REVISION: Pricing Under Rough Volatility
From an analysis of the time series of volatility using recent high frequency data, Gatheral, Jaisson and Rosenbaum previously showed that log-volatility behaves essentially as a fractional Brownian...
View ArticleCalastone Launches Data Services - A Unique Global Fund Distribution Solution
Calastone, the global funds transaction network, today announced the launch of Calastone Data Services, a global market intelligence solution offering fund managers detailed insight and transparency...
View ArticleLSE Deutsche Boerse Merger Talk Sees Rise In FTSE Mondo Visione Exchanges Index
The FTSE Mondo Visione Exchanges Index had a good day yesterday on the back of news that the UK's London Stock Exchange Group and Germany’s Deutsche Boerse were in advanced talks to merge, a deal that...
View ArticleSingapore Exchange (SGX) Goes Live With Millennium PostTrade
MillenniumIT, London Stock Exchange Group’s proprietary technology business, today announces that it has successfully implemented its Millennium PostTrade™ platform to support SGX’s Central Depository...
View ArticleDeutsche Börse Launches Fintech Initiative In Frankfurt - Part...
Today in Frankfurt, Deutsche Börse introduced its FinTech initiative to the public. Carsten Kengeter, CEO of Deutsche Börse AG, presented the initiative's details and facilities in the presence of...
View ArticleState Street Investor Confidence Index: Investor Confidence Falls In February...
State Street Global Exchange today released the results of the State Street Investor Confidence Index® (ICI) for February 2016.read more...
View ArticleRussians' Credit Performance Steady After Four-Year Slide, According To Data...
Top Results:read more...
View ArticleHong Kong's Securities And Futures Commission Concludes On Expanding Scope Of...
The Securities and Futures Commission (SFC) today published conclusions to a consultation to expand the scope of short position reporting and on corresponding amendments to the Securities and Futures...
View ArticleUK's National Audit Office Report â Financial Services Mis-Selling:...
The National Audit Office (NAO) has today (24 February 2016) published its report on financial services mis-selling: regulation and redress. read more...
View ArticleHong Kong's Securities And Futures Commission Bans Jia Zhen For 10 Months
The Securities and Futures Commission (SFC) has banned Mr Jia Zhen, a former account executive of China Merchants Securities (HK) Co., Limited (CMSHK), from re-entering the industry for 10 months from...
View ArticleTMX Group Introduces TMX Insights - Technology Driven Capabilities To Support...
TMX Group today introduced TMX Insights, an integrated set of capabilities that provide financial content, tools and applications, as well as capital markets analytics. A number of existing...
View ArticleGenesis Investment Management Improves Client Reporting Efficiency By More...
SimCorp, a leading provider of investment management solutions and services for the global financial services industry, has announced that Genesis Investment Management (Genesis) has selected SimCorp’s...
View ArticleOANDA Acquires TradeStation Forex Accounts
OANDA, a leading global provider of online foreign exchange (“Forex”, “FX”) and over-the-counter commodities and indices trading services, today announced an agreement to acquire all of the forex...
View ArticleMacroeconomics of Loanable Funds & Endogenous Money compared using Minsky
The mainstream economic idea that banks are just intermediaries between savers and investors is a fantasy, but given that fantasy, their argument that the level and rate of change of private debt are...
View ArticleCan Small Experiments Turn Around J.C. Penney?
The failures of J.C. Penney have been well-documented, particularly with regard to Ron Johnson's rocky tenure at the retailer. Johnson embarked on a sweeping change initiative that failed miserably....
View ArticleFEDS 2016-014: Deadlines and Matching
Garth Baughman | Deadlines and fixed end dates are pervasive in matching markets including school choice, the market for new graduates, and even financial markets such as the market for federal funds....
View ArticleFidessaâs Sentinel Wins Another Compliance Accolade - Scoops HFM's Best...
Fidessa group plc (LSE: FDSA) today announced that its Sentinel buy-side compliance product has won its third prestigious accolade in the last six months, winning Hedge Fund Manager’s Best Compliance...
View ArticleEBA Launches 2016 EU Wide Stress Test Exercise
Key features of the methodology and the scenarioread more...
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