public Offerings: Tax Receivable Agreements in IPOs by Gladriel Shobe (Brigham Young University – J. Reuben Clark Law School)read more...

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CFTC Orders Cargill, Inc. to Pay a $10 Mln Penalty for Providing Inaccurate...

The Commodity Futures Trading Commission (CFTC) today announced the filing and simultaneous settlement of charges against Cargill, Inc., of Minnesota, for providing mid-market marks that concealed from...

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Optimal investment-consumption and life insurance selection problem under...

We discuss an optimal investment, consumption and insurance problem of a wage earner under inflation. Assume a wage earner investing in a real money account and three asset prices, namely: a real zero...

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Cash Accumulation Strategy based on Optimal Replication of Random Claims with...

This paper presents a numerical model to solve the problem of cash accumulation strategies for products with an unknown future price, like assets. Stock prices are modeled by a discretized Wiener...

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Managing Biotechnology: From Science to Market in the Digital Age

A comprehensive overview of the new business context for biopharma companies, featuring numerous case studies and state-of-the-art marketing models read more...

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The Dangers of Benchmarking

Freek Vermeulen of the London Business School recently penned an insightful blog post titled "Don't Be Fooled By Success."   He explains three key downsides associated with benchmarking the top firms...

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CFTC’s Division of Clearing and Risk Provides No-Action Relief for...

The Commodity Futures Trading Commission’s (Commission) Division of Clearing and Risk (DCR) today provided no-action relief for three international financial institutions from the swap clearing...

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Dis-embedded Openness: Inequalities in European Economic Integration at the...

The process of European integration resulted in a marked increase in transnational economic flows, yet regional inequalities along many developmental indicators remain. We analyze the unevenness of...

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The perverse incentive for insurance instruments that are derivatives:...

When an insurance note is also a derivative a serious problem arises because a derivative must be fulfilled immediately. This feature of derivatives prevents claims processing procedures that screen...

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Mean Field Limit of a Behavioral Financial Market Model. (arXiv:1711.02573v1...

In the past decade there has been a growing interest in agent-based econophysical financial market models. The goal of these models is to gain further insights into stylized facts of financial data. We...

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Asymptotic properties of maximum likelihood estimator for the growth rate of...

We consider a stable Cox--Ingersoll--Ross process driven by a standard Wiener process and a spectrally positive strictly stable L\'evy process, and we study asymptotic properties of the maximum...

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The Sentient Enterprise: The Evolution of Business Decision Making

Mohan and Oliver have been very fortunate to have intimate views into the data challenges that face the largest organizations and institutions across every possible industry—and what they have been...

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November 8, 2017 - SS&C Releases Second Round of 2017 Product Upgrades

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Functional central limit theorems for rough volatility. (arXiv:1711.03078v1...

We extend Donsker's approximation of Brownian motion to fractional Brownian motion with Hurst exponent $H \in (0,1)$ and to Volterra-like processes. Some of the most relevant consequences of our `rough...

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The Calibration of Stochastic-Local Volatility Models - An Inverse Problem...

We tackle the calibration of the so-called Stochastic-Local Volatility (SLV) model. This is the class of financial models that combines the local and stochastic volatility features and has been subject...

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Constrained portfolio-consumption strategies with uncertain parameters and...

This paper studies the properties of the optimal portfolio-consumption strategies in a {finite horizon} robust utility maximization framework with different borrowing and lending rates. In particular,...

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Implied volatility smile dynamics in the presence of jumps....

The main purpose of this work is to examine the behavior of the implied volatility smiles around jumps, contributing to the literature with a high-frequency analysis of the smile dynamics based on...

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