Option pricing in exponential L\'evy models with transaction costs....
We present an approach for pricing a European call option in presence of proportional transaction costs, when the stock price follows a general exponential L\'evy process. The model is a generalization...
View ArticleUnMarketing: Everything Has Changed and Nothing is Different, 2nd Edition
UnMarket to build trust and make lifelong customers!read more...
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BISX Furthers Investor Education
The Bahamas International Securities Exchange (BISX) spent the Morning of Wednesday 26th October 2016 with students from the Corporate Governance class of The College of The Bahamas’s (COB) LL.B....
View ArticleNasdaq President & COO Adena Friedman To Present At J.P. Morgan’s...
Who: Nasdaq President & COO Adena Friedman read more...
View ArticleAmman Stock Exchange: Financial Statements Of The Third Quarter 2016
The Deputy Chief Executive Officer (CEO) of the Amman Stock Exchange (ASE) Mr. Bassam Abu Abbas, said that According to the listing securities directives for the year 2016; all companies listed at the...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Monthly Stock...
The total value of shares traded for the month ending 31 October 2016 amounted to SAR 65.66 billion, increasing by 57.33% over the previous month; while total stock market capitalization reached SAR...
View ArticleNon-Jordanian Investment At The Amman Stock Exchange During October 2016
The total value of shares that were bought by non-Jordanian investors at the Amman Stock Exchange (ASE) since the beginning of the year until the end of October 2016 was JD453.9 million, representing...
View ArticleAmendments In Borsa İstanbul Listing Directive
Articles 4, 8, 10, 14, 15, 17, 29 and 32 of Borsa Ä°stanbul Listing Directive were amended in accordance with the decision of Borsa Ä°stanbul Board dated May 18, 2016 and approval of the Capital...
View ArticleSIFMA Executive Vice President Randy Snook Remarks At The 2016 Listed Options...
SIFMA Executive Vice President Randy Snook delivered remarks as prepared for the November 3 Listed Options Symposium. read more...
View ArticleComptroller Of The Currency Discusses Banking Innovation and Regulation
Comptroller of the Currency Thomas J. Curry today discussed how fintech and consumer expectations are changing the financial services industry, and the agency’s efforts to develop a responsible...
View ArticleBrown Rudnick Alert: Brexit Judicial Review Decision - The UK Government...
Following hearings in mid-October, the Divisional Court of the High Court of England and Wales has today handed down judgment in the Brexit judicial review of the Government's position that it could...
View ArticleNZX Reduces Exposure To NZ & Australian Agri Sector
NZX today announces the conclusion of a review it has been undertaking to reshape its New Zealand and Australian agri businesses. The review has focused on reducing exposure to the parts of the...
View ArticleAlberta Securities Commission Announces Date For Open Session On Proposed...
The Alberta Securities Commission (ASC) today announced an open forum to further explore issues raised in CSA Consultation Paper 33-404 Proposals to Enhance the Obligations of Advisers, Dealers and...
View ArticleOutlines Expectations And Requirements To Ensure Consistent Standards - llROC...
llROC today published for comment proposed guidance setting out expectations and requirements for all llROC-regulated firms engaged in order-execution only (OEO) activities.read more...
View ArticleLQG for portfolio optimization. (arXiv:1611.00997v1 [q-fin.PM])
We present a generic solver for dynamical portfolio allocation problem when the market exhibits return predictability and price impact as well as partial observability. We assume that the prices...
View ArticleWorking Paper on Organizational Dynamics within Corporate Venture Capital...
Corporate venture capital is in the midst of a renaissance. The end of 2015 marked all-time highs both in the number of corporate firms participating in VC deals and in the amount of capital being...
View ArticleJoint multifractal analysis based on wavelet leaders. (arXiv:1611.00897v1...
Mutually interacting components form complex systems and the outputs of these components are usually long-range cross-correlated. Using wavelet leaders, we propose a method of characterizing the joint...
View ArticlePricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear...
We investigate qualitative and quantitative behavior of a solution to the problem of pricing American style of perpetual put options. We assume the option priceWe investigate qualitative and...
View ArticleTMX Group Limited Reports Results For The Third Quarter 2016
TMX Group Limited [TSX: X] ("TMX Group") today announced results for the third quarter ended September 30, 2016.read more...
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