A Numerical Method for Pricing Discrete Double Barrier Option by Legendre...
In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitoring date can be...
View ArticleMicrostructure under the Microscope: Tools to Survive and Thrive in The Age...
Market Microstructure is the investigation of the process and protocols that govern the exchange of assets with the objective of reducing frictions that can impede the transfer. In financial markets,...
View ArticleEx-post core, fine core and rational expectations equilibrium allocations....
This paper investigates the ex-post core and its relationships to the fine core and the set of rational expectations equilibrium allocations in an oligopolistic economy with asymmetric information, in...
View ArticleEmergence of world-stock-market network. (arXiv:1703.08781v1 [q-fin.ST])
In the age of globalization, it is natural that the stock market of each country is not independent form the other markets. In this case, collective behavior could be emerged form their dependency...
View ArticleGame-Theoretic Protection Against Networked SIS Epidemics by Human...
We study decentralized protection strategies by human decision-makers against Susceptible-Infected-Susceptible (SIS) epidemics on networks. Specifically, we examine the impact of behavioral...
View ArticleTowards a probability-free theory of continuous martingales....
Without probability theory, we define classes of supermartingales, martingales, and semimartingales in idealized financial markets with continuous price paths. This allows us to establish...
View ArticleRemarks Before The 27th International Institute For Securities Market Growth...
Thank you, Paul [Leder], for that warm introduction.read more...
View ArticleThe Number Of Shenzhen Listed Companies Distributing Cash Dividend Has Risen...
Under the guidance of the supervision department via multi-measures, the cash dividend distribution situation of Shenzhen listed companies has been improved continuously, with the proportion of cash...
View ArticleShanghai Futures Exchange: Notification On Schedule For Continuous Trading...
According to the rules on continuous trading, the Exchange further clarifies the detailed schedule for continuous trading hours during the Tomb-Sweeping Day Holiday as follows: read more...
View ArticleBorsa Istanbul: Periodic Review For The BIST-KYD Corporate Eurobond Indices...
In accordance with the article 3.3. of BIST-KYD Indices Ground Rules, periodic review for the BIST-KYD Corporate Eurobond Indices for the period April 2017 (April 3, 2017–April 28, 2017) has been...
View ArticleShanghai Futures Exchange: Notice On Market Risk Control During The...
According to the Announcement by the Exchange on Trading Schedule during Tomb-Sweeping Day Holiday for 2017, the Exchange’s futures markets will be closed from April 2 through April 4. According to the...
View ArticleUK's Financial Conduct Authority: Tesco To Pay Redress For Market Abuse
The Financial Conduct Authority (FCA) today announces that Tesco plc and Tesco Stores Limited (Tesco) have agreed that they committed market abuse in relation to a trading update published on 29 August...
View ArticleProgress report on banks' implementation of the principles for effective risk...
Press release about the Basel Committee issuing a progress report on banks' implementation of the principles for effective risk data aggregation and reporting (28 March 2017).
View ArticleProgress in adopting the "Principles for effective risk data aggregation...
The Basel Committee on Banking Supervision has today issued the progress report on banks' implementation of the principles for effective risk data aggregation and reporting (the Principles). The...
View ArticleGlobal Spend On Financial Market Data & News Topped $27 Billion In 2016...
Spend on market data, analysis and news has topped USD$27 billion for the first time according to Burton-Taylor International Consulting’s latest report published today. The findings show a 3.45%...
View ArticleThinkMarkets Cuts Latency On ThinkTrader Mobile App With Neumob Solution
ThinkMarkets a leading financial services provider of forex, CFDs and financial spread betting has enhanced its ThinkTrader mobile trading app through the implementation of Neumob’s SDK, an app...
View ArticleUK Parliament Lords Select Committee: Committees Disappointed By Government...
Baroness Verma and Lord Whitty, Chairmen of the EU External Affairs and Internal Market Sub-Committees, have sent a letter to Lord Bridges of Headley MBE, Parliamentary Under-Secretary of State,...
View ArticleMargrethe Vestager, EU Commissioner For Competition, To Hold Press Conference...
Margrethe Vestager, EU Commissioner for competition, will hold a press conference on Wednesday, 29th March, 2017, where she is expected to announce a decision on the London Stock Exchange Group,...
View ArticleJapan's Financial Services Agency: Amendment To The Letters Exchanged With...
1. On March 28th, 2017, the Financial Regulatory Commission of Mongolia (FRC) and the Financial Services Agency (FSA) agreed to amend the letters exchanged between them, concerning sharing of...
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