Option Pricing under Heston Stochastic Volatility Model using Discontinuous...
We consider interior penalty discontinuous Galerkin finite element (dGFEM) method for variable coefficient diffusion-convection-reaction equation to discretize the Heston PDE for the numerical pricing...
View ArticleAn agent behavior based model for diffusion price processes with application...
We present an agent behavior based microscopic model for diffusion price processes. As such we provide a model not only containing a convenient framework for describing socio-economic behavior, but...
View ArticleA Neural Network Approach to Efficient Valuation of Large Portfolios of...
Managing and hedging the risks associated with Variable Annuity (VA) products require intraday valuation of key risk metrics for these products. The complex structure of VA products and computational...
View ArticleâFocusing The Lens Of Disclosure To Set The Path Forward On Board...
Thank you, Anne [Sheehan] for that generous introduction, for your leadership on the SEC’s Investor Advisory Committee and, most importantly, for championing the interests of investors for so many...
View ArticleShenzhen Stock Exchange Market Bulletin 27 June, 2016, Issue 21
PBOC governor Zhou Xiaochuan said on June 24 that China would continue to promote an exchange rate mechanism which meets higher standards of market economy in the next stage.In this regard, China will...
View ArticleJPX Published An English Version Of JPX Working Papers, Vol.12 âThe...
JPX Working Papers highlight research and studies on changes in the market and regulatory environment with the aim of raising competitiveness. Conducted by officers and employees of JPX, its...
View ArticleASIC: Macquarie Securities (Australia) Limited Pays $120,000 Infringement...
Macquarie Securities (Australia) Limited (“Macquarie Securities”) has paid a total pecuniary penalty of $120,000 to comply with an infringement notice given to it by the Markets Disciplinary Panel...
View ArticleJapan Exchange Group: Online News Program "JPX MARKETS TODAY"...
Japan Exchange Group, Inc. (JPX) is pleased to announce that our online news program, JPX MARKETS TODAY, began broadcasting on Thomson Reuters (INSIDER). The program launched on YouTube® on October 1,...
View ArticleSGX Welcomes Top Glove to Mainboard
Singapore Exchange (SGX) today welcomed the secondary listing of Top Glove on its Mainboard, under the stock code “BVA”. read more...
View ArticleNouriel Roubini: Limited Risk Of Global Recession And Financial Crisis
Risk of the world falling into a recession and financial crisis is limited in the aftermath of UK’s decision to leave the European Union, concluded Nouriel Roubini, Professor of Economics and...
View ArticleCategory mistake - RationalWiki
Blaming UK problems on #EU was a Category Error (https://t.co/FKSXVYZWwJ) the Leave Campaign shamelessly exploited https://t.co/h7Q4B4o5t9 â moneyscienceâ¦
View ArticleTaiwan Stock Exchange and Bursa Malaysia Sign MoU To Jointly Study Potential...
The Taiwan Stock Exchange Corporation (TWSE) and Bursa Malaysia Berhad (Bursa Malaysia) just signed the second Memorandum of Understanding (MoU) to undertake a joint study to explore capital market...
View ArticleCyprus Stock Exchange Monthly Bulletin May 2016
Click here to download the May monthly bulletin of Cyprus Stock Exchange.read more...
View ArticleHKEX: Special Intra-day Margin Call In Respect Of The HKSAR Establishment Day
The Traded Options Market will be closed for business on 1 July 2016. In order to assure that safeguards are in place against potential market risk that may arise during the aforesaid period when some...
View ArticleTraiana Sees Threefold Growth On Harmony Equity Swap Service - Allocation...
Traiana, the leading provider of pre-trade risk and post-trade processing solutions, has seen a threefold growth in allocation volumes via its Harmony Equity Swaps service as clients embrace the...
View ArticleHKEX: Mandatory Intra-Day Variation Adjustment Call In Respect Of The HKSAR...
All markets operated by the Hong Kong Futures Exchange will be closed for business on 1 July 2016. In order to assure that safeguards are in place against potential market risks that may arise during...
View ArticleSGX And Baltic Exchange Extend Period Of Exclusive Discussions
Singapore Exchange (SGX) has agreed with the Baltic Exchange Limited (Baltic Exchange) to extend the period of exclusive discussions regarding a cash offer for 100% of the share capital of the Baltic...
View Article28Jun/Implementation monitoring of PFMI: Third update to Level 1 assessment...
This report provides jurisdictions' updated self-assessments of their progress towards adopting the legislation, regulations and other policies that will enable them to implement the 24 Principles for...
View Article28Jun/Implementation monitoring of the PFMI: Third update to Level 1...
Press release about the release of the "Implementation monitoring of the PFMI: Third update to Level 1 assessment report" by CPMI and IOSCO, 28 June 2016
View ArticleESM/EFSF Investor Newsletter No. 20 - June 2016
Last week, the UK people voted to leave the European Union. It is a regrettable decision, but one that has to be respected. What is important to point out here is that the direct consequences for the...
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