The Second Leg Down: Strategies for Profiting after a Market Sell-Off
The Second Leg Down offers practical approaches to profiting after a market event. Written by a specialist in global macro, volatility and hedging overlay strategies, this book provides in-depth...
View ArticleADX Partakes In 2nd MENA Financial Markets Roadshow
Abu Dhabi Securities Exchange (ADX) participated in 2nd MENA Financial Markets Roadshow which took place on the 27th & 28th February in London. The event, organized by Fortier Exchange in...
View ArticleTehran Stock Exchange Weekly Market Review 01 March 2017
Click here to download Tehran Stock Exchange's weekly market review.
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Dubai Financial Market Launches First-Of-Its Kind Regional ETF Trading...
Dubai Financial Market (DFM) announced today the launch of a trading platform for exchange-traded funds (ETFs), the first of its kind in regional capital markets. Governed by a world-class regulatory...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 2 March 2017 amounted to SAR 19.87 billion, increasing by 8.08% over the previous week; while total stock market capitalization reached SAR...
View ArticleDeutsche Bank Refines Strategy And Announces Capital Increase
Deutsche Bank (XETRA: DBKGn.DE / NYSE: DB) is taking a decisive step forward to become stronger and grow again. Decisions agreed by the Management Board and Supervisory Board on Sunday aim to reinforce...
View ArticleNZX Shareholder Metrics February 2017
Please see attached NZX Shareholder Metrics for February 2017.read more...
View Article*K-means and Cluster Models for Cancer Signatures. (arXiv:1703.00703v1...
We present *K-means clustering algorithm and source code by expanding statistical clustering methods applied in https://ssrn.com/abstract=2802753 to quantitative finance. *K-means is essentially...
View ArticleModel Spaces for Risk Measures. (arXiv:1703.01137v1 [q-fin.RM])
We show how risk measures originally defined in a model free framework in terms of acceptance sets and reference assets imply a meaningful underlying probability structure. Hereafter we construct a...
View ArticleMoment generating functions and Normalized implied volatilities: unification...
We extend the model-free formula of [Fukasawa 2012] for $\mathbb E[\Psi(X_T)]$, where $X_T=\log S_T/F$ is the log-price of an asset, to functions $\Psi$ of exponential growth. The resulting integral...
View ArticlePricing of Mexican Interest Rate Swaps in Presence of Multiple Collateral...
The financial crisis of 2007/08 caused catastrophic consequences and brought a bunch of changes around the world. Interest rates that were known to follow or behave similarly of each other diverged....
View ArticleA note on conditional covariance matrices for elliptical distributions....
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear...
View ArticleEGX Board Sets The OTC Market Executive Regulations
The Egyptian Exchange (EGX) Board in its latest meeting approved the executive procedures of trading rules, the deals market’s mechanisms and announcing them for non-listed securities in the light of...
View ArticleThai Listed Firms' 2016 Earnings Leap To 5-Year High At THB 909 Bln
Companies listed on The Stock Exchange of Thailand (SET) reported a net profit of THB 909 billion (approx. USD 26 billion) in 2016, a 30.41 percent rise from a year earlier, the highest net profits in...
View ArticleEgyptian Exchange: Ringing Of Bell For Gender Equality
Continuing its annual tradition, The Egyptian Exchange (EGX) celebrated for the third consecutive year, the opening of a trading session to emphasize the exchange's commitment to supporting gender...
View ArticleJPX Monthly Headlines - February 2017
JPX group companies undertake various initiatives and disseminate information with the aim of providing the most attractive markets to all users. Every month, we showcase the highlights of these...
View ArticleUK's Financial Conduct Authority Publishes Insurance Distribution Directive...
The Financial Conduct Authority (FCA) has today published the first of its two consultation papers on the implementation of the Insurance Distribution Directive (IDD).read more...
View ArticlePlato Partnership Announces 15 New Partners
Plato Partnership, a not-for-profit company bringing creative solutions and efficiencies to today’s equity marketplace, is pleased to announce 15 new Plato Partners.read more...
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