China Exchanges Services: Upcoming Change To Universe Of Securities For CES...
Responding to the forthcoming launch of Shenzhen-Hong Kong Stock Connect, China Exchanges Services Company Limited (CESC) today (Wednesday) announced there will be a change to the universe of...
View ArticleMerger Of Deutsche Börse Group And London Stock Exchange Group: Final...
Following analysis of all shares tendered for exchange, Deutsche Börse AG has determined a final acceptance ratio for the Exchange Offer of HLDCO123 PLC ("HoldCo") of 89.04 per cent. On 1 June 2016,...
View ArticleMoneyScience: MoneyScience's event: MoneyScience Financial Training -...
Quant developer? Learn how to fit your code into the QuantLib framework.https://t.co/ZouJvyxzPF â moneyscience (@moneyscience) August 3, 2016
View ArticleBGC Partners Announces Agreement To Acquire Perimeter Markets Inc., An...
BGC Partners, Inc. (NASDAQ: BGCP) ("BGC Partners," "BGC," or "the Company"), a leading global brokerage company servicing the financial and real estate markets, today announced that BGC1 has entered...
View ArticleFirst Trust Uses New Generic Listing Standards For The Launch Of Two New ETFs...
The New York Stock Exchange (NYSE), part of Intercontinental Exchange (NYSE:ICE), today celebrates the listing of two new ETFs from First Trust, marking the first time an issuer has utilized the new...
View ArticleCBOE, C2 And CFE Trading Schedule For The Labor Day Holiday
CBOE Holdings, Inc. (NASDAQ: CBOE) today announced the following trading schedule for Chicago Board Options Exchangeâ (CBOEâ), C2 Options Exchange (C2) and CBOE Futures Exchange (CFEâ) in observance of...
View ArticleFIA Releases SEF Tracker For July
Total trading volume on SEFs averaged $407.0 billion per day during the month of July, down 29.0% from the record high of the previous month but up 2.6% from July 2015. All asset classes showed...
View ArticleOn the hedging strategies for defaultable claims under incomplete...
In this paper we investigate the hedging problem of a defaultable claim with recovery at default time via the local risk-minimization approach when investors have a restricted information on the...
View ArticleQuantile Dependence between Stock Markets and its Application in Volatility...
This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional...
View ArticleThe randomised Heston model. (arXiv:1608.07158v1 [q-fin.PR])
We propose a randomised version of the Heston model-a widely used stochastic volatility model in mathematical finance-assuming that the starting point of the variance process is a random variable. In...
View ArticleStrategic Growth with Recursive Preferences: Decreasing Marginal Impatience....
We study the interaction between strategy, heterogeneity and growth in a two-agent model of capital accumulation. Preferences are represented by recursive utility functions with decreasing marginal...
View ArticleSEC Seeks Public Comment On Disclosure Requirements Relating To Management,...
The Securities and Exchange Commission today announced that it is seeking public comment on disclosure requirements in Subpart 400 of Regulation S-K, including those relating to management, certain...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Gold & Platinum Mini...
Final settlement price of Gold mini for August 2016 contract is 4,251 yen.read more...
View ArticleASIC Publishes Fifth Report On Corporate Finance Regulation
ASIC has today published its fifth report on the regulation of corporate finance issues in Australia.read more...
View ArticleSGX Welcomes AGV Group To Catalist
Singapore Exchange (SGX) today welcomed AGV Group Limited (AGV Group) to Catalist under the stock code “1A4”. read more...
View ArticleASEAN Audit Regulators To Work With World Bank To Strengthen Audit Oversight...
ASEAN audit regulators are in discussions with the World Bank on collaborative efforts to further raising the standard of audit quality in ASEAN. This was a key agenda item at the 6th Annual Meeting of...
View Article25Aug/Crises and rescues: liquidity transmission through international banks
This paper studies how global banks transmit liquidity shocks via their internal capital markets. The unexpected access of German banks' affiliates located in the United States (US) to the Federal...
View ArticleMalawi Stock Exchange Weekly Trading Report- 26th August, 2016
Click here to download Malawi Stock Exchange's weekly trading report for the week ending 26 August, 2016.
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