Introduction to Private Security or Prices in Financial Markets

Introduction to Private Security

Author: John S Dempsey

Interested in a career in private security? With Dempsey's timely book, you'll gain real-world insight into today's field. Dempsey explains the role of private security in the context of a society highly aware of criminal activity and terrorism, and also addresses your practical concerns '"How do I get a job'" "What kinds of jobs are available to me, and what responsibilities will I have?" "What skills do I need?" As you read, you'll also learn about the ethics and professionalism expected of you, and the vital role that you'll play in partnering with public law enforcement in the solution to your community's problems.

Table of Contents:

Part I: PRIVATE SECURITY HISTORY, BUSINESS, AND CONCEPTS. 1. The History and Professionalization of Private Security. 2. The Business of the Private Security Industry. 3. Private Security Concepts, Tools, and Systems Integration or Convergence. 4. Private Security Law. Part II: PRIVATE SECURITY CATEGORIES. 5. Premise Security. 6. Retail Security and Loss Prevention. 7. Personal Security. 8. Employment-related Security. 9. Information and Computer Security. Part III: PRIVATE SECURITY OPERATIONS. 10. Investigative Security. 11. Surveillance and Undercover Operations. 12. Public and Private Partnerships for Security. 13. Homeland Security.

Interesting book: Windows Vista Step by Step or Learning Perl

Prices in Financial Markets

Author: Michael U Dothan

This book offers a unified treatment of selected topics in the theory of financial markets. Starting with discrete time models, Dothan introduces discrete time stochastic calculus and discrete martingale methods of intuitive simplicity to characterize attainability, completeness, pricing, and the relationship between risk and return in financial markets. Subsequently, he uses the intuition developed in conjunction with the discrete time theory to introduce continuous time calculus for continuous, jump, and mixed continuous-jump processes, and to deal with attainability, completeness, pricing, and the relationship between risk and return in general continuous time models. Throughout, the exposition of the continuous time theory emphasizes the analogies between discrete time and continuous time methods and results. The book includes many examples, applications to the pricing of options and other derivative securities, and an extensive discussion of the Black-Scholes model and its most general theoretical extension.