Option-Based Pricing of Wrong Way Risk for CVA. (arXiv:1609.00819v1 [q-fin.PR])
The two main issues for managing wrong way risk (WWR) for the credit valuation adjustment (CVA, i.e. WW-CVA) are calibration and hedging. Hence we start from a novel model-free worst-case approach...
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Plato Partnership Enters Cooperation Agreement With Turquoise
Plato Partnership, a not-for-profit industry group of buy and sell-side firms who are collaborating to bring creative solutions and efficiencies to today’s complex equity marketplace, is pleased to...
View ArticleNZX August 2016 Shareholder Metrics - Amended
Please find the August 2016 shareholder metrics attached.read more...
View ArticleBNP Paribas Investment Partners Goes Live With Commcise Global Commission...
Commcise, the provider of award-winning Integrated Commission Management Solutions for investment management firms, is pleased to announce that BNP Paribas Investment Partners has implemented...
View ArticleBSE: Revision Of Scrips In Trade To Trade Segment
This has reference to the procedure laid down under Exchange Notice No. 20140625-44 dated June 25, 2014, for moving in / out of trade to trade. The Stock Exchange with a view to take preventive...
View ArticleFlexTrade Introduces TradeGuide In FlexTRADER - Revolutionary Trade Data...
FlexTrade Systems (@FlexTrade), a global leader in multi-asset execution management systems, is delighted to introduce “TradeGuide” - a unique new way of visualising and presenting trade data in the...
View ArticleEuropean Stability Mechanism (ESM) Appoints Maurice Hickey As Head Of Middle...
The European Stability Mechanism (ESM) has appointed Maurice Hickey to the position of Head of Middle and Back Office & Portfolio Performance. He replaces Françoise Blondeel, who is now a member of...
View ArticleSolactive Launches Global Ethical Low Volatility AR EUR Index - Licensed To...
Solactive announces the release of the Solactive Global Ethical Low Volatility AR EUR Index, which tracks the performance of companies that display strong environmental, social and governance (ESG)...
View ArticleContego Achieves The Government's G Cloud 8 Accreditaion
Contego, the multi-source fraud detection platform, today announced that it has been selected to be part of the government’s G Cloud 8 Framework, a procurement platform that pairs cloud-based service...
View ArticleSGX Joins United Nations Sustainable Stock Exchanges Initiative
Singapore Exchange Ltd (SGX) is pleased to announce that it has joined the United Nations (UN) Sustainable Stock Exchanges (SSE) initiative as a Partner Exchange. The SSE initiative, opened by UN...
View ArticleCompliance Risk Reduced By New Reporting Eligibility Service From Risk Focus
Risk Focus, Inc., the leading provider of control and compliance solutions for regulatory trade and transaction reporting to the global capital markets, today announced the first implementation of...
View ArticleOslo Børs : Growing Emphasis On Corporate Responsibility
Oslo Børs yesterday became one of the first stock exchanges in the world to publish guidance on the reporting of corporate responsibility. read more...
View ArticleHKEX And Authority Of Qianhai Shenzhen-Hong Kong Modern Service Industry...
Hong Kong Exchanges and Clearing Limited (HKEX) and Authority of Qianhai Shenzhen-Hong Kong Modern Service Industry Cooperation Zone (the Authority of Qianhai) today (Tuesday) signed a Memorandum of...
View ArticleThe dividend problem with a finite horizon. (arXiv:1609.01655v1 [math.PR])
We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend...
View ArticleCriteria for the Absense and Existence of Arbitrage in Multidimensional...
We derive abstract as well as deterministic conditions for the absence and existence of free lunch with vanishing risk, arbitrage, generalized arbitrage, and unbounded profit with bounded risk in a...
View ArticleSecurities Lending Strategies, Valuation of Term Loans using Option Theory....
We develop models to price long term loans in the securities lending business. These longer horizon deals can be viewed as contracts with optionality embedded in them and can be priced using...
View ArticleBM&FBOVESPA Market Holiday - Independence Day
There will be no trading or settlement on BM&FBOVESPA's markets on September 7.
View ArticleCME Group Announces CME Authorization To Provide OTC Clearing And Settlement...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that Chicago Mercantile Exchange Inc. has been granted authorization to provide OTC clearing and settlement...
View ArticleASIC: Morgan Stanley Pays $123,750 In Infringement Notice Penalty
Morgan Stanley Australia Securities Limited (“Morgan Stanley”) has paid a penalty of $123,750 to comply with an infringement notice given to it by the Markets Disciplinary Panel (“MDP”).read more...
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