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...
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New Report Explores The Future Of The Insurance Industry Post-Brexit
Today Long Finance published a report called "The Quiet Insurer: Mobility of The 'Other' Financial Service". On Monday 11 July at 9am, Long Finance will present the report's findings and hold a...
View ArticleEEX: E.ON Kernkraft Becomes PreussenElektra
From July 1, E.ON is continuing its German nuclear energy activities under the company name PreussenElektra GmbH.read more...
View ArticleFederal Reserve Board Formalizes Previously Announced One-Year Conformance...
Formalizing its prior commitment to facilitate the orderly implementation of section 619 of the Dodd-Frank Act, commonly known as the Volcker Rule, the Federal Reserve Board on Thursday announced that...
View ArticleAviva Investors Join Over 50 Investment Managers On Irish Stock...
Aviva Investors have become the third investment manager this week to host their fund data on the Irish Stock Exchange’s (ISE) web-based fund information portal, ISE FundHub, joining Calamos...
View ArticleEnertime Lists On Alternext To Accelerate Commercial Deployment -...
EnterNext, the Euronext subsidiary dedicated to promoting and growing the market for small and medium-sized companies (SMEs), today welcomed Enertime, an innovative company specialising in energy...
View ArticleSIX Swiss Exchange: FinTech The Focus Of The Latest Edition Of "AHEAD"
The current edition of the "AHEAD" newsletter from SIX Swiss Exchange takes a look at examples of FinTech and at the biotech industry.read more...
View ArticleBank Of England, PRA, FCA And PSR Review Memorandum Of Understanding In...
The Bank of England, the Prudential Regulation Authority (PRA), the Financial Conduct Authority (FCA) and the Payment Systems Regulator (PSR) have reviewed the Memorandum of Understanding (MoU) that...
View ArticleUK's Financial Conduct Authority: Temporary Prohibition Of Short Selling -...
The Financial Conduct Authority (“FCA”) notifies that it temporarily prohibits short selling in the following instruments under Articles 23 (1) of Regulation (EU) No 236/2012 of the European Parliament...
View ArticleCanadian Securities Regulators Publish Consultation Paper On Margin And...
The Canadian Securities Administrators (CSA) today published for comment CSA Consultation Paper 95-401 Margin and Collateral Requirements for Non-Centrally Cleared Derivatives. The Consultation Paper...
View ArticleESMA Issues Opinions On Swedish Pension Scheme To Be Exempt From Central...
The European Securities and Markets Authority (ESMA) has today issued an opinion regarding the exemption of a Swedish pension scheme from the obligation to centrally clear OTC derivative contracts...
View ArticleCanadian Securities Regulators Propose Changes To Custody And Other...
The Canadian Securities Administrators (CSA) today published proposed amendments to National Instrument 31-103 Registration Requirements, Exemptions and Ongoing Registrant Obligations (NI 31-103) and...
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