BM&FBOVESPA Announces Market Makers For The DI x IPCA Spread Futures...
BM&FBOVESPA hereby announces the institutions registered for Market Maker activity in the DI x IPCA Spread Futures Contract (DAP). Itaú Unibanco S.A. and Banco Santander (Brazil) S.A. are the...
View ArticleSEC Enforcement Director Statement On Jury Finding That CEO Defrauded...
“We are pleased with the jury’s finding that Stephen Ferrone defrauded Immunosyn’s investors with misleading statements in the company’s filings and press releases and his own speeches and interviews....
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DFM Company Posts Net Profit Of AED 86 Million During The First Quarter Of 2016
Dubai Financial Market Company (PJSC) today announced its financial results for the first quarter of the year ending 31 March 2016, reporting a net profit of AED 86 Million, a 27% increase compared to...
View ArticleThe Saudi Stock Exchange Performance Report - April 2016
At the end of April 2016 Tadawul All Share Index (TASI) closed at 6,805.84 points, increased by 582.71 points 9.36% over the close of the previous month. Highest close level for the index during the...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 28 April 2016 amounted to SAR 39.67 billion, increasing by 32.93% over the previous week; while total stock market capitalization reached SAR...
View ArticleQatar Stock Exchange Listed Companies Reported QR 10.8 Billion Net Profits...
With the end of disclosure period for the First quarter of 2016, forty two listed companies at Qatar Stock Exchange (QSE) have disclosed their financial statements results for the three month period...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Monthly Stock...
The total value of shares traded for the month ending 28 April 2016 amounted to SAR 117.61 billion, decreasing by 10.36% over the previous month; while total stock market capitalization reached SAR...
View ArticleThe puzzle that just isn't. (arXiv:1604.08895v1 [q-fin.EC])
In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation...
View ArticleA new structural stochastic volatility model of asset pricing and its...
Building on a prominent agent-based model, we present a new structural stochastic volatility asset pricing model of fundamentalists vs. chartists where the prices are determined based on excess demand....
View ArticlePricing Bermudan options under local L\'evy models with default....
We consider a defaultable asset whose risk-neutral pricing dynamics are described by an exponential L\'evy-type martingale. This class of models allows for a local volatility, local default intensity...
View ArticleAn Explicit Formula for Likelihood Function for Gaussian Vector...
We derive an explicit formula for likelihood function for Gaussian VARMA model conditioned on initial observables where the moving-average (MA) coefficients are scalar. For fixed MA coefficients the...
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Monetizing Innovation How Smart Companies Design the Product Around the Price
Monetizing Innovation: How Smart Companies Design the Product around the Price explores what happens when companies stop guessing at whether an innovation will succeed and put the customer’s...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Dubai Crude Oil For April...
Final settlement price of Dubai Crude Oil for April 2016 contract is 26,980 yen.read more...
View ArticleTokyo Stock Exchange: Approval Of Initial listing (ETF): Daiwa ETF MSCI Japan...
Today, Tokyo Stock Exchange, Inc. (TSE) approved the listing of new ETF managed by “Daiwa Asset Management Co., Ltd.”. The ETF will be listed on Thursday, May 19, 2016.read more...
View ArticleOneChicago Announces Trading Volume For April 2016 - YTD Volume Outpacing...
OneChicago, LLC (OCX), a securities finance exchange, today announced its April 2016 volume of 799,990, an increase of 41% year-over-year. OneChicago is a CFTC and SEC regulated exchange offering...
View ArticleOCC Cleared Contract Volume Increased Two Percent In April - Securities...
OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in April was 339,522,257 contracts, up two percent from April 2015 monthly volume of...
View ArticleStatement of CFTC Commissioner J. Christopher Giancarlo Regarding the Final...
Statement of CFTC Commissioner J. Christopher Giancarlo Regarding the Final Rule on Amendments to the Definitions of âPortfolio Reconciliationâ and âMaterial Termsâ for Purposes of Swap...
View ArticleStatement Of CFTC Commissioner J. Christopher Giancarlo Regarding The Final...
I support the final rule amending the definitions of portfolio reconciliation and material terms for purposes of swap portfolio reconciliation. I commend the Commission and Division of Swap Dealer...
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