Latest Zcash Ceremony Used Chernobyl Nuclear Waste
Zcash's latest private Powers of Tau ceremony used nuclear waste in a small aircraft to generate random code, helping to ensure the network's privacy.
View ArticleParameter Estimation for Weak Variance-Alpha-Gamma Processes....
The weak variance-alpha-gamma process is a multivariate L\'evy process constructed by weakly subordinating Brownian motion, possibly with correlated components with an alpha-gamma subordinator. It...
View ArticleRational Models for Inflation-Linked Derivatives. (arXiv:1801.08804v1...
We construct models for the pricing and risk management of inflation-linked derivatives. The model is rational in the sense that affine payoffs written on the consumer price index have prices that are...
View ArticleShort-term at-the-money asymptotics under stochastic volatility models....
A small-time Edgeworth expansion of the density of an asset price is given under a general stochastic volatility model, from which asymptotic expansions of put option prices and at-the-money implied...
View ArticleCan Bitcoin Be Destroyed? The 7 (Unlikely) Paths to Irrelevance
How likely is an end-of-days scenario for bitcoin? Not very, according to investor Sebastien Meunier in a piece that outlines the possibilities.
View ArticleCFTC Orders HSBC Securities (USA) Inc. Pay $1.6 Million Penalty For Spoofing...
The Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges against HSBC Securities (USA) Inc. (HSBC) for engaging in numerous acts of spoofing with respect to...
View ArticleCFTC Charges James Vorley and Cedric Chanu with Spoofing and Engaging in a...
The Commodity Futures Trading Commission (CFTC) announced the filing of a civil enforcement action in the U.S. District Court for the Northern District of Illinois against James Vorley, a U.K....
View ArticleCFTC Charges Trader Krishna Mohan with Spoofing and Engaging in a...
The Commodity Futures Trading Commission (CFTC) filed a federal court enforcement action in the U.S. District Court for the Southern District of Texas against Krishna Mohan of New York City, New York,...
View ArticleCrypto Hedge Fund Polychain Says No IPO in the Works
Cryptocurrency hedge fund Polychain Capital has pushed back against a report that it is seeking to raise hundreds of millions of dollars in an IPO.
View ArticleBrexit: European Council, Council Of The European Union (Article 50) Adopts...
The Council, meeting in EU27 format, adopted supplementing negotiating directives for the Brexit negotiations, which detail the EU27 position regarding a transition period. These negotiating directives...
View ArticleCFTC Charges Jiongsheng Zhao with Spoofing and Engaging in a Manipulative and...
The Commodity Futures Trading Commission (CFTC) today announced the filing of a federal court enforcement action in the U.S. District Court for the Northern District of Illinois against Defendant...
View ArticleCFTC Charges Jitesh Thakkar and Edge Financial Technologies, Inc. with Aiding...
The Commodity Futures Trading Commission (CFTC) filed a federal court enforcement action in the U.S. District Court for the Northern District of Illinois, charging Jitesh Thakkar of Naperville,...
View ArticleCFTC Orders Deutsche Bank To Pay $30 Million Penalty For Manipulation,...
The Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges against Deutsche Bank AG (DB AG) and Deutsche Bank Securities Inc. (DBSI) (collectively, DB), requiring...
View ArticleUS Department Of Justice: Eight Individuals Charged With Deceptive Trading...
Eight individuals who allegedly engaged in various deceptive trading practices on commodities markets in the United States have been publicly charged with federal crimes. Seven of the eight...
View ArticleCFTC Charges Andre Flotron With Spoofing And Engaging In A Deceptive And...
The U.S. Commodity Futures Trading Commission (CFTC) announced the filing of a civil enforcement action in the U.S. District Court for the District of Connecticut against Andre Flotron, of Switzerland,...
View ArticleWEF Trials Blockchain in Bid to Boost Air Travel Security
The World Economic Forum is working with the Canadian and Dutch governments to pilot a digital identity project that focuses in part on blockchain.
View ArticleGoogle's DoubleClick Ads Used to Distribute Crypto Mining Malware
Security firm TrendMicro stated in a new report that Google's DoubleClick ad services were used to distribute cryptocurrency mining malware.
View ArticleRemarks of Commissioner Brian Quintenz before the Commodity Markets Council...
Remarks of Commissioner Brian Quintenz before the Commodity Markets Council State of the Industry 2018 Conference Drawing without an Eraser
View ArticleMoment Explosions in the Rough Heston Model. (arXiv:1801.09458v1 [q-fin.MF])
We show that the moment explosion time in the rough Heston model [El Euch, Rosenbaum 2016, arxiv:1609.02108] is finite if and only if it is finite for the classical Heston model. Upper and lower bounds...
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