الصفحة 1
الصفحة 1
Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financial problems; namely, pricing options and variance swaps, valuation of life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and inventory level, testing foreign exchange rate hypothesis, and early warning systems for currency crises.
Famine Early Warning Systems and Remote Sensing Data
This book describes the interdisciplinary work of USAID’s Famine Early Warning System Network (FEWS NET) and its in uence on how food security crises are identi ed, documented and the kind of responses that result. The book describes FEWS NET’s systems and methods for using satellite remote sensing to identify and describe how biophysical hazards impact the lives and livelihoods of the po- lation where they occur. It presents several illustrative case studies that will dem- strate the integration of both physical and social science disciplines in its work. FEWS NET’s operational needs have driven science in biophysical remote sensing applications through its collaboration with the US Geological Survey, the National Aeronautics and Space Administration, National Oceanographic and Atmospheric Administration, and US Department of Agriculture, as well as methodologies in the social science domain through its support of the US Agency for International - velopment, UN World Food Program and numerous international non-governmental organizations such as Save the Children, Oxfam and others. Because FEWS NET is an organization that must provide a global picture of food insecurity to decision makers, the information it relies on are by necessity - servable and able to be documented.
Landslide risk assessment
Over the past decade there has been a gradual shift away from simply relying on engineering solutions to individual landslide problems, to the use of a variety of strategies to manage the problems over a broad area. Such alternative strategies include the use of building codes, land use planning controls, preventing water leakage, early warning systems and insurance schemes. This book addresses these developments and provides a multidisciplinary perspective on landslide management.
Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including: portfolio optimization using both historic and predictive return estimation; model backtesting; a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; derivative valuation; and incorporating ESG ratings into REIT investment.
