Mixing LSMC and PDE Methods to Price Bermudan Options. (arXiv:1803.07216v1...
We develop a mixed least squares Monte Carlo-partial differential equation (LSMC-PDE) method for pricing Bermudan style options on assets whose volatility is stochastic. The algorithm is formulated for...
View ArticleExploring the predictability of range-based volatility estimators using RNNs....
We investigate the predictability of several range-based stock volatility estimators, and compare them to the standard close-to-close estimator which is most commonly acknowledged as the volatility....
View ArticleFear Universality and Doubt in Asset price movements. (arXiv:1803.07138v1...
We take a look the changes of different asset prices over variable periods, using both traditional and spectral methods, and discover universality phenomena which hold (in some cases) across asset...
View ArticleAmerican Bar to IRS: Create Safe Harbor for Hard-Forked Cryptos
The American Bar Association Section of Taxation issued some advice to the IRS regarding the taxation of cryptocurrency produced by hard forks.
View ArticleSnowden Leak Suggests NSA Is Extensively Tracking Bitcoin Users
The U.S. National Security Agency is reportedly aiming to track down users behind the bitcoin blockchain.
View ArticleHow Much Should A Blockchain Cost? The Compelling Case for Higher Fees
While many think crypto transaction fees should be pushed lower, these researchers believe users could be paying more.
View ArticleSIX Invests In The Future And Delivers Solid Financial Performance In 2017
SIX can again look back on a successful year with strong revenue growth, in which it achieved a solid annual result in a challenging environment. Through strategic investments and acquisitions,...
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Korea Telecom Announces Blockchain For Network Security
South Korean telecom provider KT unveiled a new system based on a blockchain security-focused network.
View ArticleSecurities Commission Malaysia Warns Investors Over ‘Pump And...
The Securities Commission Malaysia (SC) today issued a warning to investors over the increase use of blogs, forums and social media platforms to spread false and misleading information on certain...
View ArticleQuantHouse Reports Strong Growth In 2017 And Considers More Options For...
QuantHouse, the independent global provider of end-to-end high-performance market data and trading through API-based technologies, today announced that it has reported strong double-digit revenue...
View ArticleIn Praise of the Cryptocurrency Bubble
This mania is incentivizing the formation of collaborative networks of developers and entrepreneurs. Their ideas will shape the economy of the future.
View ArticleSouth Korean Financial Watchdog Touts Blockchain in Fintech Plans
South Korea's Financial Services Commission plans to encoureage businesses to use blockchain tech in new payment systems and more.
View ArticleHong Kong’s Securities And Futures Commission Reprimands And Fines UBS...
The Securities and Futures Commission (SFC) has reprimanded and fined UBS Securities Asia Limited (UBS Securities) $4.5 million for failing to put in place effective controls to record transactions and...
View ArticleCreate An Internationally Advanced Innovative Capital Formation Center And...
Shenzhen Stock Exchange (SZSE), following the guidance of Xi Jinping Thought on Socialism with Chinese Characteristics for a New Era and earnestly studying the guiding principles of the 19th CPC...
View ArticleLandmark “Finance For FinTech” Report Highlights Growth Ambitions...
London Stock Exchange Group and TheCityUK publish today their first Finance for Fintech report, revealing insights into the scale, ambitions and barriers to international growth facing global fintech...
View ArticleQatar Stock Exchange Welcomes The Largest Single Country Islamic ETF In The...
Al Rayan Qatar ETF (QATR) commenced trading today with initial assets in excess of 120 million USD Al Rayan Investment will operate the ETF which tracks the price performance of the QE Al Rayan...
View ArticleUK's Financial Conduct Authority Sets Out Its Approach To Supervision And...
The Financial Conduct Authority (FCA) has today published its Approach to Supervision and its Approach to Enforcement.read more...
View ArticleInspiration: My humble beginningsInspiration: My humble beginnings
Being at GDC for the past few days got me thinking about how my journey in crypto all got started. I talk about my passions and inspirations and how I got connected to crypto through gaming. 0:21...
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