Fake Brownian motion and calibration of a Regime Switching Local Volatility...
By Gyongy's theorem, a local and stochastic volatility model is calibrated to the market prices of all call options with positive maturities and strikes if its local volatility function is equal to the...
View ArticleStock Market Insider Trading in Continuous Time with Imperfect Dynamic...
This paper studies the equilibrium pricing of asset shares in the presence of dynamic private information. The market consists of a risk-neutral informed agent who observes the firm value, noise...
View ArticleClosure Of Bursa Malaysia In Conjunction With Hari Raya Aidil Fitri Holidays
In conjunction with the Hari Raya Aidil Fitri holidays, Bursa Malaysia Berhad (“Bursa Malaysia” or “the Exchange”) and its subsidiaries will be closed on the following dates:read more...
View ArticleDGCX Scales New Volume Records Amidst Global Market Volatility
As uncertainty over Brexit vote and its after effects on the global markets continue to unfold, trading volumes on the Dubai Gold & Commodities Exchange (DGCX) recorded an all-time high, exceeding...
View ArticleBörse Berlin: Turnover In The First Half Of The Year Reaches...
Börse Berlin’s Market places, Xontro and Equiduct, achieved a combined turnover of 30.7 billion and trades reached 5.1 million. read more...
View ArticleDGCX Announces Listing Of Dubai India Crude Oil Quanto Futures (DICO) -...
DGCX listed the Dubai India Crude Oil Quanto Futures (DICO) on July 1. The key benefit of this product is that it allows participants to trade in a Crude Oil futures benchmark referencing the Indian...
View ArticleBoerse Stuttgart Order Books Record Turnover Of Around EUR 7.8 Billion For...
Based on the order book statistics, turnover at Boerse Stuttgart in June 2016 was around EUR 7.8 billion, the highest figure since August of last year and around 40 percent up on the total for May. The...
View ArticleSGX Launches Independent Research Paper On Retail Sector
Singapore Exchange (SGX) launched an independent research report covering the retail sector in four ASEAN countries (Singapore, Indonesia, Malaysia and Thailand). This is part of SGX’s on-going efforts...
View ArticleBitcoin Transactions Values To Triple this Year - Reaching Over USD92Bn, As...
A new study from Juniper Research has found that the total value of Bitcoin transactions is expected to exceed $92 billion this year, up from less than $27 billion in 2015. The research found that...
View ArticleJohannesburg Stock Exchange: Poor Financial Literacy Holds Back Many South...
Encouraging a savings culture in South Africa is one of the key goals set out by the National Treasury, and it has put in place many measures to make it easier for citizens to save. However, the...
View ArticleEPEX SPOT Power Trading Results Of June 2016: French And Swiss Power Markets...
In June 2016, a total volume of 43 TWh was traded on EPEX SPOT’s Day-Ahead and Intraday power markets (June 2015: 45.7 TWh).read more...
View ArticleTokyo Stock Exchange: Publication Of Abstract Of The "Final Report Of...
In July 2015, the "Working Group on Shortening Stock Settlement Cycle" (hereinafter referred to as "WG") was established, with Japan Securities Dealers Association, Tokyo Stock Exchange, Inc. and Japan...
View ArticleInternational Baccalaureate Collaborates With Investment Industry To Offer...
The International Baccalaureate (IB) has launched a brand new package in the UK for students aged 16 - 18 who want to gain practical experience of the finance sector in their final two years of...
View ArticleVTB Capital Tops Dealogic League Tables
VTB Capital was ranked first in Dealogic League Tables in the DCM Bookrunner and M&A Advisor categories across Russia and CIS in 1H 2016. According to Dealogic data VTB Capital took first place by...
View ArticleAustrian Stock Market Moves In Line With Europe
(Vienna) The first half-year of 2016 on the Vienna Stock Exchange was an eventful one. After the increase in trading volumes in the first three months of the year, in April and May prices declined...
View ArticleShenzhen Stock Exchange Releases Memo Of Media Conference On Major Assets...
Recently, Shenzhen Stock Exchange (SZSE) developed and released the "Memorandum of Media Conference on Major Assets Restructuring", clearly setting forth the circumstance, method and information...
View ArticleRecommended All-Share Merger Between London Stock Exchange Group Plc And...
At the Court Meeting and the London Stock Exchange Group plc ("LSEG") General Meeting held earlier today in connection with the recommended all-share merger between LSEG and Deutsche Börse AG...
View ArticleShanghai Stock Exchange Party School Unveiled To Celebrate 95th Birthday Of...
On July 1, the Party School of the Shanghai Stock Exchange (SSE) was founded with its online version and App both released to celebrate the 95th birthday of the CPC. Delivering speeches at the founding...
View ArticleMonetary Versus Macroprudential Policies: Causal Impacts of Interest Rates...
We have entered a world of conjoined monetary and macroprudential policies. But can they function smoothly in tandem, and with what effects? Since this policy cocktail has not been seen for decades,...
View ArticlePrices versus Quantities with Policy Updating -- by William A. Pizer, Brian...
This paper considers how policy updates and trading of regulated quantities over time changes the traditional comparative advantage of prices versus quantities. Quantity regulation that can be traded...
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