VIDEO - OCC's Craig Donohue Talks To Lothian News About The U.S. Listed...
In advance of this week's U.S. options industry conference, OCC CEO Craig Donohue talks about the increased cost of capital and its impact on market participants, the importance of smarter regulation,...
View ArticleWMA And APFA Unveil Proposal To Create Trade Association For UK Investment...
The two leading UK trade associations in the investment management and financial advice sector, the WMAand APFA, are announcing their intention to merge, as they look to become a joined-up...
View ArticleWeekly Top 5 Papers â May 1st 2017
1. Rape-Adjacentâ: Imagining Legal Responses to Nonconsensual Condom Removal by Alexandra Brodsky (Yale Law School)read more...
View ArticleWeekly Top 5 Papers â May 8th 2017
1. Debt That Costs Less Than Nothing: Greece’s Unique Opportunity by Pablo Triana (ESADE Business School)read more...
View ArticleEBA Launches Public Consultation On Draft Standards On The Eligibility...
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View ArticleLondon Stock Exchange Group Plc Transaction In Own Shares
London Stock Exchange Group plc (the "Company") announces that it has purchased through Barclays Capital Securities Limited, in accordance with the authority granted by shareholders at the Company's...
View ArticleEBA: Consultation On RTS On Simplified Obligations
However, competent and resolution authorities may conclude that very small credit institutions meet the quantitative assessment solely on the basis of their assets size. Moreover, the draft RTS...
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ESMA Closed For Public Holiday Tuesday 9 May
ESMA is closed for public holiday on Tuesday 9 May.read more...
View ArticleISDA AGM Focuses On Push For Derivatives Market Efficiency
The steps that could be taken to make the derivatives market more efficient and less complex will be debated by senior regulators and market executives at ISDA’s 32nd annual general meeting (AGM) in...
View ArticleFIA's April 2017 SEF Tracker
Total trading volume on SEFs averaged $429.2 billion per day during the month of April, down 43.0% from the previous month and 5.2% from April 2016. The decrease in trading volume was driven mainly by...
View ArticleFrank Aldridge Appointed To NZX Board
NZX today announces the appointment of Frank Aldridge to its Board. Frank is currently the Managing Director of Craigs Investment Partners, which is partly owned by Deutsche Bank Group and is one of...
View ArticleLearning Strategies: Is Talking to Yourself Crazy or What?
Ulrich Boser has written an interesting piece for Harvard Business Review regarding learning strategies. Boser argues that our ability to learn new skills and assimilate large amounts of new...
View ArticleDuality for pathwise superhedging in continuous time. (arXiv:1705.02933v1...
We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem...
View ArticleUnspanned Stochastic Volatility in the Multi-factor CIR Model....
We provide necessary and sufficient conditions for a multi-factor Cox-Ingersoll-Ross (CIR) model to exhibit unspanned stochastic volatility (USV). We then construct a class of three-factor CIR models...
View ArticleAn equation for a time-dependent profit rate. (arXiv:1705.02559v1 [q-fin.EC])
Taking as a hypothesis a form of the labour theory of value, and $without$ $assuming$ $equilibrium$, we derive an equation that yields the profit-rate $\pi$ as a function of time. For a mature economy,...
View ArticleComputation of second order price sensitivities in depressed markets....
Risk management in financial derivative markets requires inevitably the calculation of the different price sensitivities. The literature contains an abundant amount of research works that have studied...
View ArticleAnticipated Backward SDEs with Jumps and quadratic-exponential growth...
In this paper, we study a class of Anticipated Backward Stochastic Differential Equations (ABSDE) with jumps. The solution of the ABSDE is a triple $(Y,Z,\psi)$ where $Y$ is a semimartingale, and...
View ArticleSGX Welcomes Waterland Futures As Derivatives Trading Member
Singapore Exchange (SGX) announced today that Waterland Futures Company Limited (WLF) has become a Trading Member in its derivatives market.read more...
View ArticleCBOE Holdings Reports First-Quarter 2017 Results - Reported Results Include...
First-Quarter 2017 Highlights read more...
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