On convex functions on the duals of $\Delta_2$-Orlicz spaces....
In the dual $L^{\Phi^*}$ of a $\Delta_2$-Orlicz space $L^\Phi$, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology...
View ArticleCalibration to American Options: Numerical Investigation of the...
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The...
View ArticleOn the wavelets-based SWIFT method for backward stochastic differential...
We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods...
View ArticleValue-at-Risk Prediction in R with the GAS Package. (arXiv:1611.06010v1...
GAS models have been recently proposed in time-series econometrics as valuable tools for signal extraction and prediction. This paper details how financial risk managers can use GAS models for...
View ArticleASIC Commences Civil Penalty Proceedings Against State One Stockbroking Ltd...
ASIC has commenced civil penalty proceedings against State One Stockbroking Ltd (State One) in the Federal Court of Australia in Perth for failing to comply with two ASIC Market Integrity Rules (ASX...
View ArticleGTX Hires Edward Brown to Run Swap Execution Facility - Company To Increase...
GTX, the institutional foreign exchange trading arm of GAIN Capital Holdings Inc., today announces the appointment of Edward Brown as Chief Executive Officer (CEO) of GTX SEF, LLC, a Swap Execution...
View ArticleFurther details on the assessment of global systemically import banks
Press release about the Basel Committee publishing further details on the assessment of global systemically import banks (21 November 2016)
View ArticleFSB Publishes 2016 G-SIB List
The Financial Stability Board (FSB), in consultation with the Basel Committee on Banking Supervision (BCBS) and national authorities, today published the 2016 list of global systemically important...
View ArticleHKEX: Further Updated Arrangements For Adjustment Of SMIC Structured Products...
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to Semiconductor Manufacturing International Corporation (SMIC) futures to account for SMIC's share...
View ArticleHKEX Announces Results Of Annual Review Of Trading-Fee Tiers For Stock Options
Hong Kong Exchanges and Clearing Limited (HKEX) will change the trading-fee tier of several of its Stock Option classes from 3 January 2017 based on its latest annual review of the classifications.read...
View ArticleTOCOM And SGX To Cooperate In Developing Asiaâs LNG Market
The Tokyo Commodity Exchange, Inc. (TOCOM) and Singapore Exchange (SGX) have signed a memorandum of understanding (MOU) to cooperate in developing the liquefied natural gas (LNG) market in Asia, a...
View ArticleSolactive Introduces Global Gender Diversity Index - Licensed To UBS
Solactive, the German multi-asset index provider, is launching the Solactive Global Gender Diversity Index which will be licensed to UBS. The index enables investors to integrate a gender-focused...
View ArticleSET: mai Listed Firms Report Upbeat Q3 Earnings, Up 35%
Companies listed on Market for Alternative Investment (mai), reported sales of THB 34.38 billion (approx. USD 982 million) in Q3/2016, a 8.13 percent increase from a year earlier, and their net profit...
View ArticleTOCOM And Sï¼P Global Platts Sign Memorandum Of Understanding
The Tokyo Commodity ExchangeãInc. (TOCOM) and S&P Global Platts (Platts), announced today that they have signed a Memorandum of Understanding (MOU), to cooperate in developing active markets and...
View ArticleDFM Launches Creativity Lab And Robot Workshop As Part Of Its Participation...
Dubai Financial Market (DFM) launched its Creativity Lab, as an incubator for innovation that enables team members to be proactive and submit various feasible development plans, as part of its...
View ArticleADX Lanuches Virtual Trading Competition At The Higher Colleges Of Technology
Abu Dhabi Securities Exchange (ADX) has launched the virtual trading competition at the Higher Colleges of Technology (HCT). ADX Chief Executive, Rashed Al Blooshi and HCT Deputy Vice-Chancellor of...
View ArticlePlato Partnership Announces Support Of Leading Academics
Integral to Plato Partnership’s vision to improve market structure in Europe is the Market Innovator (MI3), an academic research fund, which will support and facilitate the production of independent...
View ArticleAbu Dhabi Securities Exchange Speaks About Its Achievements In Celebration Of...
His Excellency Rashid Al Baloushi, CEO of Abu Dhabi Securities Exchange, said that innovation has become an added value to the national economy and its various sectors, including the capital sector...
View ArticleBSX And CISE Sign Cooperation Agreement
The Bermuda Stock Exchange (BSX) and the Channel Islands Securities Exchange (CISE) have signed a Memorandum of Understanding (MoU) to explore the opportunities offered by working closer together.read...
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