Libor at crossroads: stochastic switching detection using information theory...
This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial...
View ArticleConvex duality in optimal investment and contingent claim valuation in...
This paper studies convex duality in optimal investment and contingent claim valuation in markets where traded assets may be subject to nonlinear trading costs and portfolio constraints. Under fairly...
View ArticleMake the Deal: Negotiating Mergers and Acquisitions
Make the Deal is a direct and accessible guide to striking a powerful M&A deal. Merging business, finance, and law, this insightful examination of M&A strategy is designed to help you...
View ArticleNasdaq Agrees To Acquire International Securities Exchange
Nasdaq (Nasdaq:NDAQ) today announced it has agreed to acquire International Securities Exchange (ISE), an operator of three electronic options exchanges, from Deutsche Börse Group. The acquisition...
View ArticleBOX Options Exchange Price Improvement For February
In the month of February price improved contracts on BOX Options Exchange (“BOX”) averaged 375,006 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price...
View ArticleNasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...
At the end of the settlement date of February 29, 2016, short interest in 2,296 Nasdaq Global MarketSM securities totaled 8,306,919,216 shares compared with 8,298,190,416 shares in 2,300 Global Market...
View ArticleDalian Commodity Exchange: Notice On Reminding The Matters Related To Hedging...
According to the relevant provisions of “Measures of Dalian Commodity Exchange for Hedging Management” (the “Hedging Measures” for short), to further facilitate the recognition of the qualification...
View ArticleLaunching The Initiative Of Gender Equality In Jordan In The Celebration Of...
On the Ninth of March 2016 Amman Stock Exchange(ASE), hosted the 2nd Annual Celebration of the Gender Equality Initiative in Jordan "2016 Ringing Bell for Gender Equality Stock Exchange Initiative"...
View ArticleDalian Commodity Exchange: More Corn Starch Delivery Warehouses Set Up To...
Recently, Dalian Commodity Exchange (DCE) announced Jilin Tiancheng Corn Development Co., Ltd. as a new benchmark designated delivery factory warehouse, Shandong Fukuan Bioengineering Co., Ltd. and...
View ArticleUK Payment Systems Regulator: New Report Shines A Light On The Supply Of...
A report published today by the Payment Systems Regulator (PSR) has revealed that work to open up access to payment systems is generating increasingly positive results. Although there are still some...
View ArticleCornèr Bank Ltd To Issue Structured Products With SIX Swiss...
Founded in Lugano in 1952, Cornèr Bank Group is an independent Swiss private bank group operating on the national market as a full-service bank. Lugano is Switzerland’s third-largest banking...
View Article