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A Proposal Digital Marketing Strategy For Marcheluzzo Srl: Training And Evaluating A Prediction Model For The Number Of Adv. Impressions, Charles Alves De Castro
A Proposal Digital Marketing Strategy For Marcheluzzo Srl: Training And Evaluating A Prediction Model For The Number Of Adv. Impressions, Charles Alves De Castro
Articles
This research aims to describe a digital marketing strategy elaborated to be deployed in the MarcheluzzoSrl Company located in Italy. In addition, it intends to give a wide range of information to the company about its customers, target, competitors, market, digital marketing strategy, and potential recommendations. It is also important to highlight that this strategy is focused on the Brazilian market. Most of the information collected for the situational analysis and many other components for this research were gathered through the author`s perception during his internship in the company. The methodology includes secondary data collected through field observation in the …
Risk Management And Hedging Approaches In Energy Markets, Jim Hanly
Risk Management And Hedging Approaches In Energy Markets, Jim Hanly
Articles
Energy based assets are showing increased susceptibility to volatility arising out of geo-political, economic, climate and technological events. Given the economic importance of energy products, their market participants need to be able to access efficient strategies to effectively manage their exposures and reduce price risk. This chapter will outline the key futures based hedging approaches that have been developed for managing energy price risk and evaluate their effectiveness. A key element of this analysis will be the breadth of assets considered. These include Crude and Refined Oil products, Natural Gas, and wholesale Electricity markets. We find significant differences in the …
American Option Pricing: Optimal Lattice Models And Multidimensional Efficiency Tests, Qianru Shang, Brian Byrne
American Option Pricing: Optimal Lattice Models And Multidimensional Efficiency Tests, Qianru Shang, Brian Byrne
Articles
We introduce a set of lattice techniques to the Leisen‐Reimer and Tian binomial models with a view to accelerating computation time and improving accuracy of American Option valuation. A level of accuracy and efficiency combined can be achieved that surpass commonly used analytical analogues. We compare these efficient lattice models with analytical formulae for pricing different groups of options according to the deepness of American quality and moneyness. Our results reveal that counter to received wisdom, lattices constructs produce greater speed and accuracy for all option categories relative to the best performing closed form American analogues.