Dalian Commodity Exchange Trading Volume Ranks 8th Among Derivatives...
According to the 2015 Volume Survey recently released by the Futures Industry Association (FIA) for futures and options in 78 derivatives exchanges worldwide, in 2015ï¼all three commodity futures...
View ArticleEEX New Participant: Utilità S.p.A.
Utilità S.p.A. has been admitted to exchange trading for Phelix Futures/Options, French Financial Power Futures and Italian Financial Power Futures.
View ArticleTwo New Nordic banks List On Irish Stock Exchange Bond Markets
The Irish Stock Exchange (ISE) welcomes two new Nordic issuers to its international bond markets, Norwegian savings bank Sparebanken, and Danish mortgage credit institution BRFkredit, a subsidiary of...
View ArticleEEX New Participant: Watt And Volt S.A.
Watt and Volt S.A. has been admitted to exchange trading for Phelix Futures/Options, French Financial Power Futures/Options, Italian Financial Power Futures/Options and Greek Financial Power Futures.
View ArticleNasdaq Rebrands Canadian ATS - Recently Acquired Platforms Undergoing INET...
Nasdaq (Nasdaq:NDAQ) today announced the rebrand of its two Canadian Alternative Trading Systems (ATS), and will begin operating under the names Nasdaq CX and Nasdaq CX2, effective immediately.read...
View ArticleNew FTSE Russell Index Is First To Combine China A Shares And H Shares
FTSE Russell, the global index provider, has announced the creation of a new index, the FTSE China A-H 50 Index, which is the first FTSE Russell index to represent the largest companies listed in...
View ArticleESMA Consults On Future MAR List Of Information Regarding Commodity And Spot...
The European Securities and Markets Authority (ESMA) has opened today a public consultation on draft guidelines under the Market Abuse Regulation (MAR).read more...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleOffice Of The Comptroller Of The Currency Reports Fourth Quarter 2015 Bank...
Trading revenue of U.S. commercial banks and savings associations fell to $4.3 billion in the fourth quarter of 2015 down from $5.3 billion in the previous quarter, according to a report released today...
View ArticleIIROC And FSCO Sign Disciplinary Information-Sharing Agreement - Financial...
The Investment Industry Regulatory Organization of Canada (IIROC) and the Financial Services Commission of Ontario (FSCO) have signed an information- sharing agreement that will provide more effective...
View ArticlePricing occupation-time options in a mixed-exponential jump-diffusion model....
In this short paper, in order to price occupation-time options, such as (double-barrier) step options and quantile options, we derive various joint distributions of a mixed-exponential jump-diffusion...
View ArticleParisian ruin for a refracted L\'evy process. (arXiv:1603.09324v1 [math.PR])
In this paper, we investigate Parisian ruin for a L\'evy surplus process with an adaptive premium rate, namely a refracted L\'evy process. More general Parisian boundary-crossing problems with a...
View ArticleRisk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes....
In the literature, researchers have widely addressed the portfolio optimization problem with various stock price models, and by choosing different kinds of optimization criteria. Models driven by Jump...
View ArticleMicrostructure under the Microscope: Combining Dimension Reduction, Distance...
Market Microstructure is the investigation of the process and protocols that govern the exchange of assets with the objective of reducing frictions that can impede the transfer. In financial markets,...
View ArticleNumerical approximation of a cash-constrained firm value with investment...
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity...
View ArticleA survey of time consistency of dynamic risk measures and dynamic performance...
In this work we give a comprehensive overview of the time consistency property of dynamic risk and performance measures, with focus on discrete time setup. The two key operational concepts used...
View ArticleBetting and Belief: Prediction Markets and Attribution of Climate Change....
Despite much scientific evidence, a large fraction of the American public doubts that greenhouse gases are causing global warming. We present a simulation model as a computational test-bed for climate...
View Article2016 Blockchain Symposium: Opening Remarks By Michael Bodson, DTCC President...
On March 29, 2016, DTCC President and CEO Michael Bodson spoke at the opening of the 2016 DTCC Blockchain Symposium held in New York City.read more...
View ArticleEuronext Appoints Maria João Borges Carioca Rodrigues As CEO Of...
Euronext announces that the Supervisory Board has approved unanimously the appointment of Maria João Borges Carioca Rodrigues as CEO of Euronext Lisbon, CEO of Interbolsa and member of the Managing...
View ArticleEconomics degrees still 'too narrow in focus'
Economics degrees still 'too narrow in focus' https://t.co/3bDOAE8F6B â moneyscience (@moneyscience) March 30, 2016
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