TMX Group Consolidated Trading Statistics â June 2016
TMX Group Limited today announced June 2016 trading statistics for its marketplaces – Toronto Stock Exchange, TSX Venture Exchange, TSX Alpha Exchange (Alpha), Montréal Exchange (MX) and NGX.read more...
View ArticleBM&FBOVESPA 2Q16 Earnings Results Schedule
BM&FBOVESPA S.A. – Bolsa de Valores, Mercadorias e Futuros (“Company”) hereby informsthe earnings results of the second quarter of 2016 (2Q16) schedule.read more...
View ArticleNorth Carolina Leaps Forward With Blockchain-Friendly Bill - State, Chamber...
Governor Pat McCrory has signed House Bill 289 into law, marking a historical moment for States’ regulation of blockchain technology and virtual currencies. The ratification of the bill, also known as...
View ArticleTechnical Error Occurred During Release Of June FOMC Minutes
A technical error occurred Wednesday during the media lock-up for the release of the minutes of the June meeting of the Federal Open Market Committee. As a result of the error in the use of the Federal...
View ArticleMPDATA Meets Black-Scholes: Option Pricing as a Transport Problem....
In this note, we discuss applications of the Multidimensional Positive Definite Advection Transport Algorithm (MPDATA) to numerical solutions of option pricing equations arising in quantitative...
View ArticleSwaption 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 ArticleBOX Options Exchange Price Improvement For June
In the month of June price improved contracts on BOX Options Exchange (“BOX”) averaged 263,419 per day.read more...
View ArticleOCC Comments On Revisions To Basel III Leverage Ratio Framework
On July 6, 2016, OCC, along with 30 other exchanges, clearing organizations, and market participants, sent a letter to the Basel Committee on Banking Supervision regarding the Consultative Document on...
View ArticleIMF Executive Board Concludes 2016 Article IV Consultation With Italy
On July 6, 2016, the Executive Board of the International Monetary Fund (IMF) concluded the Article IV consultation with Italy.read more...
View ArticleInformation uncertainty related to marked random times and optimal...
We study an optimal investment problem under default risk where related information such as loss or recovery at default is considered as an exogenous random mark added at default time. Two types of...
View ArticleOn the time consistency of collective preferences. (arXiv:1607.02688v1...
A model of collective decisions made by a finite number of agents with constant but heterogeneous discount factors is developed. Collective utility is obtained as the weighted sum of all individual...
View ArticleShenzhen Stock Exchange Market Bulletin 11 July, 2016, Issue 23
The CSRC announced at a press conference on 30 June that it will bar firms penalized for violating environmental protection laws from going public as the country puts more emphasis on the ecological...
View ArticleSZSE Promulgated The Work Rules For Listing Committee Of Shenzhen Stock...
In order to adapt to the changes of the market situation and ensure the transparency, fairness and justice of audit work for listing of securities, Shenzhen Stock Exchange (“SZSE”) recently revised and...
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