Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy...
We examine optimal quadratic hedging of barrier options in a discretely sampled exponential L\'{e}vy model that has been realistically calibrated to reflect the leptokurtic nature of equity returns....
View ArticleAsymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying...
In this paper, we study the portfolio optimization problem with general utility functions and when the return and volatility of underlying asset are slowly varying. An asymptotic optimal strategy is...
View ArticleFinancial contagion in investment funds. (arXiv:1603.03458v1 [q-fin.RM])
Many new models for measuring financial contagion have been presented recently. While these models have not been specified for investment funds directly, there are many similarities that could be...
View ArticleAmman Stock Exchangeâs Seventeenth General Assembly Meeting
The Amman Stock Exchange (ASE) will hold its seventeenth General Assembly Meeting on Thursday, March 24, 2016 at 2:00 pm. The meeting will be chaired by Mr. Marwan Al-Bataineh the Chairman of the ASE...
View ArticleTehran Stock Exchange New Year Holiday
Tehran Stock Exchange will be closed from Thursday, March 17 to Friday, March 25 to celebrate the Iranian New Year – Nowruz - Holidays. Tehran Stock Exchange's offices will reopen on Saturday, March...
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EBRD Steps Up Cooperation With Japanese Partners
EBRD opens Representative Office in Tokyoread more...
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UK Reforms Will Make Financial Advice And Guidance Work Better For Consumers
Millions of consumers could have better access to affordable financial advice and guidance that meets their needs at every stage of their lives as a result of recommendations from the Financial Advice...
View ArticleWorld Federation Of Exchanges Calls For Vigilance And Coordination As...
The World Federation of Exchanges (WFE) is the global trade association that represents more than 200 market infrastructure providers including exchanges and CCPs. Each year over $26 trillion in...
View ArticleTAIFEX Received SEC Class Relief For Index, Equity And ETF Options
The Taiwan Futures Exchange (TAIFEX) has successfully obtained class no-action relief (“Class Relief”) status for its index options, equity options and ETF options from the United States Securities and...
View ArticleBalkaner Enerji Chooses Trayportâs Broker Trading System For Turkish...
Trayport, a leading provider of energy trading solutions to traders, brokers and exchanges worldwide, announced today that Balkaner Enerji has chosen Trayport’s GlobalVision Broker Trading System (BTS)...
View ArticleTaiwan Futures Exchange Monthly Newsletter - March 2016ï
Click here to download TAIFEX's monthly newsletter for March 2016.
View ArticleExegy Announces Tokyo Feed Handler And Appliance Deployments
Exegy Inc., a leading provider of managed services and low-latency technology for market data normalization and distribution, has announced today new deployments of its hardware-accelerated Market Data...
View ArticleDaniel Lacalle discusses the flattening of the energy world
Daniel Lacalle is the author with Diego Parrilla of The Energy World is Flat: Opportunities from the End of Peak Oil out now published by Wiley. To receive 30% off your copy enter our promo code MON30...
View ArticleTriOptima Compression Exceeds $750 Trillion In Eliminated Notional Principal
TriOptima, an award-winning post trade infrastructure provider, announces today that market participants have eliminated more than $750 trillion in notional principal outstanding using triReduce, its...
View ArticleVirtus Partners Goes Live With Misys FusionBanking Loan IQ In Three Months To...
Misys, the leading financial software company, today announced that Virtus Partners (Virtus) has successfully implemented Misys FusionBanking Loan IQ as its full-service agency administration and bank...
View ArticleHKEX: Risk Management Arrangements In Respect Of The Easter Holidays
The Traded Options Market will be closed for business from 25 to 28 March 2016. In order to assure that safeguards are in place against potential market risk that may arise during the aforesaid periods...
View ArticleTaiwan Futures Exchange Will Close On Children's Day And Tomb Sweeping Day
TAIFEX will be closed for trading on April 4 and April 5 for Children's Day and Tomb Sweeping Day.
View ArticleKoris International Grants An Exclusive License Of The TrackInsight A-List To...
Koris International (“Koris”), an investment advisory firm, today announces the signing of a cooperation agreement granting Turquoise Global Holdings Limited (“Turquoise”) an exclusive license of the...
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