Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in...
We formalize in the proof assistant Isabelle essential basic notions and results in financial mathematics. We provide generic formal definitions of concepts such as markets, portfolios, derivative...
View ArticleIncremental Sharpe and other performance ratios. (arXiv:1807.09864v1 [q-fin.PM])
We present a new methodology of computing incremental contribution for performance ratios for portfolio like Sharpe, Treynor, Calmar or Sterling ratios. Using Euler's homogeneous function theorem, we...
View ArticleAccenture May Use Blockchain to Track the Quality of Shipments
Professional consulting giant Accenture Global Solutions may be considering using blockchain technology to streamline shipping logistics.
View ArticleBYMA Consolidates Its Strategic Alliance With B3 And Creates A New...
BYMA was authorized by the Comisión Nacional de Valores (CNV) to begin trading in Argentina's derivatives market using B3's PUMA Trading System platform. The authorization consolidates the services...
View ArticleNo, Crypto Isn't Just for Libertarians Anymore
The crypto community is more ideologically diverse than you might think, according to survey results in CoinDesk's Q2 2018 State of Blockchain report.
View ArticleBursa Malaysia Brings Investor Education To Malaysians - Over 11,000 Throng...
Themed ‘Jom Labur BM-i’, the second edition of the Shariah Investing Fair 2018, organised by Bursa Malaysia Berhad (“Bursa Malaysia” or “the Exchange”) at the Kuala Lumpur Convention Centre on 21-22...
View ArticleNZX Announces Further Sale Of Non-Core Business
NZX announces the sale of its Australian grain data business which was identified as non-core during the exchange’s strategic review last year.read more...
View ArticleBME Posts €71.3 Million Net Profit In The First Half Of 2018
BME’s net profit for the first half of 2018 totalled 71.3 million euros while in the second quarter of the year it reached 33.4 million euros, down 11.2% and 18.4 year-on-year respectively.read more...
View Article$1 Billion Chinese Blockchain Fund Denies Report of Government Pull-Out
A major Chinese blockchain fund launched in April has denied a report that the local government will withdraw its financial support.
View ArticleHKEX: Exchange Publishes CG Code Consultation Conclusions And Guidance For...
The Stock Exchange of Hong Kong Limited (the Exchange), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEX), published today (Friday) conclusions from its consultation on its...
View ArticleUK's Financial Conduct Authority Proposes Changes To Rules For Crowdfunding...
Following a post-implementation review of its crowdfunding rules, the Financial Conduct Authority (FCA) is opening a consultation on new rules for loan-based crowdfunding platforms.read more...
View ArticleNordic Credit Rating AS Registered As Credit Rating Agency
The EFTA Surveillance Authority (EFTA SA) has registered today the Nordic Credit Rating AS (NCR) as a credit rating agency under Regulation (EC) No 1060/2009 of the European Parliament and of the...
View ArticleCentral Bank Crypto Could Bring Economic Gains: Bank of Canada Paper
Central bank-issued cryptocurrency could bring economic welfare gains for Canada and the U.S., according to a researcher from Canada's central bank.Â
View ArticleThere's a Bigger Scam Than Anything in Crypto, It's Called KYC/AML
Anti-money-laundering and know-your-customer practices have cost many billions more than all ICO scams put together â yet, what they have produced?
View ArticleHKFE Announces Revised Margins For Futures Contracts
Please be advised that pursuant to Exchange Rule 617(d) and HKCC Rule 402, the Exchange and the Clearing House have determined that with effect from the commencement of trading on Wednesday, 1 August...
View ArticleThomson Reuters Financial & Risk Business Announces New Company Name:...
Thomson Reuters Financial & Risk business today announced that following the closing of the strategic partnership transaction between Thomson Reuters and private equity funds managed by Blackstone,...
View ArticleCrypto Update : Surviving the FUDCrypto Update : Surviving the FUD
Recently there has been a considerable amount of FUD over coins such as EOS and Vechain, both of which had a mainnet launch. Many times the FUD circulating around is old news - something that has been...
View ArticleACER: The Agency Publishes Its First Analysis On Tariff Code Implementation...
The Agency published today its first Report on the implementation of the Network Code on Harmonised Transmission Tariff Structures for Gas. The code requires the NRA or TSO to consult stakeholders on...
View ArticleBitcoin Retains Bull Bias Despite Price Drop to Below $8K
The bitcoin charts retain a bullish bias today, despite a pullback in prices to a three-day low of $7,848.
View ArticleJapan's Financial Services Agency Hosted Interim Nominating Committee
On July 24 and 25, FSA hosted the Interim Nominating Committee for the next Chair of the International Auditing and Assurance Standards Board (IAASB). read more...
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