Montréal Exchange Closed - Victoria Day
The Exchange's offices and markets are closed today, May 23, 2016 (Victoria Day).
View ArticleSIFMA Develops Model Documents For Compliance With New MSRB Rule G-42
SIFMA has developed a suite of model documents designed to aid municipal advisors in compliance with new MSRB Rule G-42, on duties of non-solicitor municipal advisors. The Rule will be implemented on...
View ArticleRemarks From The 2016 FINRA Annual Conference, Richard G. Ketchum, FINRA...
Good morning and welcome to FINRA’s Annual Conference, this year is notable in several ways, including the quality of the program and roster of speakers and attendees. Each year when we come together...
View ArticleNational Futures Association CEO Daniel Roth To Retire - Board Begins Search...
NFA announced today that President and CEO Daniel Roth has announced his plan to retire in the coming year. NFA's Board of Directors has authorized the formation of a committee to conduct a search for...
View ArticleWeekly Announcements â May 23, 2016
We are pleased to announce Max Planck Institute for Comparative Public Law & International Law (MPIL) has started a Law Research Centers Papers series within the Legal Scholarship Network...
View ArticleDeutsche Asset Management To Switch Three ETFs To The Bats ETF Marketplace...
Bats Global Markets, Inc. (Bats: BATS), the #1 U.S. market for the trading of exchange-traded funds (ETFs), today announced that Deutsche Asset Management is switching the primary listing of three...
View ArticleThe Jacobi Stochastic Volatility Model. (arXiv:1605.07099v1 [q-fin.MF])
We introduce a novel stochastic volatility model where the squared volatility of the asset return follows a Jacobi process. It contains the Heston model as a limit case. We show that the...
View ArticleA note on optimal expected utility of dividend payments with proportional...
In this paper, we consider the problem of maximizing the expected discounted utility of dividend payments for an insurance company that controls risk exposure by purchasing proportional reinsurance. We...
View ArticleMinimal Investment Risk of Portfolio Optimization Problem with Budget and...
In the present paper, the minimal investment risk for a portfolio optimization problem with imposed budget and investment concentration constraints is considered using replica analysis. Since the...
View ArticlePortfolio Optimization Problem with Non-identical Variances of Asset Returns...
The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics,...
View ArticleForFarmers Lists On Euronext Amsterdam
Euronext today welcomes ForFarmers, the European market leader of conventional and organic feed solutions for livestock on Euronext Amsterdam.read more...
View ArticleLCH To Offer Equities Clearing On SIGMA X MTF
Ongoing commitment to cost, operational and margin efficiencies for clearing members through open access 24 May 2016LCH, the global clearing house, announced today that it will be offering equities...
View ArticleMisys Recognised As A Leader In Gartnerâs 2016 Magic Quadrant For...
Misys has been named as a Leader in Gartner’s 2016 Magic Quadrant for Global Retail Core Banking*, for its FusionBanking Essence solution. read more...
View ArticleThe French Tech Company Kerlink Lists On Alternext Paris To Accelerate Growth...
EnterNext, the Euronext subsidiary dedicated to promoting and growing the market for small and medium-sized companies (SMEs), today celebrated the listing ofKerlink, a French company specialising in...
View ArticleThai Alternative Bourseâs Forum Showcases Listed Firms As SMEs Role Model
Market for Alternative Investment (mai) jointly with mai Listed Company Association (maiA), and The Siam Commercial Bank (SCB) will hold "mai FORUM 2016" on July 1, 2016 in Bangkok, a big event where...
View ArticleBursa Malaysia Securities Publicly Reprimands China Stationery Limited And...
Bursa Malaysia Securities Berhad (635998-W) (Bursa Malaysia Securities) has publicly reprimanded China Stationery Limited (CSL) and 6 directors for breaches of the Bursa Malaysia Securities Main Market...
View ArticleAbu Dhabi Securities Exchange (ADX) Wins The 4th Middle East Financial...
Abu Dhabi Securities Exchange (ADX) has won the 4th Middle East Financial Markets Excellence Award which is granted annually by the Middle East Excellence Awards Institute. Mr. Abdel Aziz Al Neaimi,...
View ArticleBursa Malaysia Securities Advises Investors To Exercise Caution In The...
Bursa Malaysia Securities wishes to draw investors' attention to the recent volatile price movements of ATURMJU and to the company’s responses to the Unusual Market Activity ("UMA") queries issued by...
View ArticleSWIFT CEO Reveals Customer Security Programme At Industry Conference
SWIFT CEO Gottfried Leibbrandt delivered the keynote address at the 14th annual European Financial Services Conference in Brussels today. During the speech, Leibbrandt announced SWIFT’s five-part...
View ArticleSTOXX Launches Euro STOXX 50 Multi-Asset Indices That Blend Equities And Bonds
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today launched the EURO STOXX 50 Multi-Asset Indices that combine...
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