Canadian Securities Regulators To Measure Impact Of Point of Sale Amendments...
The Canadian Securities Administrators (CSA) today announced a multi-year research project to measure the impacts of requirements introduced by Phase 2 of the Client Relationship Model (CRM2) and the...
View ArticleVolatility and Arbitrage. (arXiv:1608.06121v1 [q-fin.PM])
The capitalization-weighted total relative variation $\sum_{i=1}^d \int_0^\cdot \mu_i (t) \mathrm{d} \langle \log \mu_i \rangle (t)$ in an equity market consisting of a fixed number $d$ of assets with...
View ArticleNew economic windows on income and wealth: The k-generalized family of...
Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the...
View ArticleOptimal Switching under Ambiguity and Its Applications in Finance....
In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic...
View ArticleA String Model of Liquidity in Financial Markets. (arXiv:1608.05900v1...
We consider a dynamic market model where buyers and sellers submit limit orders. If at a given moment in time, the buyer is unable to complete his entire order due to the shortage of sell orders at the...
View ArticleThe Growth of Oligarchy in a Yard-Sale Model of Asset Exchange: A Logistic...
The addition of wealth-attained advantage (WAA) to the Yard-Sale Model (YSM) of asset exchange has been demonstrated to induce wealth condensation. In a model of WAA for which the bias is a continuous...
View ArticleStochastic Evolution Equations in Banach Spaces and Applications to...
In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence...
View ArticleCFTC Orders California Resident Irina Feldman And Her Companies Cindium Inc....
The U.S. Commodity Futures Trading Commission (CFTC) today issued an Order filing and simultaneously settling charges against Respondents Irina Feldman, Cindium Inc. (Cindium), and Einstein Exchange...
View ArticleMNI China Business Sentiment Survey: Chinese Business Sentiment Down In...
China’s largest companies reported a softening in business conditions in August as a noticeable fall in demand and less favourable credit conditions outweighed a slight uptick in output, according to...
View ArticleAnd Baltic Exchange: Update On Proposed Acquisition
Singapore Exchange Limited (SGX) and The Baltic Exchange Limited (Baltic Exchange) are pleased to announce that they have agreed on the terms for a recommended offer by SGX for the entire issued share...
View ArticleCommerzbank Releases Major New Study On Sub-Saharan Africa
Commerzbank has produced a new in-depth report on the economies of Sub-Saharan Africa. The study, 'Sub-Saharan Africa: Tackling the headwinds after the economic turnaround', offers a macroeconomic...
View ArticleLondon Metal Exchange: Temporary Closure Of 10 Finsbury Square
The LME has been informed by the building manager that, following the issue identified on 16th July, 2016, repairs are on schedule to be completed by 22nd August.
View ArticleExegy Launches Market Data Capture And Replay Service
Exegy Inc., a leading provider of managed services and low-latency technology for market data normalization and distribution, announced today the availability of Exegy Journal Replay – a fully managed...
View ArticleHugo Jenkins And John Barker Join Ancoa Advisory Board - Bringing Undisputed...
Ancoa, provider of contextual surveillance and insightful analytics for exchanges, regulators and buy- & sell-side firms, today announced the appointments of Hugo Jenkins and John Barker to its...
View ArticleDeutsche Boerse Group: STOXX Changes Composition Of Benchmark Indices
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced the new composition of STOXX Benchmarks and their...
View ArticleTeleWare And Linx Networks Announce New Strategic Partnership - Enhanced...
Communications technology business TeleWare has today announced a new partnership with Linx Networks, a leading City of London based banking and financial IT specialist. The partnership will enable...
View ArticleBNP Paribas Investment Partners Strengthens Indexed Fund And ETF Business In...
BNP Paribas Investment Partners announces the appointment of Claus Hecher as Head of Business Development for Germany, Austria and the German-speaking regions of Switzerland, as it continues to...
View ArticleAbu Dhabi Global Market Signs Agreement With The Securities And Exchange...
The Financial Services Regulatory Authority (FSRA) of the Abu Dhabi Global Market (ADGM) and the Securities and Exchange Board of India (SEBI) today signed a Memorandum of Understanding (MoU) to...
View ArticleUtility Settlement Coin Concept On Blockchain Gathers Pace - BNY Mellon,...
USC is a digital cash model aimed at facilitating payment and settlement for institutional financial markets. The group will collectively build on the successful outcome of initial explorations of the...
View ArticleBudoâs Agricultural Options On Futures Trading Group Signs With Rival...
Chicago-based Rival Systems (Rival), a trading software company established last year, today announced an Agricultural Options Trading desk within Budo Group has selected Rival Traderfor its electronic...
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