Endogenous Formation of Limit Order Books: Dynamics Between Trades....
In this talk, we present a continuous time extension of the framework for modeling market microstructure, developed in our previous work. We use this extension to model the shape and dynamics of the...
View ArticleA unified approach to mortality modelling using state-space framework:...
This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such...
View ArticleCFTCâs Division Of Clearing And Risk Issues No-Action Letter For...
The U.S. Commodity Futures Trading Commission’s (CFTC) Division of Clearing and Risk (DCR) today issued a time-limited no-action letter stating that DCR will not recommend that the CFTC take...
View ArticleBOX Options Exchange: Changes To The BOX Fee Schedule
Click here to download details of changes to the BOX fee schedule.
View ArticleStatement Of CFTC Chairman Timothy Massad On No-Action Letter Shanghai...
I am pleased that CFTC staff has granted important no-action relief to Shanghai Clearing House. As of today, Shanghai Clearing House will be allowed to temporarily clear certain swaps that are subject...
View ArticleSEC Halts Ponzi Scheme Aimed At Middle Class
The Securities and Exchange Commission has charged two California men and their investment firm with operating a Ponzi scheme as they purported to specialize in serving middle-class investors and...
View ArticleDalian Commodity Exchange: Plastics Futures To Contribute To Structural...
On May 26, Dalian Commodity Exchange (DCE) joined hands with China Petroleum and Chemical Industry Federation (CPCIF) and China National Light Industry Council (CNLIC) to host the “China Plastics...
View ArticleCalPERS Comments On Federal Sentencing Of Former CEO Fred Buenrostro
The California Public Employees' Retirement System (CalPERS) today issued the following statements on the sentencing of its former Chief Executive Officer (CEO), Fred Buenrostro, in federal court in...
View ArticleCalPERS Comments On Federal Sentencing Of Former CEO Fred Buenrostro
The California Public Employees' Retirement System (CalPERS) today issued the following statements on the sentencing of its former Chief Executive Officer (CEO), Fred Buenrostro, in federal court in...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Dubai Crude Oil For May...
Final settlement price of Dubai Crude Oil for May 2016 contract is 30,380 yen.read more...
View ArticleMNI China Car Purchase Indicator: Chinese Car Buying Sentiment Slips - Plans...
The continued recovery in oil prices and heightened uncertainty about the economy left Chinese consumer sentiment towards the car market lower in May, relinquishing all of the gains notched in the...
View ArticleCyprus Stock Exchange Bulletin For April 2016
On the last trading session of April 2016 the General Index reached 66,97 points, representinga relative decrease of 0,79% from the previous month. The value of shares traded exhibited a decrease of...
View ArticleSETL Launches Blockchain-Powered OpenCSD Platform - SETL OpenCSD Enables...
SETL, the institutional payment and settlement infrastructure based on blockchain technology, has today announced the launch of its blockchain-powered OpenCSD platform. The OpenCSD platform, SETL’s...
View ArticleDriven By Demand For Independent Algorithmic Trading At SIX Swiss Exchange...
itarle AG (itarle), a leading provider of multi asset algorithmic trading and analytics services for the sell-side, today announced it has established an algorithmic trading service bureau at the...
View ArticleThomson Reuters Launches 2pm WM/Reuters FX Benchmark For Corporates Valuing...
Thomson Reuters today launches the WM/Reuters 2pm CET benchmark, a new FX benchmark service designed for corporates looking to value, hedge and settle cross-border transactions. The Thomson Reuters 2pm...
View ArticleCyber Security Vulnerabilities Of FTSE 100 Companies Exposed - Threat...
Anomali, provider of market-leading threat intelligence platforms, has today revealed the prevalence of suspicious brand spoofing and mass compromised credential exposures of the Financial Times Stock...
View Article01Jun/The Collateral Trap
Active wholesale financial markets help reallocate deposits across heterogeneous banks. Because of incentive problems, these flows are constrained and collateral is needed. Both the volume, the value,...
View ArticleBritish Success And Innovation Prove Attractive To Investors Joining Zenos...
British sports car brand Zenos has attracted a broad range of investors, since launching an equity crowdfunding campaign earlier this month. Investors have been drawn to the brand’s British identity...
View ArticleKuwaitâs Boubyan Bank Rings Market-Opening Bell To Celebrate Listing Of...
Mr. Adel Abdulwahab AlMajed, Vice Chairman and CEO of Kuwait-based Boubyan Bank, rang the market-opening bell today to celebrate the listing on Nasdaq Dubai of the bank’s first ever Sukuk issuance,...
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