The Saudi Stock Exchange Performance Report - April 2016
At the end of April 2016 Tadawul All Share Index (TASI) closed at 6,805.84 points, increased by 582.71 points 9.36% over the close of the previous month. Highest close level for the index during the...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 28 April 2016 amounted to SAR 39.67 billion, increasing by 32.93% over the previous week; while total stock market capitalization reached SAR...
View ArticleQatar Stock Exchange Listed Companies Reported QR 10.8 Billion Net Profits...
With the end of disclosure period for the First quarter of 2016, forty two listed companies at Qatar Stock Exchange (QSE) have disclosed their financial statements results for the three month period...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Monthly Stock...
The total value of shares traded for the month ending 28 April 2016 amounted to SAR 117.61 billion, decreasing by 10.36% over the previous month; while total stock market capitalization reached SAR...
View ArticleThe puzzle that just isn't. (arXiv:1604.08895v1 [q-fin.EC])
In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation...
View ArticleA new structural stochastic volatility model of asset pricing and its...
Building on a prominent agent-based model, we present a new structural stochastic volatility asset pricing model of fundamentalists vs. chartists where the prices are determined based on excess demand....
View ArticlePricing Bermudan options under local L\'evy models with default....
We consider a defaultable asset whose risk-neutral pricing dynamics are described by an exponential L\'evy-type martingale. This class of models allows for a local volatility, local default intensity...
View ArticleAn Explicit Formula for Likelihood Function for Gaussian Vector...
We derive an explicit formula for likelihood function for Gaussian VARMA model conditioned on initial observables where the moving-average (MA) coefficients are scalar. For fixed MA coefficients the...
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Monetizing Innovation How Smart Companies Design the Product Around the Price
Monetizing Innovation: How Smart Companies Design the Product around the Price explores what happens when companies stop guessing at whether an innovation will succeed and put the customer’s...
View ArticleNonzero-sum stochastic differential games with impulse controls and...
We study the notion of Nash equilibrium in a general nonzero-sum impulse game for two players. The main mathematical contribution of the paper is a verification theorem which provides, under some...
View ArticlePMP Project Management Professional Exam Certification Kit, 3rd Edition
PMP Complete Review includes the Sybex Deluxe Study Guide and Review Guideread more...
View ArticleISE Holdings Reports Business Activity For April 2016
ISE’s options exchanges combined to represent 16.1% of equity options market share, excluding dividend trades. ISE’s options exchanges reported a combined ADV of 2.3 million contracts. Dividend trades...
View ArticleNew Zealand's Financial Markets Authority Issues Formal Warning To Craigs
Section 22 of the AML/CFT Act requires reporting entities to conduct enhanced due diligence on clients where the level of risk involved is such that this higher standard of customer due diligence...
View ArticleSGX Welcomes Second Perennial Real Estate Retail Bond Offering
Singapore Exchange (SGX) today welcomed the listing of Perennial Real Estate Holdings Limited’s four-year retail bonds with a coupon rate of 4.55% per annum on the Mainboard under the stock code...
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UBS's First-Quarter 2016 Results - UBS 1Q Adjusted Profit Before Tax CHF 1.4...
Net profit attributable to UBS Group AG shareholders CHF 707 million; diluted earnings per share CHF 0.18 Fully applied CET1 capital ratio 14.0%; Swiss SRB fully applied leverage ratio 5.4% UBS raises...
View ArticleSea Otter Selects Tbricks By Itiviti To Grow ETF Business â Sea Otter...
Itiviti, a world-leading technology provider for the capital markets industry, today announced that Sea Otter Global Ventures LLC, a private investment firm based in New York, has chosen the Tbricks by...
View ArticletriResolveâs Repository Reconciliation Service And DTCC Collaborate To...
TriOptima, the award-winning post trade infrastructure provider, announces today that its triResolve Repository Reconciliation service is actively reconciling data reported to The Depository Trust...
View ArticleHKEX Announces New Head Of Cash Trading
Hong Kong Exchanges and Clearing Limited (HKEX) has appointed Kenneth Kok as Managing Director, Head of Cash Trading, effective today (Tuesday). Mr Kok reports to Roger Lee, HKEX's Head of...
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