HKEX Invites Views On Proposed Revision To Stock Option Position Limit Model
Hong Kong Exchanges and Clearing Limited (HKEX) published a consultation paper today (Friday) on a proposed revision of the stock option position limit (SOPL) model for its derivatives market.read more...
View ArticleThomson Reuters Signs Women In Finance Charter And Shares Commitments To...
Thomson Reuters today signed The Women in Finance Charter, a pledge for gender balance across the UK financial services industry. As the first signatory outside the banking sector, Thomson Reuters has...
View ArticleCHAIN-FINANCE To Assess Potential Blockchain Disruption Of Global Insurance...
CHAIN-FINANCE, a provider of news, research & events on blockchain technologies for global financial services, today announced that its next "Blockchain in Finance" seminar will assess how...
View ArticleQ1 2016: Bonds Quarterly Statistics - The Latest Issue Of The "Bonds...
SIX Swiss Exchange today published the latest edition of its "Bonds Quarterly Statistics[pdf]". Turnover in the CHF bonds segment amounted to CHF 37.2 billion in the first quarter, an increase of 11%...
View ArticleTrading on Sentiment: The Power of Minds Over Markets
In his debut book on trading psychology, Inside the Investor’s Brain, RichÂard Peterson demonstrated how managing emotions helps top investors outperform. Now, in Trading on Sentiment, he takes you...
View ArticlePositive Psychology and Change: How Leadership, Collaboration, and...
Positive Psychology and Change explores how areas of positive psychology such as strengths, flow, and psychological capital can be applied to the everyday challenges of leading a dynamic and adaptive...
View ArticleLiquidity Risk Management: A Practitioner's Perspective
Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the curtain on a...
View ArticleBM&FBOVESPA Announces Market Makers For The DI x IPCA Spread Futures...
BM&FBOVESPA hereby announces the institutions registered for Market Maker activity in the DI x IPCA Spread Futures Contract (DAP). Itaú Unibanco S.A. and Banco Santander (Brazil) S.A. are the...
View ArticleSEC Enforcement Director Statement On Jury Finding That CEO Defrauded...
“We are pleased with the jury’s finding that Stephen Ferrone defrauded Immunosyn’s investors with misleading statements in the company’s filings and press releases and his own speeches and interviews....
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DFM Company Posts Net Profit Of AED 86 Million During The First Quarter Of 2016
Dubai Financial Market Company (PJSC) today announced its financial results for the first quarter of the year ending 31 March 2016, reporting a net profit of AED 86 Million, a 27% increase compared to...
View ArticleThe Saudi Stock Exchange Performance Report - April 2016
At the end of April 2016 Tadawul All Share Index (TASI) closed at 6,805.84 points, increased by 582.71 points 9.36% over the close of the previous month. Highest close level for the index during the...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 28 April 2016 amounted to SAR 39.67 billion, increasing by 32.93% over the previous week; while total stock market capitalization reached SAR...
View ArticleQatar Stock Exchange Listed Companies Reported QR 10.8 Billion Net Profits...
With the end of disclosure period for the First quarter of 2016, forty two listed companies at Qatar Stock Exchange (QSE) have disclosed their financial statements results for the three month period...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Monthly Stock...
The total value of shares traded for the month ending 28 April 2016 amounted to SAR 117.61 billion, decreasing by 10.36% over the previous month; while total stock market capitalization reached SAR...
View ArticleThe puzzle that just isn't. (arXiv:1604.08895v1 [q-fin.EC])
In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation...
View ArticleA new structural stochastic volatility model of asset pricing and its...
Building on a prominent agent-based model, we present a new structural stochastic volatility asset pricing model of fundamentalists vs. chartists where the prices are determined based on excess demand....
View ArticlePricing Bermudan options under local L\'evy models with default....
We consider a defaultable asset whose risk-neutral pricing dynamics are described by an exponential L\'evy-type martingale. This class of models allows for a local volatility, local default intensity...
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