HKEX Advances The Preparatory Work For Bond Connect
Hong Kong Exchanges and Clearing Limited (HKEX) welcomes the announcement by Li Keqiang, the Premier of the State Council of the People's Republic of China, today about setting up bond market links...
View ArticleBlockchain Collaborative Consortium Membership Reaches 109 Companies And...
The Blockchain Collaborative Consortium (BCCC) was inaugurated on April 25, 2016, with 34 founding member companies. The consortium's Chairman is Yoichiro Hirano, CEO, Infoteria Corporation. Leading...
View ArticleSET Kicks Off 2017 Roadshow In Hong Kong And Korea This Month
The Stock Exchange of Thailand (SET), Thanachart Securities pcl and Daiwa Securities Co., Ltd. has recently hosted “SET Roadshow 2017: Sustainable Thailand” the first outbound roadshow of 2017 in Hong...
View ArticleADX Receives Student Delegation From Canadian University Of Dubai
Abu Dhabi Securities Exchange (ADX) hosted a student delegation from the Canadian University of Dubai as part of its continuous efforts at enhancing investment awareness to students. read more...
View ArticleVolante Technologies Enables Accelerated Implementations Of Global Real-Time...
Volante Technologies, a global leader in the provision of payments and financial message integration, processing and orchestration software, today announces its ability to help banks embrace real-time...
View ArticleAvantium Celebrates Its Listing On Euronext Amsterdam And Brussels - Avantium...
Euronext Amsterdam and Euronext Brussel today welcomed Avantium (ticker code: AVTX), a leading chemical technology company and forerunner in renewable chemistry. The listing follows the company’s...
View ArticleEris Swap Futures Now Supported On Bloomberg TOMS - Sell-Side Clients...
Eris Exchange (Eris), the U.S.-based futures exchange offering cash-settled swap futures as the leading alternative to traditional OTC swaps, announced that Bloomberg Trade Order Management Solutions...
View ArticleCommcise And Convergex’s Westminster Research Associates Announce...
Commcise, the award-winning provider of integrated commission management solutions for investment management firms, and Convergex’s Westminster Research Associates, are pleased to announce that the two...
View ArticleJulio Faura Joins Wall Street Blockchain Alliance - Head Of R&D For...
The Wall Street Blockchain Alliance (WSBA), a non-profit trade association at the forefront of blockchain adoption in financial markets, today announced that Dr. Julio Faura has joined the WSBA Board...
View ArticleEEX To Continue Polish Emissions Auctions – Auction Calendar 2017 Adjusted
The European Energy Exchange (EEX) and the Polish Ministry of the Environment have concluded an agreement under which EEX, in its capacity as the common EU auction platform, will auction off the Polish...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleTreasury International Capital Data For January
The U.S. Department of the Treasury today released Treasury International Capital (TIC) data for January 2017. The next release, which will report on data for February 2017, is scheduled for April 17,...
View ArticleOffice Of The Comptroller Of The Currency Issues Draft Licensing Manual...
The Office of the Comptroller of the Currency (OCC) today provided additional detail on evaluating national bank charter applications from financial technology (fintech) companies that engage in the...
View ArticleEBA Updates List Of OSIIs In The EU
The European Banking Authority (EBA) updated today the 2016 list of Other Systemically Important Institutions (O-SIIs) in the EU. O-SIIs - those institutions which, along with Global Systemically...
View ArticleIMF Managing Director Welcomes Establishment Of High Level Advisory Group On...
Christine Lagarde, Managing Director of the International Monetary Fund (IMF), today welcomed the establishment of the Fund’s new High Level Advisory Group on FinTech.read more...
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Redacted Version of the March 2017 FOMC Statement
Photo Credit: Norman Maddeauxread more...
View ArticleHumans of Simulated New York (HOSNY): an exploratory comprehensive model of...
The model presented in this paper experiments with a comprehensive simulant agent in order to provide an exploratory platform in which simulation modelers may try alternative scenarios and...
View ArticleShort-time near-the-money skew in rough fractional volatility models....
We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter $H < 1/2$. This regime recently attracted a lot...
View ArticlePerfect hedging in rough Heston models. (arXiv:1703.05049v1 [q-fin.MF])
Rough volatility models are known to reproduce the behavior of historical volatility data while at the same time fitting the volatility surface remarkably well, with very few parameters. However,...
View ArticleData driven partition-of-unity copulas with applications to risk management....
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative...
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