Japan's Financial Services Agency: Publication Of The Report By The...
The “Task Force on Fair Disclosure Rule” of the “Working Group on Financial Markets” of the Financial System Council (chairman Etsuro KURONUMA, Professor, Waseda Law School) has discussed and...
View ArticleSaudi Arabia's Capital Market Authority Participates In IOSCO Board Meeting...
CMA participated in the meeting of the Board of Directors of the International Organization of Securities Commissions (IOSCO) held on 25-26 of Jumada II, 1438 H. corresponding to 22-23 of February,...
View ArticleJapan Exchange Group: Decision On Terms And Conditions For Issuance Of...
Today, Japan Exchange Group, Inc. decided on the terms and conditions of its corporate bonds to be issued based on the resolution of its Board of Directors meeting held on January 30, 2017. The terms...
View ArticleLSEG Plc Preliminary Results For The Year Ended 31 December 2016
Unless stated otherwise, all figures in the highlights below refer to continuing operations1 for 12 months to 31 December 2016 and comparisons with the prior 12 month period on the same basis.read more...
View ArticleThomson Reuters Lipper: Central Provident Fund Investment Scheme-Included...
Thomson Reuters Lipper today announced its findings on the performance of all unit trusts and investment-linked insurance products (ILPs) that are included under the Central Provident Fund Investment...
View ArticleThe Efficient Markets Hypothesis Does Not Hold When Securities Valuation Is...
The Efficient Markets Hypothesis Does Not Hold When Securities Valuation Is Computationally Hard https://t.co/yn275qbneI â Quant News (@QuantNews_com) March 3,â¦
View ArticleAssessing state aid in the beautiful game
Assessing state aid in the beautiful game https://t.co/rWRi1asy0O â Oxera Consulting LLP (@OxeraConsulting) March 3, 2017
View ArticleBanks paid $321 billion in fines since financial crisis: BCG
Banks across the world have paid about $321 billion in fines since the 2007-2008 financial crisis https://t.co/zZHJxHB8EY â moneyscience (@moneyscience) Marchâ¦
View ArticleCall for Papers - Agent-based modelling and complexity economics
Editor: Mauro Gallegati, Università Politecnica delle Marche, Ancona, Italy, Alberto Russo, Università Politecnica delle Marche, Ancona, Italyread more...
View ArticleClearstream And Chinese CSD Cooperate On Chinese Bond Market
The China Central Depository and Clearing Company (CCDC) and Clearstream Banking S.A. have entered a partnership. Today’s signing of a Memorandum of Understanding (MoU) marks the official launch of the...
View ArticleLjubljana Stock Exchange Monthly Statistical Report February 2017
Click here to download Ljubljana Stock Exchange's monthly statistical report for February 2017.
View ArticleEuronext Announces Volumes For February 2017
Euronext, the leading pan-European exchange in the Eurozone, today announced trading volumes for February 2017.read more...
View ArticleâHarrowing The Ploughed Fieldâ â Refining The Standardised...
Speech given by Martin Stewart, the Bank’s Director of Banks, Building Societies and Credit Unions, at the British Bankers’ Association conference: The Challenger and Specialist Banks Landscape in the...
View ArticleEuronext Invests In Algomi And Expands Joint Venture Globally
Euronext today announces the global expansion of its Joint Venture and a $10 million investment in a minority stake in leading fixed income technology provider, Algomi. This strategic investment, which...
View ArticleAI is the New Black
Enterprise AI is coming of age and cognitive computing is now actively improving business processes and strategies. https://t.co/lHajEEgFsO â Financialâ¦
View ArticleNZX Shareholder Metrics February 2017
Please see attached NZX Shareholder Metrics for February 2017.read more...
View Article*K-means and Cluster Models for Cancer Signatures. (arXiv:1703.00703v1...
We present *K-means clustering algorithm and source code by expanding statistical clustering methods applied in https://ssrn.com/abstract=2802753 to quantitative finance. *K-means is essentially...
View ArticleModel Spaces for Risk Measures. (arXiv:1703.01137v1 [q-fin.RM])
We show how risk measures originally defined in a model free framework in terms of acceptance sets and reference assets imply a meaningful underlying probability structure. Hereafter we construct a...
View ArticleMoment generating functions and Normalized implied volatilities: unification...
We extend the model-free formula of [Fukasawa 2012] for $\mathbb E[\Psi(X_T)]$, where $X_T=\log S_T/F$ is the log-price of an asset, to functions $\Psi$ of exponential growth. The resulting integral...
View ArticlePricing of Mexican Interest Rate Swaps in Presence of Multiple Collateral...
The financial crisis of 2007/08 caused catastrophic consequences and brought a bunch of changes around the world. Interest rates that were known to follow or behave similarly of each other diverged....
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