Are Trump and Bitcoin Good Partners?. (arXiv:1703.00308v1 [q-fin.GN])
During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive...
View ArticleRecovering Linear Equations of XVA in Bilateral Contracts....
In this paper, we investigate conditions to represent derivative price under XVA explicitly. As long as we consider different borrowing/lending rates, XVA problem becomes a non-linear equa- tion and...
View ArticleIncremental computation of block triangular matrix exponentials with...
We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises...
View ArticleOptimal Investment and Pricing in the Presence of Defaults....
We consider the optimal investment problem when the traded asset may default, causing a jump in its price. For an investor with constant absolute risk aversion, we compute indifference prices for...
View ArticleMachine Trading: Deploying Computer Algorithms to Conquer the Markets
Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on...
View ArticleReadout From A Treasury Spokesperson Of Secretary Mnuchin’s Call With...
U.S. Secretary of the Treasury Steven Mnuchin spoke by phone last night with Republic of Korea Deputy Prime Minister and Minister of Strategy and Finance Yoo Il-ho. Secretary Mnuchin underscored...
View ArticleCBOE Holdings To Present At Raymond James Institutional Investors Conference...
CBOE Holdings, Inc. (NASDAQ: CBOE) announced today that Edward T. Tilly, Chief Executive Officer, will present at the 38th annual Raymond James Institutional Investors Conference in Orlando, Florida on...
View ArticleEEX Group: Key Figures Of February 2017
EEX Group provides the central market platform for energy and commodity products. The offering of the group comprises contracts listed at the European Energy Exchange (EEX), EPEX SPOT, Powernext,...
View ArticleStraits Times Index (STI) Quarterly Review
FTSE Russell announces that there will be no changes to the constituents of the Straits Times Index (STI), following the March quarterly review.read more...
View ArticleSEC’s Office Of The Investor Advocate To Hold Evidence Summit, Launch...
The Securities and Exchange Commission’s Office of the Investor Advocate today announced it will host an Evidence Summit to discuss strategies for raising retail investors’ understanding of key...
View ArticleCBOE Holdings Announces Election And Proration Results Relating To Its...
CBOE Holdings, Inc. (NASDAQ: CBOE) today announced the results of the elections made by former stockholders of Bats Global Markets, Inc. (Bats) regarding the merger consideration to be received in CBOE...
View ArticleNigerian Stock Exchange's Executive Director, Market Operations And...
Distinguished ladies and gentlemen:read more...
View ArticleBrexit: European Parliament Looks Into rRghts Of Europeans Living In The UK
Ever since the Brexit referendum EU citizens in the UK and UK nationals living in other EU countries face uncertainty about their ability to stay where they are. The British government has so far...
View ArticleFIA: Position Limits Rule Needs More Study And Hedging Exemptions
FIA has submitted comments urging the Commodity Futures Trading Commission (CFTC) to assess whether position limits are needed and to expand exemptions for hedging activities before setting any new...
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