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    CBOE Holdings, Inc. (NASDAQ: CBOE) will announce its financial results for the first quarter of 2016 before the market opens on Friday, April 29, 2016.  A conference call with remarks by CBOE Holdings, Inc. senior management will begin at 7:30 a.m. Central Time (CT). read more...

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    The Commodity Futures Trading Commission (CFTC) today issued an Order filing and simultaneously settling charges against Plantation, Florida-based IBFX, Inc. (IBFX), formerly known asTradeStation Forex, Inc. IBFX is a wholly owned subsidiary of TradeStation Group, Inc. and a CFTC-registered Retail Foreign Exchange Dealer (RFED). The CFTC Order requires IBFX to pay a $1 million civil monetary penalty and agree to certain undertakings set-forth in the Order relating to its RFED operations.read more...

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    The Securities and Exchange Commission today charged a microcap company CEO for falsely claiming to have a lucrative relationship with the United Nations and billions of dollars in clean energy contracts with foreign governments.  read more...

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    The U.S. Commodity Futures Trading Commission's (CFTC) Division of Market Oversight (DMO) today issued a no-action letter extending the time period for relief in connection with swap trade confirmation requirements that previously was provided in CFTC Staff Letter 15-25, which expires on March 31, 2016.read more...

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    The California Public Employees' Retirement System (CalPERS) Board of Administration today adopted a revised version of their Global Governance Principles (PDF) (Principles), including a new provision that cautions that corporate board directors who serve more than 12 years on the same company board are at risk of compromising their independence.read more...

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    We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum thermalisation to high dimensional statistics. We apply our results to the case of empirical correlation matrices, that allow us to estimate reliably the width of the spectrum of the 'true' underlying correlation matrix, even when the latter is very close to the identity matrix. We illustrate our results on the example of stock returns correlations, that clearly reveal a non trivial structure for the bulk eigenvalues. read more...

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    This paper investigates two mechanisms of financial contagion that are, firstly, the correlated exposure of banks to the same source of risk, and secondly the direct exposure of banks in the interbank market. It will consider a random network of banks which are connected through the inter-bank market and will discuss the desirable level of banks exposure to the same sources of risk, that is investment in similar portfolios, for different levels of network connectivity when peering through the lens of the systemic cost incurred to the economy from the banks simultaneous failure. It demonstrates that for all levels of network connectivity, certain levels of diversifying individual banks diversifications are not optimum under any condition. So, given an acceptable level of systemic cost, the regulator could let banks decrease their capital buffers by moving away from the non-optimum area. read more...

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    Researchers have used from 30 days to several years of daily returns as source data for clustering financial time series based on their correlations. This paper sets up a statistical framework to study the validity of such practices. We first show that clustering correlated random variables from their observed values is statistically consistent. Then, we also give a first empirical answer to the much debated question: How long should the time series be? If too short, the clusters found can be spurious; if too long, dynamics can be smoothed out. read more...

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    In this paper we analyze a nonlinear Black--Scholes model for option pricing under variable transaction costs. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a function of the underlying asset price and the Gamma of the option. We show that the generalizations of the classical Black--Scholes model can be analyzed by means of transformation of the fully nonlinear parabolic equation into a quasilinear parabolic equation for the second derivative of the option price. We show existence of a classical smooth solution and prove useful bounds on the option prices. Furthermore, we construct an effective numerical scheme for approximation of the solution. The solutions are obtained by means of the efficient numerical discretization scheme of the Gamma equation. Several computational examples are presented. read more...

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    Wiley and Peking University collaborate on a new Management Accounting online course,Wiley-Peking University Management Accounting (WPMA), that aims to help accounting and finance professionals develop the critical accounting and financial management skills needed for today’s complex and changing business environment. Read More...

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    Wiley is the preferred partner for CFA Society Philippines's live courses and will be working closely with the society to increase the CFA brand name in the Philippines. Read More...

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    A spokesman of Dalian Commodity Exchange (DCE) said on March 10 that to address the significant fluctuations of iron ore prices and the high volume to open interest ratios recently, DCE has taken such measures as increasing the price limits and the minimum trading margin and cancelling the discount for the intra-day trading fee starting on the March,14. Those measures were helpful to improve the anti-risk capability, guard against overheated trading, and prevent and control potential market risks as early as possible, and ensure the safe and stable operation and functioning of the market.  read more...

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    Deliverable bonds and conversion factors of JGB Futures (5-year, 10-year & 20-year)read more...

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    Following concerns raised by ASIC, the Australia and New Zealand Banking Group (ANZ) has agreed to an independent review of its One Path subsidiaries' compliance functions.read more...

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    The People’s Bank of China (PBC) and the Monetary Authority of Singapore (MAS) today announced the renewal of the existing bilateral currency swap arrangement (BCSA) for a further term of three years. The original arrangement was established in 2010 and first renewed in 2013. The new arrangement is effective as of 7 March 2016.read more...

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  • 03/15/16--01:49: Fidessa enhances Minerva OMS

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    The Securities Commission Malaysia (SC) today hosted over 200 regulators and capital market industry leaders from 23 countries at the inaugural GEMP Conference 2016.read more...

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    Hong Kong Exchanges and Clearing Limited (HKEX) has published its annual fact book on the HKEX website.read more...

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    Milestone Group, the global provider of optimised fund processing solutions, today announced that Henderson Global Investors (HGI) has gone live with pControl Fund Oversight across its extensive range of mutual funds and investment trusts. The Fund Oversight solution has enabled HGI to automate the collection of fund valuation data and the subsequent execution of their independent, daily NAV price validations and controls.read more...

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    In early March 2016, Moscow Exchange admitted the following four new foreign securities to interdealer repos ("Repo in Bonds" trading mode) with settlement in RUB, USD and EUR:    read more...

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