Author: Stacey Jernigan
Publisher: White Bird Publications, LLC
ISBN: 1633635821
Category : Fiction
Languages : en
Pages : 1
Book Description
Judge Avery Lassiter is back—this time engulfed in a story of death, debt, and deception in Dallas. First, a wealthy Texas hedge fund manager, Cade Graham, is suspected of insurance fraud and mysteriously goes missing in Mexico. He is believed to have faked his own death. Meanwhile, a brilliant young inventor in the infectious disease space, Dmitry Basayev, who received funding from Cade Graham, is suspected of a massive Ponzi scheme—being litigated in Judge Lassiter’s court—and likewise goes missing. Are their disappearances connected, and how are they linked to the man who tried to kill Judge Avery Lassiter and other judges and lawyers three years ago? And who will find them first—Max Lassiter or the Mexican crime cartels that they have double-crossed? “The triple D’s—deceit, death, and double-cross—make for an engrossing read in Hedging Death, an exciting legal thriller written by Stacey Jernigan. . . . Legal thrillers are a dime a dozen. Some are mired down by too much legal-speak while others are weighed down by complicated narrative and characters that don’t engage much in the way of reader interest. Thankfully, Stacey Jernigan has given her readers an intelligent thriller.” —Readers’ Choice “This is a fast-paced legal thriller. . . Full of courtroom drama, surprises and an explosive ending, the new work is a dandy. . . Readers will learn much about the goings-on in a trial court and in the chambers. . . The novel is crisply written and just in time for a summer reading. . . Hedging Death is Judge Jernigan’s second work. It is not unusual for one’s second book to become an author’s claim to fame (consider Harper Lee or John Grisham). One can hope the same for this interesting legal novel.” —ABI Journal
Hedging Death
Author: Stacey Jernigan
Publisher: White Bird Publications, LLC
ISBN: 1633635821
Category : Fiction
Languages : en
Pages : 1
Book Description
Judge Avery Lassiter is back—this time engulfed in a story of death, debt, and deception in Dallas. First, a wealthy Texas hedge fund manager, Cade Graham, is suspected of insurance fraud and mysteriously goes missing in Mexico. He is believed to have faked his own death. Meanwhile, a brilliant young inventor in the infectious disease space, Dmitry Basayev, who received funding from Cade Graham, is suspected of a massive Ponzi scheme—being litigated in Judge Lassiter’s court—and likewise goes missing. Are their disappearances connected, and how are they linked to the man who tried to kill Judge Avery Lassiter and other judges and lawyers three years ago? And who will find them first—Max Lassiter or the Mexican crime cartels that they have double-crossed? “The triple D’s—deceit, death, and double-cross—make for an engrossing read in Hedging Death, an exciting legal thriller written by Stacey Jernigan. . . . Legal thrillers are a dime a dozen. Some are mired down by too much legal-speak while others are weighed down by complicated narrative and characters that don’t engage much in the way of reader interest. Thankfully, Stacey Jernigan has given her readers an intelligent thriller.” —Readers’ Choice “This is a fast-paced legal thriller. . . Full of courtroom drama, surprises and an explosive ending, the new work is a dandy. . . Readers will learn much about the goings-on in a trial court and in the chambers. . . The novel is crisply written and just in time for a summer reading. . . Hedging Death is Judge Jernigan’s second work. It is not unusual for one’s second book to become an author’s claim to fame (consider Harper Lee or John Grisham). One can hope the same for this interesting legal novel.” —ABI Journal
Publisher: White Bird Publications, LLC
ISBN: 1633635821
Category : Fiction
Languages : en
Pages : 1
Book Description
Judge Avery Lassiter is back—this time engulfed in a story of death, debt, and deception in Dallas. First, a wealthy Texas hedge fund manager, Cade Graham, is suspected of insurance fraud and mysteriously goes missing in Mexico. He is believed to have faked his own death. Meanwhile, a brilliant young inventor in the infectious disease space, Dmitry Basayev, who received funding from Cade Graham, is suspected of a massive Ponzi scheme—being litigated in Judge Lassiter’s court—and likewise goes missing. Are their disappearances connected, and how are they linked to the man who tried to kill Judge Avery Lassiter and other judges and lawyers three years ago? And who will find them first—Max Lassiter or the Mexican crime cartels that they have double-crossed? “The triple D’s—deceit, death, and double-cross—make for an engrossing read in Hedging Death, an exciting legal thriller written by Stacey Jernigan. . . . Legal thrillers are a dime a dozen. Some are mired down by too much legal-speak while others are weighed down by complicated narrative and characters that don’t engage much in the way of reader interest. Thankfully, Stacey Jernigan has given her readers an intelligent thriller.” —Readers’ Choice “This is a fast-paced legal thriller. . . Full of courtroom drama, surprises and an explosive ending, the new work is a dandy. . . Readers will learn much about the goings-on in a trial court and in the chambers. . . The novel is crisply written and just in time for a summer reading. . . Hedging Death is Judge Jernigan’s second work. It is not unusual for one’s second book to become an author’s claim to fame (consider Harper Lee or John Grisham). One can hope the same for this interesting legal novel.” —ABI Journal
Traders, Guns and Money
Author: Satyajit Das
Publisher: Pearson UK
ISBN: 0273778366
Category : Business & Economics
Languages : en
Pages : 441
Book Description
Publisher: Pearson UK
ISBN: 0273778366
Category : Business & Economics
Languages : en
Pages : 441
Book Description
Indicators of Condition and Trend on High Range-watersheds of the Intermountain Region
Author: Lincoln Ellison
Publisher:
ISBN:
Category : Range management
Languages : en
Pages : 72
Book Description
Publisher:
ISBN:
Category : Range management
Languages : en
Pages : 72
Book Description
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
Author: Łukasz Delong
Publisher: Springer Science & Business Media
ISBN: 1447153316
Category : Mathematics
Languages : en
Pages : 285
Book Description
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical tools and proofs which are crucial for understanding the theory. Part II investigates actuarial and financial applications of BSDEs with jumps. It considers a general financial and insurance model and deals with pricing and hedging of insurance equity-linked claims and asset-liability management problems. It additionally investigates perfect hedging, superhedging, quadratic optimization, utility maximization, indifference pricing, ambiguity risk minimization, no-good-deal pricing and dynamic risk measures. Part III presents some other useful classes of BSDEs and their applications. This book will make BSDEs more accessible to those who are interested in applying these equations to actuarial and financial problems. It will be beneficial to students and researchers in mathematical finance, risk measures, portfolio optimization as well as actuarial practitioners.
Publisher: Springer Science & Business Media
ISBN: 1447153316
Category : Mathematics
Languages : en
Pages : 285
Book Description
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical tools and proofs which are crucial for understanding the theory. Part II investigates actuarial and financial applications of BSDEs with jumps. It considers a general financial and insurance model and deals with pricing and hedging of insurance equity-linked claims and asset-liability management problems. It additionally investigates perfect hedging, superhedging, quadratic optimization, utility maximization, indifference pricing, ambiguity risk minimization, no-good-deal pricing and dynamic risk measures. Part III presents some other useful classes of BSDEs and their applications. This book will make BSDEs more accessible to those who are interested in applying these equations to actuarial and financial problems. It will be beneficial to students and researchers in mathematical finance, risk measures, portfolio optimization as well as actuarial practitioners.
Hedge Hogs
Author: Barbara T. Dreyfuss
Publisher: Random House
ISBN: 0679605010
Category : Business & Economics
Languages : en
Pages : 322
Book Description
For readers of The Smartest Guys in the Room and When Genius Failed, the definitive take on Brian Hunter, John Arnold, Amaranth Advisors, and the largest hedge fund collapse in history At its peak, hedge fund Amaranth Advisors LLC had more than $9 billion in assets. A few weeks later, it completely collapsed. The disaster was largely triggered by one man: thirty-two-year-old hotshot trader Brian Hunter. His high-risk bets on natural gas prices bankrupted his firm and destroyed his career, while John Arnold, his rival at competitor fund Centaurus, emerged as the highest-paid trader on Wall Street. Meticulously researched and character-driven, Hedge Hogs is a riveting fly-on-the-wall account of the largest hedge fund collapse in history: a blistering tale of the recent past that explains our precarious present . . . and may predict our future. Using emails, instant messages, court testimony, and exclusive interviews, securities analyst turned investigative reporter Barbara T. Dreyfuss charts the colliding paths of these two charismatic traders who dominated the speculative energy market. We follow Brian Hunter, the Canadian farm boy and elbows-out high school basketball star, as he achieves phenomenal early success, only to see his ambition, greed, and hubris precipitate his downfall. Set in relief is the journey of John Arnold, whose mild manner, sophisticated tastes, and low profile belied his own ferocious competitive streak. As the two clash, hundreds of millions of dollars in pension and endowment money is imperiled, with devastating public consequences. Hedge Hogs takes you behind closed doors into the shadowy world of hedge funds, the unregulated wild side of finance, where over-the-top parties and lavish perks abound and billions of dollars of other people’s money are in the hands of a tiny elite. Dreyfuss traces the rise of this freewheeling industry while detailing the decades of bank, hedge fund, and commodity deregulation that turned Wall Street into a speculative casino. A gripping saga peppered with fast money, vivid characters, and high drama, Hedge Hogs is also an important and timely cautionary tale—a vivisection of a financial system jeopardized by reckless practices, watered-down regulation, and loopholes in government oversight, just waiting for the next bust. Praise for Hedge Hogs “Regulators, legislators and judges inclined to sympathize with the industry ought to rush out and buy a copy of Barbara Dreyfuss’s Hedge Hogs, a wonderfully instructive tale about Amaranth Advisors. . . . Dreyfuss, a Wall Street analyst turned investigative journalist, not only plowed through what turned out to be a treasure trove of official records and transcripts, but supplemented it with plenty of her own reporting. She manages to organize it all into a tight, riveting and understandable yarn.”—The Washington Post “Clearly and entertainingly told . . . a salutary example of how traders who believe they are super-smart might be nothing more than lucky, and how there is nothing so intoxicating as the ability to speculate with other people’s money.”—The Economist “[Dreyfuss] does a great job of putting Amaranth’s out-of-control trader into historical context, explaining the blitz of deregulation that set the stage for someone like Hunter to do maximum damage.”—Bloomberg “The definitive take on the largest hedge fund collapse in history . . . You will not be able to put it down.”—Frank Partnoy, author of F.I.A.S.C.O. and Infectious Greed Named One of the Top 10 Business & Economics Books of the Season by Publishers Weekly
Publisher: Random House
ISBN: 0679605010
Category : Business & Economics
Languages : en
Pages : 322
Book Description
For readers of The Smartest Guys in the Room and When Genius Failed, the definitive take on Brian Hunter, John Arnold, Amaranth Advisors, and the largest hedge fund collapse in history At its peak, hedge fund Amaranth Advisors LLC had more than $9 billion in assets. A few weeks later, it completely collapsed. The disaster was largely triggered by one man: thirty-two-year-old hotshot trader Brian Hunter. His high-risk bets on natural gas prices bankrupted his firm and destroyed his career, while John Arnold, his rival at competitor fund Centaurus, emerged as the highest-paid trader on Wall Street. Meticulously researched and character-driven, Hedge Hogs is a riveting fly-on-the-wall account of the largest hedge fund collapse in history: a blistering tale of the recent past that explains our precarious present . . . and may predict our future. Using emails, instant messages, court testimony, and exclusive interviews, securities analyst turned investigative reporter Barbara T. Dreyfuss charts the colliding paths of these two charismatic traders who dominated the speculative energy market. We follow Brian Hunter, the Canadian farm boy and elbows-out high school basketball star, as he achieves phenomenal early success, only to see his ambition, greed, and hubris precipitate his downfall. Set in relief is the journey of John Arnold, whose mild manner, sophisticated tastes, and low profile belied his own ferocious competitive streak. As the two clash, hundreds of millions of dollars in pension and endowment money is imperiled, with devastating public consequences. Hedge Hogs takes you behind closed doors into the shadowy world of hedge funds, the unregulated wild side of finance, where over-the-top parties and lavish perks abound and billions of dollars of other people’s money are in the hands of a tiny elite. Dreyfuss traces the rise of this freewheeling industry while detailing the decades of bank, hedge fund, and commodity deregulation that turned Wall Street into a speculative casino. A gripping saga peppered with fast money, vivid characters, and high drama, Hedge Hogs is also an important and timely cautionary tale—a vivisection of a financial system jeopardized by reckless practices, watered-down regulation, and loopholes in government oversight, just waiting for the next bust. Praise for Hedge Hogs “Regulators, legislators and judges inclined to sympathize with the industry ought to rush out and buy a copy of Barbara Dreyfuss’s Hedge Hogs, a wonderfully instructive tale about Amaranth Advisors. . . . Dreyfuss, a Wall Street analyst turned investigative journalist, not only plowed through what turned out to be a treasure trove of official records and transcripts, but supplemented it with plenty of her own reporting. She manages to organize it all into a tight, riveting and understandable yarn.”—The Washington Post “Clearly and entertainingly told . . . a salutary example of how traders who believe they are super-smart might be nothing more than lucky, and how there is nothing so intoxicating as the ability to speculate with other people’s money.”—The Economist “[Dreyfuss] does a great job of putting Amaranth’s out-of-control trader into historical context, explaining the blitz of deregulation that set the stage for someone like Hunter to do maximum damage.”—Bloomberg “The definitive take on the largest hedge fund collapse in history . . . You will not be able to put it down.”—Frank Partnoy, author of F.I.A.S.C.O. and Infectious Greed Named One of the Top 10 Business & Economics Books of the Season by Publishers Weekly
Hedging Market Exposures
Author: Oleg V. Bychuk
Publisher: John Wiley & Sons
ISBN: 111808537X
Category : Business & Economics
Languages : en
Pages : 322
Book Description
Identify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confronting a portfolio, equips the reader with the tools necessary to identify and understand these risks, and discusses the best ways to hedge them. The book does not require a specialized mathematical foundation, and so will appeal to both the generalist and specialist alike. For the generalist, who may not have a deep knowledge of mathematics, the book illustrates, through the copious use of examples, how to identify risks that can sometimes be hidden, and provides practical examples of quantifying and hedging exposures. For the specialist, the authors provide a detailed discussion of the mathematical foundations of risk management, and draw on their experience of hedging complex multi-asset class portfolios, providing practical advice and insights. Provides a clear description of the risks faced by managers with equity, fixed income, commodity, credit and foreign exchange exposures Elaborates methods of quantifying these risks Discusses the various tools available for hedging, and how to choose optimal hedging instruments Illuminates hidden risks such as counterparty, operational, human behavior and model risks, and expounds the importance and instability of model assumptions, such as market correlations, and their attendant dangers Explains in clear yet effective terms the language of quantitative finance and enables a non-quantitative investment professional to communicate effectively with professional risk managers, "quants", clients and others Providing thorough coverage of asset modeling, hedging principles, hedging instruments, and practical portfolio management, Hedging Market Exposures helps portfolio managers, bankers, transactors and finance and accounting executives understand the risks their business faces and the ways to quantify and control them.
Publisher: John Wiley & Sons
ISBN: 111808537X
Category : Business & Economics
Languages : en
Pages : 322
Book Description
Identify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confronting a portfolio, equips the reader with the tools necessary to identify and understand these risks, and discusses the best ways to hedge them. The book does not require a specialized mathematical foundation, and so will appeal to both the generalist and specialist alike. For the generalist, who may not have a deep knowledge of mathematics, the book illustrates, through the copious use of examples, how to identify risks that can sometimes be hidden, and provides practical examples of quantifying and hedging exposures. For the specialist, the authors provide a detailed discussion of the mathematical foundations of risk management, and draw on their experience of hedging complex multi-asset class portfolios, providing practical advice and insights. Provides a clear description of the risks faced by managers with equity, fixed income, commodity, credit and foreign exchange exposures Elaborates methods of quantifying these risks Discusses the various tools available for hedging, and how to choose optimal hedging instruments Illuminates hidden risks such as counterparty, operational, human behavior and model risks, and expounds the importance and instability of model assumptions, such as market correlations, and their attendant dangers Explains in clear yet effective terms the language of quantitative finance and enables a non-quantitative investment professional to communicate effectively with professional risk managers, "quants", clients and others Providing thorough coverage of asset modeling, hedging principles, hedging instruments, and practical portfolio management, Hedging Market Exposures helps portfolio managers, bankers, transactors and finance and accounting executives understand the risks their business faces and the ways to quantify and control them.
Modelling Longevity Dynamics for Pensions and Annuity Business
Author: Ermanno Pitacco
Publisher: OUP Oxford
ISBN: 0191609420
Category : Business & Economics
Languages : en
Pages : 416
Book Description
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid underestimation of the related liabilities, the insurance company (or the pension plan) must adopt an appropriate forecast of future mortality. Great attention is currently being devoted to the management of life annuity portfolios, both from a theoretical and a practical point of view, because of the growing importance of annuity benefits paid by private pension schemes. In particular, the progressive shift from defined benefit to defined contribution pension schemes has increased the interest in life annuities with a guaranteed annual amount. This book provides a comprehensive and detailed description of methods for projecting mortality, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. It relies on research work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives. The following topics are dealt with: life annuities in the framework of post-retirement income strategies; the basic mortality model; recent mortality trends that have been experienced; general features of projection models; discussion of stochastic projection models, with numerical illustrations; measuring and managing longevity risk.
Publisher: OUP Oxford
ISBN: 0191609420
Category : Business & Economics
Languages : en
Pages : 416
Book Description
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid underestimation of the related liabilities, the insurance company (or the pension plan) must adopt an appropriate forecast of future mortality. Great attention is currently being devoted to the management of life annuity portfolios, both from a theoretical and a practical point of view, because of the growing importance of annuity benefits paid by private pension schemes. In particular, the progressive shift from defined benefit to defined contribution pension schemes has increased the interest in life annuities with a guaranteed annual amount. This book provides a comprehensive and detailed description of methods for projecting mortality, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. It relies on research work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives. The following topics are dealt with: life annuities in the framework of post-retirement income strategies; the basic mortality model; recent mortality trends that have been experienced; general features of projection models; discussion of stochastic projection models, with numerical illustrations; measuring and managing longevity risk.
Agriculture Handbook
Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 710
Book Description
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 710
Book Description
Hidden Markov Models in Finance
Author: Rogemar S. Mamon
Publisher: Springer
ISBN: 1489974423
Category : Business & Economics
Languages : en
Pages : 280
Book Description
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.
Publisher: Springer
ISBN: 1489974423
Category : Business & Economics
Languages : en
Pages : 280
Book Description
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.
Deaths After Police Contact
Author: David Baker
Publisher: Springer
ISBN: 1137589671
Category : Social Science
Languages : en
Pages : 246
Book Description
This book investigates death after police contact in England and Wales in the twenty-first century. It examines how regulatory bodies construct accountability in such cases. Cases of death after police contact have the potential to cause deep unease in society. They highlight the unique role of the police in being legitimately able to use force whilst at the same time being expected to preserve life. People who are from Black, or Minority Ethnic backgrounds, or have mental health issues, or are dependent on substances are disproportionately more likely to die in these cases, and this emphasises the sensitive nature of many of these deaths to society. Deaths after Police Contact examines police legitimacy and the legitimacy of police regulators in these cases. The book argues that accountability is produced by a relatively arbitrary system of regulation that investigates such deaths as individual cases, rather than attempting to learn lessons from annual trends and patterns that might prevent future deaths. It will be of great interest to scholars and upper-level students of policing and criminal justice.
Publisher: Springer
ISBN: 1137589671
Category : Social Science
Languages : en
Pages : 246
Book Description
This book investigates death after police contact in England and Wales in the twenty-first century. It examines how regulatory bodies construct accountability in such cases. Cases of death after police contact have the potential to cause deep unease in society. They highlight the unique role of the police in being legitimately able to use force whilst at the same time being expected to preserve life. People who are from Black, or Minority Ethnic backgrounds, or have mental health issues, or are dependent on substances are disproportionately more likely to die in these cases, and this emphasises the sensitive nature of many of these deaths to society. Deaths after Police Contact examines police legitimacy and the legitimacy of police regulators in these cases. The book argues that accountability is produced by a relatively arbitrary system of regulation that investigates such deaths as individual cases, rather than attempting to learn lessons from annual trends and patterns that might prevent future deaths. It will be of great interest to scholars and upper-level students of policing and criminal justice.