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ECB buys €22bn in eurozone bonds (chart)

August 15, 2011 by Asymptotix   Comments (0)

In their weekly aggregate statistics, ECB announced they purchased 22 bn EUR of government bonds last week, which is a record since the austerity purchases began in May 2010 (with an "ambitious 16.5 bn EUR spent week 1). Nearly a hundred bn EUR has been spent in the last 16 months. But compared to the size of Spain's and Italy's bond markets - 2,100 bn EUR - is this just the small beginning of a pseudo EU Debt Office that has to operate in a MUCH larger scale? read more

Numerix presents “Efficient analytic price approximation for American options” at Modeling High Frequency Data in Finance

August 15, 2011 by Numerix LLC   Comments (0)

Dr. Yuriy Shkolnikov, Director of Quantitative Research at Numerix, presented “Efficient Analytic Price Approximation for American Options. Discrete Time-Dependent Parameters” at Modeling High Frequency Data in Finance 3 at Stevens Institute of Technology, on July 28-31, 2011. The event drew participants from academia as well as financial practitioners, reflecting an increasing interest in High Frequency Trading as an area of research potential. In his presentation, Dr. Shkolnikov addressed the...

Index: Hedge Funds Lost 3.66% In Early August

August 15, 2011 by FINalternatives   Comments (0)

Hedge funds were bruised but not broken by this month's dizzying market volatility, according to Credit Suisse and Dow Jones Indexes. read more

Ex-FrontPointer Skowron Pleads Guilty

August 15, 2011 by FINalternatives   Comments (0)

As expected, former FrontPoint Partners healthcare hedge fund manager Joseph Skowron pleaded guilty today to insider-trading charges. read more

Clarium Eyes Private Equity, Tech In Rebuilding Bid

August 15, 2011 by FINalternatives   Comments (0)

Clarium Capital Management's Peter Thiel is going back to what he knows: technology. read more

HedgeMark Adds Two Managing Directors

August 15, 2011 by FINalternatives   Comments (0)

Hedge fund platform and risk management firm HedgeMark International is beefing up its top ranks with two managing directors. read more

Wells Fargo Adds Citadel I-Bank

August 15, 2011 by FINalternatives   Comments (0)

The San Francisco-based bank will hire 25 of Citadel Securities' bankers, including the unit's head, Brian Maier. read more

A.R. Capital Fraudster Gets More Than Five Years

August 15, 2011 by FINalternatives   Comments (0)

Hedge fund fraudster Benjamin Koifman was sentenced to more than five years in prison on Friday. read more

Fortress-Owned Mortgage Lender Faces Penalties In S.C. Lawsuit

August 15, 2011 by FINalternatives   Comments (0)

According to Fortress Investment Group, mortgage lender Springleaf Finance Corp. is worth $150 million. But the company could be on the hook for almost half that under a South Carolina state court ruling. read more

FSA Imposes Biggest Fine On Hedge Fund Manager

August 15, 2011 by FINalternatives   Comments (0)

A Dutch hedge fund manager has been handed the largest fine in U.K. Financial Services Authority history for market manipulation and misleading his investors. read more