Gated Neural Networks for Option Pricing: Rationality by Design....
We propose a neural network approach to price EU call options that significantly outperforms some existing pricing models and comes with guarantees that its predictions are economically reasonable. To...
View ArticleNew HKEX Group Website Launches
Hong Kong Exchanges and Clearing Limited (HKEX) released a revamped version of its Group website on the weekend featuring a suite of new features designed to improve functionality and make information...
View ArticleDalian Commodity Exchange: Notice On Adjustments To Minimum Trading Margin,...
According to Clause 9 of the “Measures of Dalian Commodity Exchange for Risk Management”, it has been decided upon discussion that DCE would make the following adjustments to the trading margin and...
View ArticleThe Saudi Stock Exchange Company (TADAWUL) Announces The Publication Of...
The Saudi Stock Exchange Company (TADAWUL) announces that it has dedicated a page for the updates related to the restriction periods on trading for major shareholders, board of directors and senior...
View ArticleDalian Commodity Exchange Sets Extended Delivery Warehouse Areas For Corn...
On September 9, Dalian Commodity Exchange (DCE) issued the “Notice on Yingkou Port Group Co., Ltd. Setting Extended Warehouse Areas for Corn Futures”, announcing to set the extended warehouse areas at...
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Aligned to Achieve: How to Unite Your Sales and Marketing Teams into a Single...
A smart, practical guide to rocket-powered business growth Read More...
View ArticleStrongly Consistent Multivariate Conditional Risk Measures....
We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function...
View ArticleRisk-Consistent Conditional Systemic Risk Measures. (arXiv:1609.07897v1...
We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed...
View ArticleShort Maturity Asian Options in Local Volatility Models. (arXiv:1609.07559v1...
We present a rigorous study of the short maturity asymptotics for Asian options with continuous-time averaging, under the assumption that the underlying asset follows a local volatility model. The...
View ArticleDiscrete Sums of Geometric Brownian Motions, Annuities and Asian Options....
The discrete sum of geometric Brownian motions plays an important role in modeling stochastic annuities in insurance. It also plays a pivotal role in the pricing of Asian options in mathematical...
View ArticleBGC Partners' Third Quarter 2016 Financial Results Announcement To Be Issued...
BGC Partners, Inc. (NASDAQ: BGCP) ("BGC Partners," "BGC," or the "Company"), a leading global brokerage company servicing the financial and real estate markets, today announced that it plans to issue...
View ArticleNYSE, NYSE ARCA And NYSE MKT Short Interest Reports
NYSE today reported short interest as of the close of business on the settlement date of September 15, 2016.read more...
View ArticleNasdaq Announces Mid-Month Open Short Interest Positions In Nasdaq Stocks As...
At the end of the settlement date of September 15, 2016, short interest in 2,320 Nasdaq Global MarketSM securities totaled 7,538,279,223 shares compared with 7,371,196,258 shares in 2,329...
View ArticleSIFMA President And CEO Kenneth E. Bentsen, Jr. Opening Remarks At The 2016...
SIFMA President and CEO Kenneth E. Bentsen, Jr. opening remarks Monday, September 26 for the 2016 SIFMA Annual Meeting: The Capital Markets Conference with introductions for the One-on-One Conversation...
View ArticleNew York Attorney General Eric T. Schneiderman Announces Katherine Milgram As...
Attorney General Eric T. Schneiderman today announced the appointment of Katherine C. Milgram as the new Chief of the Attorney General’s Investor Protection Bureau, a part of the Division of Economic...
View ArticleShenzhen Stock Exchange Market Bulletin 26 September, 2016, Issue 33
The National Association of Financial Market Institutional Investors (NAFMII) published credit default swaps (CDS) rules on September 24, which supervises the issuance of commercial paper and some...
View ArticleMamdooh AlSedairy Appointed As A CEO Of Securities Depository Center Company
The Securities Depository Center Board of Directors has approved the appointment of Mr. Mamdooh Saud AlSedairy as a Chief Executive Officer of the Company effective 27/09/2016. Mamdooh has led several...
View ArticleJapan's Financial Services Agency: The Third Meeting Of The Panel Of Experts...
The Panel of Experts on FinTech Start-ups will hold its third meeting on October 5th, 2016 as follows.read more...
View ArticleCyprus Stock Exchange Monthly Bulletin - August 2016
Click here to download the August 2016 monthly bulletin of the Cyprus Stock Exchange.
View ArticleChina Construction Bank, Zurich Branch, Appoints SIX Securities Services As...
SIX Securities Services is to provide Swiss Franc and Euro interbank Clearing, Global Custody and Repo Trading Services.read more...
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