REVISION: The Use of Power Numeraires in Option Pricing
Power numeraires are defined. They are applied to the Black-Scholes model and the drift of the stock is derived. It is also shown how to use them to derive formulas for power options with barriers. A...
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Numerix Vantage Point Series | Five Questions that Reveal FRTBâs Real...
Satyam Kancharla, Chief Strategy Officer of Numerix, discusses the latest requirements and challenges driving evolution of risk management under the Fundamental Review of the Trading Book (FRTB). He...
View ArticleNumerix Vantage Point Series | Transformation in...
If there is one phenomenon that holds distinctly true is that regulatory requirements are transforming the banking industryâand will do so for years to come. And while regulation is whatâs driving...
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2017 Briefing: What You Need to Know for the Year Ahead in Capital Markets
To Our Readers:A belated Happy New Year to our Numerix Blog readers, we raise our glass to you â our clients, peers and partners â thank you for entrusting us to bring you insights and research in...
View ArticleBME: Ores Socimi To Start Trading On MAB On 22 February - The 31st REIT To...
The Coordination and Admissions Committee of the MAB has submitted to the Board of Directors a favourable report on ORES, stating that the company is eligible for admission to the market, following a...
View ArticleSEC, NASAA Sign Info-Sharing Agreement For Crowdfunding And Other Offerings
The Securities and Exchange Commission and the North American Securities Administrators Association today signed an information-sharing agreement as new rules to facilitate intrastate crowdfunding...
View ArticleEBA Expresses Dissent Over The Eu Commission Proposed Amendments To Technical...
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View ArticleTOM MTF Statistics Week 07, 2017
Click here to download the weekly statistics update of TOM MTF for week 07, 2017.read more...
View ArticleRemarks Of SEC Acting Chairman Michael Piwowar At The Signing Of The...
Good morning, everyone. I would like to extend a special welcome to Mike Rothman, President of the North American Securities Administrators Association (NASAA), Judy Shaw, former-President of NASAA,...
View ArticleSIFMA, ABA And IIB Respond To Joint Agenciesâ Cybersecurity Request For...
SIFMA, jointly with the American Bankers Association (ABA) and Institute of International Bankers (IIB), today submitted comments to the Board of Governors of the Federal Reserve System (“Fed”), the...
View ArticleNigerian Stock Exchange Weekly Market Report For 17 February 2017
A total turnover of 1.073 billion shares worth N8.608 billion in 14,486 deals were traded this week by investors on the floor of the Exchange in contrast to a total of 1.052 billion shares valued at...
View ArticleFinancial Stability Board Regional Consultative Group For Sub-Saharan Africa...
On 16-17 February 2017, the Central Bank of Lesotho hosted the 11th meeting of the Financial Stability Board (FSB) Regional Consultative Group (RCG) for Sub-Saharan Africa in Maseru, Lesotho.read more...
View ArticleBursa Malaysia Berhad Announces Appointment And Retirement Of Public Interest...
Bursa Malaysia Berhad announced the appointment of Datin Mariam Prudence binti Yusof as Public Interest Director to its Board of Directors line up, effective 19 February 2017. Public Interest Director...
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