CFTCâs Market Risk Advisory Committee Announces Agenda For April 25...
The U.S. Commodity Futures Trading Commission’s (Commission) Market Risk Advisory Committee (MRAC) will hold a public meeting on April 25, 2017 at the CFTC's Washington, DC, headquarters (see CFTC...
View ArticleA fractional reaction-diffusion description of supply and demand....
We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional...
View ArticleGood Deal Hedging and Valuation under Combined Uncertainty about Drift and...
We study robust notions of good-deal hedging and valuation under combined uncertainty about the drifts and volatilities of asset prices. Good-deal bounds are determined by a subset of risk-neutral...
View ArticleOn Feature Reduction using Deep Learning for Trend Prediction in Finance....
One of the major advantages in using Deep Learning for Finance is to embed a large collection of information into investment decisions. A way to do that is by means of compression, that lead us to...
View ArticleBartlett's delta in the SABR model. (arXiv:1704.03110v1 [q-fin.CP])
We refine the analysis of hedging strategies for options under the SABR model carried out in [2]. In particular, we provide a theoretical justification of the empirical observation made in [2] that the...
View ArticleICE Data Services Launches Innovative Reference Data Solution For Exchange...
Intercontinental Exchange (NYSE: ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced the launch of ICE Data Services’ new...
View ArticleEEX To Launch Phelix DE Futures On 25 April 2017
The European Energy Exchange (EEX) will launch financially settled power futures for Germany against the background of a possible split of the German-Austrian price zone. The new Phelix DE Futures will...
View ArticleLondon Stock Exchange Group Plc Transaction In Own Shares
London Stock Exchange Group plc (the "Company") announces that it has purchased through Barclays Capital Securities Limited, in accordance with the authority granted by shareholders at the Company's...
View ArticleNotice Of The Annual General Meeting 2017 Of Oslo Børs VPS...
The Annual General Meeting 2017 of Oslo Børs VPS Holding ASA will be held on 9 May 2017 at 16.00 hrs at the offices of Oslo Børs, Tollbugata. 2, Oslo.
View ArticleBOX Regulation: Consolidated Audit Trail Clock Synchronization Study
The CAT NMS Plan requires the exchanges and FINRA to prepare a written assessment of current clock synchronization standards to assess whether any changes to those standards would be appropriate. To...
View ArticleNasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...
At the end of the settlement date of March 31, 2017, short interest in 2,329 Nasdaq Global MarketSM securities totaled 7,313,893,228 shares compared with 7,352,374,802 shares in 2,328 Global Market...
View ArticleNYSE Group Consolidated Short Interest Report
NYSE today reported short interest as of the close of business on the settlement date of March 31, 2017.read more...
View ArticleRemarks By President Trump In Strategic And Policy CEO Discussion - We're...
10:55 A.M. EDTread more...
View ArticleCME And Royal Mint Gold Blockchain And Trading Platform In Live Testing
CME Group and the Royal Mint have started testing a blockchain-based platform for trading gold. The new platform, built with technology companies AlphaPoint and BitGo, will allow institutions to trade...
View ArticleTOCOM To Discontinue Offering Implied Function Of The System On April 24
The Tokyo Commodity Exchange will discontinue offering the implied function of the trading system and stop bait order generation from the day session of Monday, April 24, 2017.read more...
View ArticleDubai Financial Market Closed For AlIsra Wa Al Miraj Holiday Sunday 23 April...
On the occasion of AlIsra Wa Al Miraj Holiday, the market will be closed on Sunday , 23 April 2017 and will resume on Monday, 24 April 2017
View ArticleApplying Special Purpose Frameworks in State and Local Governmental Financial...
This practice aid is intended to provide accounting and auditing professionals with guidelines and best practices to promote consistency and for resolving the difficult questions of special purpose...
View ArticleCodification of Statements on Auditing Standards: Numbers 122 to 131, January...
This 2016 edition delivers the current Statements on Auditing Standards (SASs) and related interpretations in a codified format, giving you the most up-to-date information you need to conduct...
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Can we avoid another financial crisis?
Help me rebuild economics at https://www.patreon.com/ProfSteveKeenread more...
View ArticleSGX And SPDB Sign MOU To Enhance Capital Market Ties Between Singapore And China
Singapore Exchange (SGX) and the Shanghai Pudong Development Bank (SPDB) have entered into a memorandum of understanding (MOU) at the 3rd Singapore-Shanghai Financial Forum, to strengthen capital...
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