Swaption Prices in HJM model. Nonparametric fit. (arXiv:1607.01619v1 [q-fin.PR])
Closed form formulas for swaption prices in HJM model are derived. These formulas are used for nonparametric fit of deterministic forward volatility. It is demonstrated that this formula and...
View ArticleGranger Independent Martingale Processes. (arXiv:1607.01519v1 [q-fin.PR])
We introduce a new class of processes for the evaluation of multivariate equity derivatives. The proposed setting is well suited for the application of the standard copula function theory to processes,...
View ArticleThomson Reuters Org ID Ensures Alignment With Singapore Banksâ Know...
Thomson Reuters Org ID KYC, the global Know Your Customer end-to-end client identity managed service, has adopted the Association of Banks in Singapore (ABS) standards and controls for outsource...
View ArticleTaiwan Stock Exchange Launches Stewardship Principles For Institutional...
The Corporate Governance Center of the Taiwan Stock Exchange (TWSE), directed by the Financial Supervisory Commission (the FSC), in conjunction with the Taiwan Depository Clearing Corp., the Securities...
View ArticleShanghai Stock Exchange Studies, Implements Requirements At CSRC Working Meeting
On July 5, the Shanghai Stock Exchange (SSE) held an expanded meeting of the SSE Party Committee to study the speech delivered on July 1 by General Secretary Xi Jinping, convey the requirements of the...
View ArticleThe Ultimate Algorithmic Trading System Toolbox + Website: Using Today's...
The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to...
View ArticleThe China Factor: Leveraging Emerging Business Strategies to Compete, Grow,...
The Innovation of Globalization – proven strategies to succeed and out-compete emerging competitionread more...
View ArticleMachine Learning Driven Programming: A New Programming for a New World - High...
Can machine learning be used to automate software development? Maybe! Machine Learning Driven Programming - https://t.co/tUgc2vTJn1 â Nova Spivackâ¦
View ArticleTOCOM June Volume Averaged 115,305 Contracts Per Day, Up 5.% - Volume For...
The Tokyo Commodity Exchange announced today that average daily volume for June 2016 was 115,305 contracts, up 5.0% month over month. TOCOM’s most active contracts had higher volume; Gold Standard...
View ArticleHKEX: Change In The Holding Of An Executive Office Approved
Reference is made to the announcement of Hong Kong Exchanges and Clearing Limited (“HKEX”) dated 15 June 2016 in relation to the appointment of Mr Lee Kwok Keung, Roger as the Chief Executive of The...
View ArticleTokyo Commodity Exchange: Message From The President & CEO Updated
Brexit has become a reality and global financial markets are in turmoil. The world economy is increasingly uncertain and is experiencing continued weakness in production and exports. Emerging...
View ArticleFIA Analysis: Leverage Ratio Proposals Will Negatively Impact Client Clearing
FIA submitted a response to the Basel Committee on Banking Supervision’s consultative document on revisions to the Basel III leverage ratio framework. FIA’s analysis shows that the current proposal’s...
View ArticleZeal Aqua Limited - One Hundred And Forty First SME Company To Get Listed On...
SEBI has come out with detail guidelines on 18th May, 2010 for launching of SME Exchange/Platform. BSE Limited became the first stock exchange to get the approval from SEBI and launch its SME platform...
View ArticleUK Passport Holders, Wherever They Live, Should Be Liable To Pay - UK Taxes...
The collection of UK taxes could be simplified, and the load spread more fairly, if we used UK citizenship in addition to UK residency, as the qualifying tests, says the Chartered Institute for...
View ArticleBSE Bond Platform Sets New Record
The “BSE Bond” platform for private placement of bonds has created a new record with Rs 3700 crores of bids received in the bond issuance of Reliance Jio Infocomm Limited. The issue size was Rs 1500...
View ArticleStatement From The UK Chancellor And International Investment Banks On London...
Joint statement from the Chancellor of the Exchequer, George Osborne, and leaders of international investment banks released on 7 July 2016.read more...
View ArticleQuantitative Brokers Launches New Futures Execution Algorithm -...
Quantitative Brokers (“QB”), a leading provider of agency algorithms for futures and fixed income markets, has released Closer, the fifth strategy in its suite of “award winning” best execution trading...
View ArticleAs Brexit Aftershocks Rattle Global Markets FTSE Mondo Visione Exchanges...
Bats Global Markets was added to the FTSE Mondo Visione Exchanges Index on Monday June 20, just days before Britain voted to leave the EU.read more...
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