Solving Modern Crime in Financial Markets: Analytics and Case Studies - Hardcover

Frunza, Marius-Cristian

Hardcover

ISBN 10: 0128044942 ISBN 13: 9780128044940

Publisher: Academic Press, 2015

Synopsis

This comprehensive source of information about financial fraud delivers a mature approach to fraud detection and prevention. It brings together all important aspect of analytics used in investigating modern crime in financial markets and uses R for its statistical examples. It focuses on crime in financial markets as opposed to the financial industry, and it highlights technical aspects of crime detection and prevention as opposed to their qualitative aspects. For those with strong analytic skills, this book unleashes the usefulness of powerful predictive and prescriptive analytics in predicting and preventing modern crime in financial markets.

• Interviews and case studies provide context and depth to examples
• Case studies use R, the powerful statistical freeware tool
• Useful in classroom and professional contexts

About this title

About the Author

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.

From the Back Cover

This comprehensive source of information about financial fraud delivers a mature approach to fraud detection and prevention. It brings together all important aspect of analytics used in investigating modern crime in financial markets and uses R for its statistical examples. It focuses on crime in financial markets as opposed to the financial industry, and it highlights technical aspects of crime detection and prevention as opposed to their qualitative aspects. For those with strong analytic skills, this book unleashes the usefulness of powerful predictive and prescriptive analytics in predicting and preventing modern crime in financial markets.

Edition details

• Publisher: Academic Press
• Publication date: 2015
• Language: English
• ISBN 10: 0128044942
• ISBN 13: 9780128044940
• Binding: Hardcover
• Number of pages: 526