Low-traffic limit and first-passage times for a simple model of the...
We consider a simplified model of the continuous double auction where prices are integers varying from $1$ to $N$ with limit orders and market orders, but quantity per order limited to a single share....
View ArticleDeterministic Income with Deterministic and Stochastic Interest Rates....
We consider an individual or household endowed with an initial capital and an income, modeled as a deterministic process with a continuous drift rate. At first, we model the discounting rate as the...
View ArticleOn the properties of the Lambda value at risk: robustness, elicitability and...
Recently, financial industry and regulators have enhanced the debate on the good properties of a risk measure. A fundamental issue is the evaluation of the quality of a risk estimation. On one hand a...
View ArticleKeynote Address At The SEC-Rock Center For Corporate Governance-...
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View ArticleTokyo Commodity Exchange: Final Settlement Price Of Dubai Crude Oil For March...
Final settlement price of Dubai Crude Oil for March 2016 contract is 24,980 yen.read more...
View ArticleQatar Stock Exchange Listed Companies Reported Qr 43.9 Billion Net Profits...
With the end of disclosure period for the 12 months ended December 31, 2015, forty two companies out of the forty three listed companies at Qatar Stock Exchange (QSE) have disclosed their financial...
View ArticleASIC Remakes Instruments On Electronic And Dual Lodgement Of Financial Reports
ASIC has today released a revised legislative instrument dealing with dual lodgement and electronic lodgement of directors’ reports, financial reports and auditor’s reports (reports). The instrument,...
View ArticleNew FinTech Office: A One-Stop Platform To Promote Singapore As A FinTech Hub
The Monetary Authority of Singapore (MAS) and the National Research Foundation (NRF) announced today that a FinTech Office will be set up on 3 May 2016 to serve as a one-stop virtual entity for all...
View ArticleOslo Børs To List Derivatives On Bakkafrost And Frontline
From 4 April options, forwards and futures will be listed on Bakkafrost og Frontline as the underlying shares.read more...
View ArticleWealth and Capital Markets » Being smart with artificial...
via@Celent_Research: Being smart with artificial intelligence in capital markets https://t.co/QQoxWimZ7S â moneyscience (@moneyscience) March 31, 2016
View ArticleMalawi Stock Exchange Weekly Trading Report - 01 April, 2016
Click here to download here to download Malawi Stock Exchange's weekly trading report for the week ending 1st April.
View ArticleJapan's Financial Services Agency: Establishment Of The Global Financial...
The Financial Services Agency of Japan (“FSA”) established the the Global Financial Partnership Center (“GLOPAC”), as a successor organization of the Asian Financial Partnership Center (“AFPAC”)...
View ArticleMoscow Exchange: MICEX10 Index Revised
As from 4 April 2016, constituents of the MICEX 10 Index will remain unchanged following the conclusion of its regular quarterly review.
View ArticleNASDAQ OMX Nordic Trading Statistics March 2016
Nasdaq (Nasdaq:NDAQ) today publishes monthly trade statistics for the Nordic[1] and Baltic[2] markets. Below follows a summary of the statistics for March 2016:read more...
View ArticleEPEX SPOT Power Trading Results Of March 2016: UK And France Push Power Spot...
In March 2016, a total volume of 48.1 TWh was traded on EPEX SPOT Day-Ahead and Intraday power markets (March 2015: 46.8 TWh).read more...
View ArticlePEGAS Volumes Increase 45% Year-On-Year
The pan-European gas trading platform PEGAS registered a total volume of 133.1 TWh in March 2016, exceeding the volume traded last year by 45% (March 2015: 91.9 TWh). The increase was driven by volume...
View ArticleThe Seven Countries Most Vulnerable To A Debt Crisis
For decades, some of the most important data about market economies was simply unavailable: the level of private debt. You could get government debt data easily, but (with the outstanding exception of...
View ArticleUK Start-up Pilots Blockchain Powered Trading Platform â First...
A London-based consortium comprising hedge fund investors, former exchange executives and fintech entrepreneurs have funded the development of a new platform that they say will democratise trading and...
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