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Describing Realistic Wealth Distributions with the Extended Yard-Sale Model...
The Extended Yard-Sale Model of asset exchange is an agent-based economic model with binary transactions, and simple models of redistribution and Wealth-Attained Advantage. As recently shown, the model...
View ArticleMore on hedging American options under model uncertainty. (arXiv:1604.02274v1...
The purpose of this note is to reconcile two different results concerning the model-free upper bound on the price of an American option, given a set of European option prices. Neuberger (2007, `Bounds...
View ArticleOn the value of being American. (arXiv:1604.02269v1 [q-fin.MF])
The virtue of an American option is that it can be exercised at any time. This right is particularly valuable when there is model uncertainty. Yet almost all the extensive literature on American...
View ArticleKriging of financial term-structures. (arXiv:1604.02237v1 [q-fin.CP])
Due to the lack of reliable market information, building financial term-structures may be associated with a significant degree of uncertainty. In this paper, we propose a new term-structure...
View ArticleSpeakerbus Hires Ex-Etrali Sales Manager For Asia-Pac
Speakerbus, the specialist provider of critical voice solutions for financial, emergency and command sectors, announced today that it has recently hired Danson Lam from Etrali (now part of IPC) to join...
View ArticleTaiwan Futures Exchange Monthly Newsletter - April 2016
Click here to download TAIFEX's April Newsletter.
View ArticleHuatai Financial Holdings Partners With Fidessa For Expansion In Hong Kong
Fidessa group plc (LSE: FDSA) has today announced that Huatai Financial Holdings (Hong Kong) Limited, a wholly-owned subsidiary of Huatai Securities Company Limited (HTSC), has implemented Fidessa’s...
View ArticleEuronext Announces Detailed Dividend Payment Schedule For 2016
Euronext today announced its dividend payment schedule for 2016.read more...
View Article11Apr/Tenth progress report on adoption of Basel III standards published by...
Press release about the Basel Committee publishing the tenth progress report on adoption of Basel III standards (11 April 2016).
View Article11Apr/Tenth progress report on adoption of the Basel regulatory framework
Full text of "Tenth progress report on adoption of the Basel regulatory framework", April 2016
View ArticleDubai Financial Market Awarded Networking Project Of The Year 2015 - Leading...
The Dubai Financial Market (DFM), the leading exchange in the region, powered by Avaya’s SDN FX fabric networking technology, has been awarded ‘Network Project of the Year 2015’ at the Network World ME...
View ArticleSGX S-REIT 20 Index Has Gained 7% In 2016 YTD
Real Estate Investment Trusts (REITs) raise capital to purchase primarily real estate assets, usually with a view to generating income for unit holders of the fund. This allows individual investors to...
View ArticleAssets Invested In ETFs/ETPs Listed Globally Have Broken Through The 3...
Assets invested in ETFs/ETPs listed globally have broken through the US$ 3 trillion milestone for the second time at the end of Q1 (click here to view a chart showing asset growth ). At the end of May...
View Article11Apr/A comparative analysis of developments in central bank balance sheet...
In this paper we analyse developments in the composition of central bank balance sheets for a large set of central banks in a unified framework. Since 2007, central banks in advanced economies have...
View ArticleThai Bourse Market Report For March 2016
The Stock Exchange of Thailand (SET) Index ended March, 2016 at 1,407.70 points, up 5.7 percent from end-February and up 9.3 percent from end-2015, considered outperforming other exchanges in the...
View ArticleMarket Reforms in the Time of Imbalance -- by Matteo Cacciatore, Romain...
We study the consequences of product and labor market reforms in a two-country model with endogenous producer entry and labor market frictions. We focus on the role of business cycle conditions and...
View ArticleRapid Addition Completes Integration Of DET Technologies And Expands Sales...
Rapid Addition, a leading provider of trading technology, has completed the integration of DET Tech, whom they acquired in October last year. The firm has continued to build on momentum after the...
View ArticleACER Organises A Workshop On Scenarios And Cost-Benefit Analysis Methodology...
ACER organises a workshop on scenarios and cost-benefit analysis methodology for assessing cross-border infrastructure projectsread more...
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