HKEX Publishes 2017 Market Statistics
2017 has been an active and vibrant year for Hong Kong’s securities and derivatives markets, according to market statistics from 1 January to 15 December 2017, published on Hong Kong Exchanges and...
View ArticleOptiver To Support Equiduct In Offering Retail And Institutional Brokers Best...
Optiver, a leading global market maker, has entered into an agreement with trading venue Equiduct, offering brokers a simple, one-stop-shop solution to achieve best execution for their European equity...
View ArticleCoinbase CEO Backs Crypto Derivatives Exchange DydX
DYdX, an in-development decentralized exchange for cryptocurrency derivatives, has raised an undisclosed amount in a seed funding round.
View ArticleTexas Slaps Bitcoin Investment Firm With Cease-and-Desist
Regulators in Texas have obtained a cease-and-desist order against a firm they say is unlawfully pitching bitcoin mining investment plans in the state.
View Article2017: Saluting the Shakespearean Shitcoin Drama That Was
Outspoken exchange exec Arthur Hayes gives a colorful overview of crypto in 2017 as the Shakespearean comedy he believes it was.
View ArticleHedge funds fail to stop 'billion-dollar brain' City analyst's deportation
The Quant who got away. Corbiere and Trenchant Ltd say maths graduate Ke Xu could use stolen computer codes worth more than £30m if sent overseas.â¦
View ArticleHinkley Point: the ‘dreadful deal’ behind the world’s most...
Hinkley Point: the âdreadful dealâ behind the worldâs most expensive power planthttps://t.co/myl7xugDko â moneyscience (@moneyscience) December 21, 2017
View ArticleHow to be a great journal editor: advice from eight top academic editors
Economic Affairs Editor Professor Len Shackleton considers the highs and lows of being a journal editor in @timeshighered https://t.co/EKGG7SZrGr @iealondonâ¦
View ArticleHow to be a great journal editor: advice from eight top academic editors
Economic Affairs Editor Professor Len Shackleton considers the highs and lows of being a journal editor in @timeshighered https://t.co/EKGG7SZrGr @iealondonâ¦
View ArticleA Mathematician Who Decodes the Patterns Stamped Out by Life | Quanta Magazine
A Mathematician Who Decodes the Patterns Stamped Out by Life https://t.co/es7LUPR0np â Dennis A V Dittrich (@davdittrich) December 21, 2017
View ArticleEfficient European and American option pricing under a jump-diffusion...
When the underlying asset displays oscillations, spikes or heavy-tailed distributions, the lognormal diffusion process (for which Black and Scholes developed their momentous option pricing formula) is...
View ArticleOptimal Equilibria for Time-Inconsistent Stopping Problems in Continuous...
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on...
View ArticleGibbs sampler with jump diffusion model: application in European call option...
In this paper, we are presenting a method for estimation of market parameters modeled by jump diffusion process. The method proposed is based on Gibbs sampler, while the market parameters are the...
View ArticleRobust expected utility maximization with medial limits. (arXiv:1712.07699v1...
We study a robust expected utility maximization problem with random endowment in discrete time. We give conditions under which an optimal strategy exists and derive a dual representation of the optimal...
View ArticleTrading Strategies with Position Limits. (arXiv:1712.07649v1 [q-fin.GN])
Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the numbers of strategies,...
View ArticleGerald Hodgkins, Associate Director Of The SEC's Enforcement Division, To...
The Securities and Exchange Commission today announced that Gerald W. Hodgkins, an Associate Director of the Division of Enforcement, will leave the agency at the end of this year for private...
View ArticleOffice Of Financial Research Update: “Updated Bank Data Show Rising...
The OFR issued new blog, “Updated Bank Data Show Rising Systemic Importance of Asian Banks.” The blog, by OFR Deputy Director for Research and Analysis Stacey Schreft, says that new data on the world’s...
View ArticleLarry E. Thompson Elected Vice Chairman Of The Federal Home Loan Bank Of New...
The Federal Home Loan Bank of New York (“FHLBNY”) announced today that Larry E. Thompson has been elected by its Board of Directors (“Board”) to serve as the Board’s vice chairman for 2018. Mr....
View ArticleMontréal Exchange Interest Rate Derivative Trading Ceases At 1:30 P.M....
Interest rate derivative trading will cease at 1:30 p.m. today, December 22, 2017.
View Article6th Shanghai Stock Exchange Forum On Rule Of Law Held In Shanghai
On December 15, sponsored by the Shanghai Stock Exchange (SSE) and co-sponsored by Peking University, Renmin University of China and East China University of Political Science and Law (ECUPL), the 6th...
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