FTC Provides Comment to NTIA on Multistakeholder Initiative to Improve...
The Federal Trade Commission submitted public comments to the U.S. Commerce Department’s National Telecommunications and Information Administration (NTIA) on a draft template, developed by a diverse...
View ArticleTadawul’s Board Of Directors Elects Chairman And Vice Chairman
The Board of Directors of the Saudi Stock Exchange “Tadawul” convened their first meeting in its fourth round today 16 February 2017. The meeting was held at Tadawul’s headquarters and was attended by...
View ArticleNew: An Exact and Efficient Method for Computing Cross-Gammas of Bermudan...
We introduce a new simulation algorithm for computing the Hessians of Bermudan swaptions and cancelable swaps. The resulting pathwise estimates are unbiased and accurate. Given the exercise strategy,...
View ArticleNew: Local and Stochastic Volatility Under Stochastic Interest Rates Using...
Stochastic volatility, local volatility and stochastic interest rates are three of the most important extensions to the standard Black-Scholes framework. Although much work has been done on models...
View ArticleREVISION: The Use of Power Numeraires in Option Pricing
Power numeraires are defined. They are applied to the Black-Scholes model and the drift of the stock is derived. It is also shown how to use them to derive formulas for power options with barriers. A...
View ArticleUBS MTF Trading Notice - Rulebook And User Guide Updates
UBS MTF would like to take this opportunity to inform you of changes it is making to the UBS MTF Rulebook and User Guide.read more...
View ArticleMGEX Reports 12th-Best Daily Volume Record
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports a total volume of 19,905 from Thursday, making it the 12th-best day.read more...
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My Snap Story: Valuing Snap ahead of it's IPO!
Five years ago, when my daughter asked me whether I had Snapchat installed on my phone, my response was âSnapwhat?". In the weeks following, she managed to convince the rest of us in the family to...
View ArticleBME: Ores Socimi To Start Trading On MAB On 22 February - The 31st REIT To...
The Coordination and Admissions Committee of the MAB has submitted to the Board of Directors a favourable report on ORES, stating that the company is eligible for admission to the market, following a...
View ArticleSEC, NASAA Sign Info-Sharing Agreement For Crowdfunding And Other Offerings
The Securities and Exchange Commission and the North American Securities Administrators Association today signed an information-sharing agreement as new rules to facilitate intrastate crowdfunding...
View ArticleEBA Expresses Dissent Over The Eu Commission Proposed Amendments To Technical...
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View ArticleTOM MTF Statistics Week 07, 2017
Click here to download the weekly statistics update of TOM MTF for week 07, 2017.read more...
View ArticleRemarks Of SEC Acting Chairman Michael Piwowar At The Signing Of The...
Good morning, everyone. I would like to extend a special welcome to Mike Rothman, President of the North American Securities Administrators Association (NASAA), Judy Shaw, former-President of NASAA,...
View ArticleSIFMA, ABA And IIB Respond To Joint Agencies’ Cybersecurity Request For...
SIFMA, jointly with the American Bankers Association (ABA) and Institute of International Bankers (IIB), today submitted comments to the Board of Governors of the Federal Reserve System (“Fed”), the...
View ArticleNigerian Stock Exchange Weekly Market Report For 17 February 2017
A total turnover of 1.073 billion shares worth N8.608 billion in 14,486 deals were traded this week by investors on the floor of the Exchange in contrast to a total of 1.052 billion shares valued at...
View ArticleFinancial Stability Board Regional Consultative Group For Sub-Saharan Africa...
On 16-17 February 2017, the Central Bank of Lesotho hosted the 11th meeting of the Financial Stability Board (FSB) Regional Consultative Group (RCG) for Sub-Saharan Africa in Maseru, Lesotho.read more...
View ArticleBursa Malaysia Berhad Announces Appointment And Retirement Of Public Interest...
Bursa Malaysia Berhad announced the appointment of Datin Mariam Prudence binti Yusof as Public Interest Director to its Board of Directors line up, effective 19 February 2017. Public Interest Director...
View ArticleWhy People Quit
Why do people quit their jobs? Fast Company reported this week on a new analysis conducted by Glassdoor. The firm studied approximately 5,000 workers who switched jobs over the past decade. They...
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