Update On SGXâs Acquisition Of The Baltic Exchange
Singapore Exchange Limited (“SGX”) is pleased to announce that the Court has today sanctioned the proposed scheme of arrangement under Part 26 of the UK Companies Act for the acquisition of The Baltic...
View ArticleTishman Speyer Announces Lease Transaction For OCC At The Franklin
Tishman Speyer, one of the world's leading real estate developers and owners, today announced that it has signed OCC, the world's largest equity derivatives clearing organization, to a long-term lease...
View ArticleBats Global Markets To Provide Bats One Quote, Trade Data To Morningstar -...
Bats Global Markets (Bats), a leading global operator of exchanges and services for financial markets, and Morningstar, Inc., a leading provider of independent investment research, today announced an...
View ArticlePOLITICO To Ring The Nasdaq Stock Market Closing Bell
What: POLITICO, the leading global news and information company at the intersection of politics and policy, will visit the Nasdaq MarketSite in Times Square.read more...
View ArticleArtemis.bm-Innovative ILS Can Address âCritical Protection Gapâ...
Artemis, a news, analysis and data media service, released an on-line article 3 November, 2016, titled Innovative ILS can address “critical protection gap” – ILS Bermuda leaders. The full release from...
View ArticleCyber Risk And Geopolitical Threats Top List Of Financial Industry Concerns...
Broad geopolitical risks, including the outcome of tomorrow’s U.S. Presidential Election and Britain’s exit from the EU (“Brexit”), were among top risks facing the global financial system, according to...
View ArticleThe Average-Marginal Relationship and Tractable Equilibrium Forms....
Economic variables with familiar tractable functional forms (constant-elasticity or linear) are only reweighted in the change from their average to marginal versions. They are also simple, featuring...
View ArticlePricing Derivatives in a Regime Switching Market with Time Inhomogeneous...
This paper studies pricing derivatives in an age-dependent semi-Markov modulated market. We consider a financial market where the asset price dynamics follow a regime switching geometric Brownian...
View ArticleOptimal shrinkage-based portfolio selection in high dimensions....
In this paper we estimate the mean-variance (MV) portfolio in the high-dimensional case using the recent results from the theory of random matrices. We construct a linear shrinkage estimator which is...
View ArticleAn Equilibrium Model with Computationally Constrained Agents....
We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use...
View ArticleEM Algorithm and Stochastic Control in Economics. (arXiv:1611.01767v1...
Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time...
View ArticleEffects of income redistribution on the evolution of cooperation in spatial...
Income redistribution is the transfer of income from some individuals to others directly or indirectly by means of social mechanisms, such as taxation, public services and so on. Employing a spatial...
View ArticleFast payments - Enhancing the speed and availability of retail payments
The Committee on Payments and Market Infrastructures has issued a report on Fast payments. So-called fast payment services make funds immediately available to the payee and can be used...
View ArticleCentral banks are monitoring and fostering the development of fast payment...
Press release about CPMI issuing a report on "Fast payments - Enhancing the speed and availability of retail payments", 8 November 2016.
View ArticleAxioma Wins Best Innovative Solution At Influential French Buy-Side Awards -...
Axioma, a leading provider of innovative risk and portfolio management solutions, has been recognized in the Best Innovative Solution category at this year’s L’Agefi AMtech Day Awards. The influential...
View ArticleLondon Stock Exchange Welcomes World First Bond To Protect Forests And Deepen...
London Stock Exchange today welcomes a first-of-its-kind bond, issued by the IFC - part of the World Bank Group - that gives investors the unique option of being repaid in either carbon credits or...
View ArticleLCH Clears Over $1 Trillion In Inflation Swaps Notional
LCH, a leading global clearing house, announced today that its SwapClear service has cleared a total of $1 trillion in notional of inflation swaps since the service launched in April 2015. This...
View ArticleNew UBS Equity Index ETF On S&P 500 With Currency Hedge Launched On Xetra...
A new UBS Global Asset Management equity index ETF on S&P 500 has been tradable via Xetra and Börse Frankfurt since Tuesday.read more...
View ArticleEPEX SPOT Power Trading Results Of October 2016
In October 2016, a total volume of 42,6 TWh was traded on EPEX SPOT’s Day-Ahead and Intraday power markets (October 2015: 47,2 TWh). Day-Ahead markets In October 2016, power trading on the Day-Ahead...
View ArticleSGX And The Baltic Exchange Confirm Completion Of Acquisition
Singapore Exchange Limited (“SGX”) and The Baltic Exchange Limited (“Baltic Exchange”) are pleased to announce that the acquisition of the Baltic Exchange by SGX has been completed today as planned,...
View Article