Author : Paul D. Kimmel
Publisher : Wiley
Page : pages
File Size : 37,77 MB
Release : 2001-06-04
Category : Business & Economics
ISBN : 9780471206507
Author : Ed Bowker Staff
Publisher : R. R. Bowker
Page : 3274 pages
File Size : 41,27 MB
Release : 2004
Category : Reference
ISBN : 9780835246422
Author : International Union for Conservation of Nature and Natural Resources
Publisher : Gland, Switzerland : IUCN
Page : 150 pages
File Size : 41,28 MB
Release : 1980
Category : Conservation of natural resources
ISBN :
Author : United States. Joint Chiefs of Staff
Publisher :
Page : 392 pages
File Size : 11,43 MB
Release : 1979
Category : Military art and science
ISBN :
Author : Birkmann
Publisher : The Energy and Resources Institute (TERI)
Page : 582 pages
File Size : 43,92 MB
Release : 2007-01-01
Category : Science
ISBN : 9788179931226
Measuring Vulnerability to Natural Hazards presents a broad range of current approaches to measuring vulnerability. It provides a comprehensive overview of different concepts at the global, regional, national, and local levels, and explores various schools of thought. More than 40 distinguished academics and practitioners analyse quantitative and qualitative approaches, and examine their strengths and limitations. This book contains concrete experiences and examples from Africa, Asia, the Americas and Europe to illustrate the theoretical analyses.The authors provide answers to some of the key questions on how to measure vulnerability and they draw attention to issues with insufficient coverage, such as the environmental and institutional dimensions of vulnerability and methods to combine different methodologies.This book is a unique compilation of state-of-the-art vulnerability assessment and is essential reading for academics, students, policy makers, practitioners, and anybody else interested in understanding the fundamentals of measuring vulnerability. It is a critical review that provides important conclusions which can serve as an orientation for future research towards more disaster resilient communities.
Author : Arild Angelsen
Publisher : CIFOR
Page : 390 pages
File Size : 21,67 MB
Release : 2009-01-01
Category : Climatic changes
ISBN : 6028693030
REDD+ must be transformational. REDD+ requires broad institutional and governance reforms, such as tenure, decentralisation, and corruption control. These reforms will enable departures from business as usual, and involve communities and forest users in making and implementing policies that a ect them. Policies must go beyond forestry. REDD+ strategies must include policies outside the forestry sector narrowly de ned, such as agriculture and energy, and better coordinate across sectors to deal with non-forest drivers of deforestation and degradation. Performance-based payments are key, yet limited. Payments based on performance directly incentivise and compensate forest owners and users. But schemes such as payments for environmental services (PES) depend on conditions, such as secure tenure, solid carbon data and transparent governance, that are often lacking and take time to change. This constraint reinforces the need for broad institutional and policy reforms. We must learn from the past. Many approaches to REDD+ now being considered are similar to previous e orts to conserve and better manage forests, often with limited success. Taking on board lessons learned from past experience will improve the prospects of REDD+ e ectiveness. National circumstances and uncertainty must be factored in. Di erent country contexts will create a variety of REDD+ models with di erent institutional and policy mixes. Uncertainties about the shape of the future global REDD+ system, national readiness and political consensus require exibility and a phased approach to REDD+ implementation.
Author : Rose Arny
Publisher :
Page : 1372 pages
File Size : 41,25 MB
Release : 2002-02
Category : American literature
ISBN :
Author : Simon A. Easton
Publisher :
Page : 82 pages
File Size : 28,83 MB
Release : 2018
Category : Psychometrics
ISBN : 9781861376633
Author : Robert Boice
Publisher : Pearson
Page : 340 pages
File Size : 37,20 MB
Release : 2000
Category : Education
ISBN :
Nihil nimus is a guide to the start of a successful academic career. As its title suggests (nothing in excess), it advocates moderation in ways of working.--From publisher description.
Author : Yuxing Yan
Publisher : Packt Publishing Ltd
Page : 586 pages
File Size : 28,57 MB
Release : 2017-06-30
Category : Computers
ISBN : 1787125025
Learn and implement various Quantitative Finance concepts using the popular Python libraries About This Book Understand the fundamentals of Python data structures and work with time-series data Implement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlib A step-by-step tutorial packed with many Python programs that will help you learn how to apply Python to finance Who This Book Is For This book assumes that the readers have some basic knowledge related to Python. However, he/she has no knowledge of quantitative finance. In addition, he/she has no knowledge about financial data. What You Will Learn Become acquainted with Python in the first two chapters Run CAPM, Fama-French 3-factor, and Fama-French-Carhart 4-factor models Learn how to price a call, put, and several exotic options Understand Monte Carlo simulation, how to write a Python program to replicate the Black-Scholes-Merton options model, and how to price a few exotic options Understand the concept of volatility and how to test the hypothesis that volatility changes over the years Understand the ARCH and GARCH processes and how to write related Python programs In Detail This book uses Python as its computational tool. Since Python is free, any school or organization can download and use it. This book is organized according to various finance subjects. In other words, the first edition focuses more on Python, while the second edition is truly trying to apply Python to finance. The book starts by explaining topics exclusively related to Python. Then we deal with critical parts of Python, explaining concepts such as time value of money stock and bond evaluations, capital asset pricing model, multi-factor models, time series analysis, portfolio theory, options and futures. This book will help us to learn or review the basics of quantitative finance and apply Python to solve various problems, such as estimating IBM's market risk, running a Fama-French 3-factor, 5-factor, or Fama-French-Carhart 4 factor model, estimating the VaR of a 5-stock portfolio, estimating the optimal portfolio, and constructing the efficient frontier for a 20-stock portfolio with real-world stock, and with Monte Carlo Simulation. Later, we will also learn how to replicate the famous Black-Scholes-Merton option model and how to price exotic options such as the average price call option. Style and approach This book takes a step-by-step approach in explaining the libraries and modules in Python, and how they can be used to implement various aspects of quantitative finance. Each concept is explained in depth and supplemented with code examples for better understanding.
