A path integral based model for stocks and order dynamics....
We introduce a model for the short-term dynamics of financial assets based on an application to finance of quantum gauge theory, developing ideas of Ilinski. We present a numerical algorithm for the...
View ArticlePricing Credit Default Swap Subject to Counterparty Risk and...
This article presents a new model for valuing a credit default swap (CDS) contract that is affected by multiple credit risks of the buyer, seller and reference entity. We show that default dependency...
View ArticleAsymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments....
This paper studies the portfolio optimization problem when the investor's utility is general and the return and volatility of the risky asset are fast mean-reverting, which are important to capture the...
View ArticleOn the Basel Liquidity Formula for Elliptical Distributions....
A justification of the Basel liquidity formula for risk capital in the trading book is given under the assumption that market risk-factor changes form a Gaussian white noise process over 10-day time...
View ArticlePolkadot's Radical Plan for Governing a Blockchain of Blockchains
Blockchain governance is getting a shake-up by a forthcoming blockchain created by one of the co-founders of ethereum.
View ArticleUK Government Launches Crypto 'Task Force'
The U.K. Chancellor of the Exchequer, Philip Hammond, will reveal a "crypto assets task force" Thursday. It will tackle the tech's risks and benefits.
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Notice On Issuing The Crude Oil (Futures) Inspection Rules Of The Shanghai...
China Certification and Inspection Group Co., Ltd., SGS-CSTC Standards Technical Services Co., Ltd., Shanghai Orient Intertek Testing Services Co., Ltd. and Technical Center for Industrial Products and...
View ArticleNew Zealand's Financial Markets Authority Publishes Review Of Adviser Conduct...
The FMA has issued warnings to four registered financial advisers in relation to providing advice on replacement insurance policies, for breaches of the obligation in section 33 of the Financial...
View ArticleShanghai International Energy Exchange Releases Rules Of Abnormal Trading...
After being approved by the board of directors of Shanghai International Energy Exchange (INE) and reported to China Securities Regulatory Commission (CSRC), INE has officially published the Rules of...
View ArticleJapan Exchange Group: Notice Of Revision To Earnings Forecast And Dividend...
Japan Exchange Group hereby announce that the consolidated earnings forecast and year-end dividend forecast for the fiscal year ending March 31, 2018 released on October 30, 2017 have been revised as...
View ArticleNotice Of Shanghai International Energy Exchange On Implementing The...
Shanghai International Energy Exchange (hereinafter referred to as “INE”), the subsidiary of Shanghai Futures Exchange has released its notice on the reporting of accounts involving actual control...
View ArticleAccenture Thinks the US Can Still Be a Blockchain Innovator
Accenture Global Blockchain lead David Treat says the company wants to "work across the entire digital identity landscape" - government included.
View ArticleColnvestor Connect Expands Scope With Private Equity Funds
CoInvestor Connect, CoInvestor’s alternative asset investment platform for sophisticated private investors, has expanded its offering with the addition of private equity funds to the platform.read more...
View ArticleShanghai International Energy Exchange: Notice Regarding The Delivery Of...
To ensure a smooth listing process for crude oil futures, and in accordance with the Delivery Rules of the Shanghai International Energy Exchange, this notice is issued regarding the following matters...
View ArticleCapitolis CEO Gil Mandelzis Appointed To The Board Of Euronext US Inc
Capitolis, the pioneering technology provider for the capital markets, today announces that its CEO and founder, Gil Mandelzis, has been appointed non-executive director of Euronext US Inc.read more...
View ArticleZcash's Coming Hard Fork Could Pave the Way for Even More
Zcash's first hard fork is coming up, and devs expect it to activate without a hitch, preparing zcash for bigger, better upgrades in the future.
View ArticleIT Giant Fujitsu Unveils European Blockchain Innovation Center
Japanese multinational Fujitsu has launched a Brussels-based Blockchain Innovation Center to facilitate research and projects around the tech.
View ArticleManaged Service Provider NetXpress Uses Metamako To Provide Cost-Effective,...
Global connectivity provider NetXpress announced today that it is rolling out technology from network firm Metamako, the leading provider of low-latency network devices for the global financial...
View ArticleEuronext Announces Appointments In Euronext London And Its US Activities
Today, Euronext, the leading pan-European exchange in the Eurozone with more than 1,300 listed issuers, announces that the Supervisory Board has approved unanimously the following appointments:read...
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