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E-raamat: Introduction to the Theories and Varieties of Modern Crime in Financial Markets

(Schwarztal Kapital, Paris, France)
  • Formaat: PDF+DRM
  • Ilmumisaeg: 08-Dec-2015
  • Kirjastus: Academic Press Inc
  • Keel: eng
  • ISBN-13: 9780128013496
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Introduction to the Theories and Varieties of Modern Crime in Financial MarketsSuurem pilt
  • Formaat: PDF+DRM
  • Ilmumisaeg: 08-Dec-2015
  • Kirjastus: Academic Press Inc
  • Keel: eng
  • ISBN-13: 9780128013496
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Crime Analysis in Financial Markets: Forensic Statistics and Case Studies 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

Arvustused

"'Follow the money' is not just a popular catchphrase, its also the rule of thumb for those interested in financial market crimes. Add to this the analysis of data with a great statistical tool available to all and you have a book definitely worth reading." --Marco Cremonini, University of Milan

"The applied focus on the role and methods of crime analysts is a much needed addition to the literature on financial crime, which tends to emphasize sociological aspects. This volume is most welcome at a time when the industry is tackling 'Big Data' and generating strong demand for analysts with solid quantitative skills." --Matthew Hickman, Seattle University

Muu info

This book explores statistical methods and data mining techniques that, if used correctly, can help with crime detection and prevention, including 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
Preface ix
Prologue xi
Acknowledgments to the First Edition xiii
Mr X Anonymous Interview xv
Nick Leeson: Interview xxiii
I SHORT HISTORY OF FINANCIAL MARKETS
1A Historic Perspective of Financial Markets
1 Background
3(1)
2 Antiquity
4(5)
3 Medieval Period
9(1)
4 Modern Era
10(3)
1B A History of (Non)violence
1 Background
13(1)
2 Ancient Times
14(1)
3 Dutch Period
14(2)
4 Early Securities Fraud
16(1)
5 Revolution in Crime
17(1)
6 Outlook
18(3)
1C Financial Markets in the Technology Era
1 The Second Industrial Revolution
21(3)
2 Outlook
24(7)
II ORIGIN OF CRIME ON WALL STREET
2A From Error to Fraud, Misconduct, and Crime
1 Outlook
31(2)
2B Moral Hazard and Financial Crime
1 Background
33(2)
2 Wage Structure in the Financial Services
35(3)
3 Effect of Externalities
38(3)
4 From Moral Hazard to Financial Crime
41(1)
5 Outlook
42(1)
2C Model Risk
1 Background
43(2)
2 Origin of Model Risk
45(1)
3 Derivative Valuation as an Expectation
46(6)
4 Model Failures in Incomplete Markets: Focus on Correlation
52(4)
5 Model-Related Behavior
56(7)
6 Model Risk, Misconduct, and Financial Crime
63(4)
7 Outlook: Measuring and Limiting Model Risk
67(2)
2D Criminal Organizations
1 Background
69(2)
2 Italian Groups
71(1)
3 Gendai Gokudo: Modern Gangsters
72(5)
4 American La Cosa Nostra
77(5)
5 Russian-Speaking Groups
82(5)
6 New Waves of Organized Crime in Finance
87(3)
7 Outlook
90(3)
III TYPOLOGIES OF CRIME ON FINANCIAL MARKETS
3A Insider Trading
1 Background
93(2)
2 Overview of Insider Trading
95(3)
3 Outlook
98(3)
3B Ponzi Schemes
1 Background
101(3)
2 Qualitative Features
104(1)
3 Quantitative Features
105(5)
4 Outlook
110(1)
3C Pump and Dump---Market Manipulation
1 Background
111(2)
2 Trade-Based Manipulation Economics
113(2)
3 Dark Pools
115(1)
4 Derivatives and Manipulation
116(3)
5 Outlook
119(4)
3D Rogue Trading
1 Background
123(1)
2 Historic Overview
124(2)
3 Jerome Kerviel Case
126(3)
4 Tackling Rogue Trading
129(2)
5 Outlook
131(2)
3E Initial Public Offerings
1 Background
133(3)
2 Fake IPOs
136(1)
3 Pre-IPO Scams
136(1)
4 Emerging Exchanges
137(1)
5 IPOs and Risk of Litigation
137(2)
6 Outlook
139(2)
3F Mis-Selling
1 Background
141(1)
2 Derivatives Involved in Financial Malpractice
142(2)
3 Toxic Credit Products
144(3)
4 Structured Investment Products
147(1)
5 Structured Products to Retail Costumers
148(1)
6 Mis-Selling and Valuation Issues
149(2)
7 Outlook
151(2)
3G Money Laundering in Financial Markets
1 Background
153(1)
2 The Industry of Money Laundering
154(1)
3 Mechanism of Money Laundering on Markets
154(6)
4 New Financing Tools and Money Laundering
160(1)
5 Major Cases Involving Reputed Institutions
160(4)
6 Outlook
164(3)
IV MODERN FINANCIAL CRIME
4A Hedge Funds
1 Background
167(4)
2 Origins of Fraud in the Hedge Fund Industry
171(2)
3 Hedge Fund Risk Assessment
173(1)
4 Shaving Assets
173(1)
5 Misrepresentation of Returns
174(1)
6 Money Laundering
175(2)
7 Market Manipulation
177(4)
8 Hedge Fund Performance Metrics and Their Issues
181(1)
9 Fraud Indicators
182(6)
10 Outlook
188(3)
4B Emerging Markets and Financial Crime
1 Background
191(2)
2 Privatization in the Eastern Bloc
193(3)
3 Financial Market Integrity
196(1)
4 Commodities and Energy Markets
197(3)
5 Outlook
200(1)
4C From Terrorism Financing to Terror's Economy
1 Background
201(1)
2 Mechanisms
202(1)
3 Terrorism Financing and Financial Markets
203(3)
4 Outlook
206(1)
4D Cybercrime
1 Background
207(2)
2 Impact of Cybercrime on Markets
209(1)
3 Cybercrime and Securities Fraud
210(5)
4 Cybercrime as a Systemic Risk
215(4)
5 Outlook
219(2)
Epilogue 221(2)
Bibliography 223(4)
Index 227
Dr. Marius-Cristian Frunza's consulting work with investment banks and asset managers allowed him to specialize in risk management, derivative pricing and hedging. His research activity encompasses topics around environmental finance like forestry, energy, and weather derivatives. He graduated from the Ecole Polytechnique in Paris and holds a PhD in mathematics from the Sorbonne university. He is also a partner in Schwarztal Kapital, an independent advisory and investment firm in environmental finance.
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