The Problem of Calibrating a Simple Agent-Based Model of High-Frequency...
Agent-based models, particularly those applied to financial markets, demonstrate the ability to produce realistic, simulated system dynamics, comparable to those observed in empirical investigations....
View ArticleThe Zero-Coupon Rate Model for Derivatives Pricing. (arXiv:1606.01343v1...
The aim of this paper is to present a dual-term structure model of interest rate derivatives in order to solve the two hardest problems in financial modeling: the exact volatility calibration of the...
View ArticleA data driven network approach to rank countries production diversity and...
The easy access to large data sets has allowed for leveraging methodology in network physics and complexity science to disentangle patterns and processes directly from the data, leading to key insights...
View ArticleNasdaq May 2016 Volumes
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for May 2016, on its investor relations website. read more...
View ArticleSix Issues To Be Focused On By Shenzhen Stock Exchange In Annual Report Auditing
This year, SZSE is stepping up efforts in regulation and supervision, and has expanded the scope of disclosure of the letters of inquiry regarding annual reports so as to increase the publicity of the...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Loses Steam...
Consumer confidence fell in May following two consecutive months of growth, led by less optimistic expectations for future business conditions.read more...
View ArticleShenzhen Stock Exchange New Generation Trading System Goes On Line
June 6, 2016 marks the first trading day of the official commissioning of Shenzhen Stock Exchange's (SZSE) new generation trading system which went through four-week trial run. To this, SZSE held a...
View ArticleTaiwan Futures Exchange Monthly Newsletter - June 2016
TAIFEX will hold its annual shareholders’ meeting at 2:00pm on Friday June 24, 2016. The meeting will be convened in TAIFEX auditorium on the 6th floor, at 100 Roosevelt Rd., Sec. 2, Taipei.read more...
View ArticleInteractive Dataâs APEX® Now Available Via Asset...
Interactive Data, a subsidiary of Intercontinental Exchange (NYSE: ICE), and a leading provider of trusted, mission-critical information for over 10 million financial instruments announced that its...
View ArticleCME Group's Terry Duffy To Appear At A Joint Hearing Of The Illinois Senate...
CME Group Executive Chairman and President Terry Duffy will appear before a joint hearing of the Illinois Senate and House Revenue Committees today to discuss how imposing a proposed tax on financial...
View ArticleFormer LME Honcho Moots Rival Venue
Martin Abbott, former CEO of the London Metal Exchange, which was bought by the HKEX four years ago, is considering setting-up a competing trading platform.
View ArticleCFTC Charges Three Men And Their Florida-Based Berkley Companies With $2.7...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that on May 31, 2016, it filed a civil enforcement action in the U.S. District Court for the Southern District of Florida charging...
View ArticleIpreo Private Capital Markets Releases New Private Portfolio Valuation...
Ipreo Private Capital Markets today announced the release of iVAL™, a cloud-based valuation solution that integrates data sources, valuation models, and reporting tools into a single platform and...
View ArticleUK's Financial Conduct Authority: Temporary Restriction In Short Selling -...
The Financial Conduct Authority (FCA) notifies that it temporarily prohibits short selling in the following instrument under Articles 23 (1) and 26 (4) of Regulation (EU) No 236/2012 of the European...
View ArticleIrish Stock Exchange Statistics - May 2016
May 2016 overall market statistics reportread more...
View ArticleMoscow Exchange: Risk Parameters For New Bonds
New bonds will be accepted to margin trading starting from April 22, 2016. From this date on, the following risk parameters will be applied:read more...
View ArticleCME: Ag Barometer: Producer Sentiment Falls Slightly In May
After a surge in economic sentiment in April, agricultural producers said they were slightly less optimistic in May, according to the latest survey results from the Purdue/CME Group Ag Economy...
View ArticleOpening Remarks By SEC Chair Mary Jo White At The Investor Advisory Committee...
Good morning and welcome to all attending by telephone today. I understand that this special telephonic meeting may be the last for the Committee as presently constituted. The new membership will be...
View ArticleDeutsche Börse Cash Market: World's First Turkish Bond Index ETF...
The world's first Turkish bond index ETF, issued by LAM ZyFin Global Markets, has been tradable on Xetra and Börse Frankfurt since Tuesday.read more...
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