CFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleStructural Change in (Economic) Time Series. (arXiv:1702.06913v1 [q-fin.ST])
Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of...
View ArticleThe Employee Experience: How to Attract Talent, Retain Top Performers, and...
Ever notice how companies with the best service also have the happiest employees? That’s no accident. read more...
View ArticleTokyo Commodity Exchange: Final Settlement Prices Of February 2017 Mini contract
Final Settlement Prices of February 2017 Mini contract Platinum Mini : 3,622yen(per gram)
View ArticleASIC: BGC Partners Pays $90,000 In Infringement Notice Penalty
BGC Partners (Australia) Pty Limited (“BGC”) has paid a total penalty of $90,000 to comply with an infringement notice given to it by the Markets Disciplinary Panel (“MDP”).read more...
View ArticleSpeech Of CFTC Commissioner Sharon Y. Bowen Before The Lawyers For...
Commissioner Bowen’s Background and Career Pathread more...
View ArticleThe Capital Markets: Evolution of the Financial Ecosystem
Written by the former President of BNY Mellon Capital Markets, LLC for both financial professionals and novices, The Capital Markets provides a comprehensive macro view of the marketplace and how its...
View ArticleNew: Tighter Bounds for Implied Volatility
In this note, we establish bounds on Black-Scholes implied volatility that substantially improve on the uniform bounds previously derived by Tehranchi for most options likely to be encountered in...
View ArticleAfrica Finance Corporation Carries Out USD 150 Million Sukuk Transaction On...
Africa Finance Corporation (AFC) has carried out a 150 million US dollar Islamic financing transaction on the Murabaha platform of Nasdaq Dubai, the international financial exchange serving the Middle...
View ArticleSIFMA: Notice Of Appeal Filed In Legal Challenge To Department Of Labor Rule...
The U.S. Chamber of Commerce, Financial Services Institute, Financial Services Roundtable, Insured Retirement Institute, and Securities Industry and Financial Markets Association (Co-Plaintiffs) issued...
View ArticleTehran Stock Exchange Weekly Market Review - 22 February 2017
Click here to download Tehran Stock Exchange's weekly market review.
View ArticleDisturbing Finding on Happiness
Knowledge@Wharton reports on the intriguing, but perhaps rather disturbing, findings of Professor Maurice Schweitzer's latest research. Schweitzer has studied how people perceive others who appear to...
View ArticleREVISION: Optimal Execution with Nonlinear Transient Market Impact
We study the problem of the optimal execution of a large trade in the propagator model with nonlinear transient impact. From brute force numerical optimization of the cost functional, we find that the...
View ArticleEnvision Training Centre And DGCX Launch First UAE âTrading Campusâ
Envision Training Centre and the Dubai Gold & Commodities Exchange (DGCX), a DMCC entity, today announced the launch of Trading Campus, a new initiative designed to educate aspiring financial...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 23 February 2017 amounted to SAR 18.38 billion, increasing by 2.02% over the previous week; while total stock market capitalization reached SAR...
View ArticleA closed-form representation of mean-variance hedging for additive processes...
We derive an explicit closed-form representation of mean-variance hedging strategies for models whose asset price follows an exponential additive process. Our representation is given in terms of...
View ArticleA generalized public goods game with coupling of individual ability and...
Facing a heavy task, any single person can only make a limited contribution and team cooperation is needed. As one enjoys the benefit of the public goods, the potential benefits of the project are not...
View ArticleTime series momentum and contrarian effects in the Chinese stock market....
This paper concentrates on the time series momentum or contrarian effects in the Chinese stock market. We evaluate the performance of the time series momentum strategy applied to major stock indices in...
View ArticleRecommended All Share Merger Between London Stock Exchange Group Plc And...
On 28 September 2016, the European Commission (“Commission”) announced the commencement of Phase II proceedings in connection with its review of the proposed merger between London Stock Exchange Group...
View ArticleADX: Investors Should Update International Bank Account Number (IBAN) To...
43 out of 66 public listed companies (local & foreign) in Abu Dhabi Securities Exchange (ADX) announced the distribution of cash dividend. The amount of cash dividend announced by the 43...
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