S+T AG And Leifheit AG To Be Included In Selection Indices Of Deutsche...
On Monday, Deutsche Börse announced changes to its selection indices, which will become effective on 19 September 2016. The shares of S+T AG will be included in the TecDAX index and will replace the...
View ArticleNon-Gaussian analytic option pricing: a closed formula for the L\'evy-stable...
We establish an explicit pricing formula for a class of non-Gaussian models (the Levy-stable, or Log-Levy model with finite moments and stability parameter between 1 and 2) allowing a straightforward...
View ArticleMultivariate Mixed Tempered Stable Distribution. (arXiv:1609.00926v1 [q-fin.ST])
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting...
View ArticleDetermining Optimal Stop-Loss Thresholds via Bayesian Analysis of Drawdown...
Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the level of the stops is...
View ArticleUniversity Of Sri Jayawardenapura, Colombo, Joins CISI’s Worldwide...
The University of Sri Jayawardenapura (USJP), one of Sri Lanka’s largest state owned universities, has confirmed a partnership deal with the Chartered Institute for Securities & Investment (CISI)...
View ArticleIntercontinental Exchange Reports ICE & NYSE August 2016 Statistics
Intercontinental Exchange, Inc. (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today reported August 2016 trading volume and related...
View ArticleMoscow Exchange Indices Monthly Review: August 2016
In August, Moscow Exchange"s Indices reflected the positive trend on the Russian stock market. The MICEX Index was up 1.39% to 1,971.59 (from 1,944.62 on 29 July), while the dollar-denominated RTS...
View ArticleJonesTrading Names Andrew Volz As Head Of Prime Services
JonesTrading Institutional Services, LLC (“JonesTrading”) announced today that Andrew Volz has joined the firm in New York as a Managing Director, Head of Prime Services. In this role, Volz is...
View ArticleOpus Appoints CEO - Leading SaaS Compliance Platform Appoints Emanuele Conti...
Opus Global (“Opus”), the leading provider of SaaS-based compliance solutions, announced today the appointment of Emanuele “Manny” Conti as Chief Executive Officer. Conti brings more than 20 years of...
View ArticlePurdue/CME Group Ag Economy Barometer: Weak Crop Prices Lead To Sharp Decline...
After months of increases in producer sentiment toward the U.S. agricultural economy, the August reading of the Purdue/CME Group Ag Economy Barometer showed that declining commodity prices are weighing...
View ArticleEurope Entrapped
Today Europe finds itself in a crisis that casts a dark shadow over an entire generation. The seriousness of the crisis stems from one core political contradiction at the heart of the European project:...
View ArticleBM&FBOVESPA Becomes First Exchange To Join R3 Distributed Ledger Consortium
BM&FBOVESPA has joined financial innovation firm R3’s partnership to design and apply distributed and shared ledger-inspired technologies to global financial markets.read more...
View ArticlePalestine Securities Exchange (PEX) Profits Exceeds USD 162m In The First...
First half financial results showed that thirty nine of forty nine listed companies achieved a net profit of 165,522,201USD, the eight loss making companies recorded a total loss of (2,964,008 USD)....
View ArticleDeutsche Börse: New Brent Crude Oil ETC From BNP Paribas Launched On...
A new exchange traded commodity (ETC) issued by BNP Paribas Arbitrage Issuance B.V. has been tradable on Xetra and Börse Frankfurt since Tuesday.read more...
View ArticleDTCC And Senior Risk Managers Share Insights On Systemic Risks
Executives from The Depository Trust & Clearing Corporation (DTCC) joined more than 60 risk and operations professionals, representing approximately 30 DTCC clients, to discuss key issues related...
View ArticleThe European Financial Stability Facility (EFSF Raises €1 Billion In Tap...
The European Financial Stability Facility (EFSF) on Tuesday raised €1 billion in a tap of its 31 May 2047 bond, completing its funding needs for the third quarter of the year.read more...
View ArticlePEX Monthly Investor Newsletter-August 2016
Click here to download the July edition of the PEX Monthly Investor Newsletter.
View ArticleDO&CO Joins Austrian Leading Index ATX For The First Time
Today’s review of the composition and calculation parameters of Austrian stock indices – in accordance with the Index Rules – resulted in the adjustments set out below. All changes take effect on...
View ArticleCFTC Signs MOU with Two Mexican Authorities to Enhance Supervision of...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that CFTC Chairman Timothy Massad signed a Memorandum of Understanding (MOU) with the Comisión Nacional Bancaria y de Valores...
View ArticleCFTC Signs MOU With Two Mexican Authorities To Enhance Supervision Of...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that CFTC Chairman Timothy Massad signed a Memorandum of Understanding (MOU) with the Comisión Nacional Bancaria y de Valores (CNBV)...
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