Introduction to the Theories and Varieties of Modern Crime in Financial Markets
- 6h
- Marius-Christian Frunza
- Elsevier Science and Technology Books, Inc.
- 2016
Introduction to the Theories and Varieties of Modern Crime in Financial Markets explores statistical methods and data mining techniques that, if used correctly, can help with crime detection and prevention. The three sections of the book present the methods, techniques, and approaches for recognizing, analyzing, and ultimately detecting and preventing financial frauds, especially complex and sophisticated crimes that characterize modern financial markets.
The first two sections appeal to readers with technical backgrounds, describing data analysis and ways to manipulate markets and commit crimes. The third section gives life to the information through a series of interviews with bankers, regulators, lawyers, investigators, rogue traders, and others.
The book is sharply focused on analyzing the origin of a crime from an economic perspective, showing Big Data in action, noting both the pros and cons of this approach.
- Provides an analytical/empirical approach to financial crime investigation, including data sources, data manipulation, and conclusions that data can provide
- Emphasizes case studies, primarily with experts, traders, and investigators worldwide
- Uses R for statistical examples
About the Author
Marius-Cristian Frunza is a Director with Schwarzthal Kapital, a financial advisory and research company. He is specialized in expert witness for litigations, disputes and financial crime. He is also an associate professor of finance with Dauphine University. Previously, he worked as a broker in the energy markets for a commodity broker. He has also a consulting experience working with investment banks and asset managers specialising in risk management, derivative pricing and hedging. He holds a PhD in mathematical finance form the reputed Paris Sorbonne University.
In this Book
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Prologue
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Mr X Anonymous Interview
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Nick Leeson—Interview
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Historic Perspective of Financial Markets
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A History of (Non)violence
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Financial Markets in the Technology Era
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From Error to Fraud, Misconduct, and Crime
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Moral Hazard and Financial Crime
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Model Risk
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Criminal Organizations
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Insider Trading
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Ponzi Schemes
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Pump and Dump—Market Manipulation
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Rogue Trading
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Initial Public Offerings
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Mis-Selling
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Money Laundering in Financial Markets
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Hedge Funds
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Emerging Markets and Financial Crime
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From Terrorism Financing to Terror's Economy
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Cybercrime
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Epilogue
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Bibliography
