Singapore Court Orders Civil Penalties For False Trading And Unauthorised...
The Monetary Authority of Singapore (MAS) has successfully obtained civil penalties of $100,000 each against Chionh Teow Hie John (Chionh) and Kiew Yoon Seng (Kiew) for contraventions under the...
View ArticleOslo Børs VPS Holding ASA - 4th Quarter 2016
Oslo Børs VPS Holding reports a profit of NOK 74 million for the fourth quarter of 2016 (NOK 73 million). The Board of Oslo Børs VPS Holding intends to propose to the Annual General Meeting that a...
View ArticleIrish Stock Exchange: Ryanair Lists â¬750m Bond On The Main...
Ryanair has listed a €750m bond on the Irish Stock Exchange (ISE). The bond, due 2023, has a fixed coupon rate of 1.125% and is listed on the Main Securities Market (MSM).read more...
View ArticleEBA Consults On Procedures For Complaints Of Alleged Infringements Of The PSD2
Related documents:read more...
View ArticleFTC Provides Comment to NTIA on Multistakeholder Initiative to Improve...
The Federal Trade Commission submitted public comments to the U.S. Commerce Department’s National Telecommunications and Information Administration (NTIA) on a draft template, developed by a diverse...
View ArticleTadawulâs Board Of Directors Elects Chairman And Vice Chairman
The Board of Directors of the Saudi Stock Exchange “Tadawul” convened their first meeting in its fourth round today 16 February 2017. The meeting was held at Tadawul’s headquarters and was attended by...
View ArticleNew: An Exact and Efficient Method for Computing Cross-Gammas of Bermudan...
We introduce a new simulation algorithm for computing the Hessians of Bermudan swaptions and cancelable swaps. The resulting pathwise estimates are unbiased and accurate. Given the exercise strategy,...
View ArticleNew: Local and Stochastic Volatility Under Stochastic Interest Rates Using...
Stochastic volatility, local volatility and stochastic interest rates are three of the most important extensions to the standard Black-Scholes framework. Although much work has been done on models...
View ArticleREVISION: The Use of Power Numeraires in Option Pricing
Power numeraires are defined. They are applied to the Black-Scholes model and the drift of the stock is derived. It is also shown how to use them to derive formulas for power options with barriers. A...
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Numerix Vantage Point Series | Five Questions that Reveal FRTBâs Real...
Satyam Kancharla, Chief Strategy Officer of Numerix, discusses the latest requirements and challenges driving evolution of risk management under the Fundamental Review of the Trading Book (FRTB). He...
View ArticleNumerix Vantage Point Series | Transformation in...
If there is one phenomenon that holds distinctly true is that regulatory requirements are transforming the banking industryâand will do so for years to come. And while regulation is whatâs driving...
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2017 Briefing: What You Need to Know for the Year Ahead in Capital Markets
To Our Readers:A belated Happy New Year to our Numerix Blog readers, we raise our glass to you â our clients, peers and partners â thank you for entrusting us to bring you insights and research in...
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