Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

Determination of the most suitable oil pipeline route using GIS least cost path analysis

The Keystone XL has a big role for transforming Canadian oil to the USA. The function of the pipeline is decreasing the dependency of the American oil industry on other countries and it will help to limit external debt. The proposed pipeline seeks the most suitable route which cannot damage agricultural and natural water recourses such as the Ogallala Aquifer. Using the Geographic Information System (GIS) techniques, the suggested path in this study got extremely high correct results that will help in the future to use the least cost analysis for similar studies. The route analysis contains different weighted overlay surfaces, each, was influenced by various criteria (slope, geology, population and land use). The resulted least cost path routes for each weighted overlay surface were compared with the original proposed pipeline and each displayed surface was more effective than the proposed Keystone XL pipeline.

Hybrid link-state path-vector protocol ++

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores Mestrado Integrado em Engenharia Electrotécnica e de Computadores

A learning approach to swarm-based path detection and tracking

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Partial Least Square – Path Modeling: metodologia, software e aplicação

Trabalho de Projeto apresentado como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Maintaining the correctness of transactional memory programs

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

Energy-efficient diversity combining for different access schemes in a multi-path dispersive channel

Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e Computadores

The Vase’s Representation (Cantharus, Crater) on the Roman Mosaic in Portugal: A Significant Formal and Iconographic Path from Classic Antiquity to Late Antiquity

11TH INTERNATIONAL COLLOQUIUM ON ANCIENT MOSAICS OCTOBER 16TH  20TH, 2009, BURSA TURKEY Mosaics of Turkey and Parallel Developments in the Rest of the Ancient and Medieval World: Questions of Iconography, Style and Technique from the Beginnings of Mosaic until the Late Byzantine Era

Strategic account management: the path to gain customer loyalty

The account management field works closely with the sales team, serving as the customer’s primary point of contact. This project’s purpose was to understand if shifting the account management from brand centric to customer centric, would be the best fit for a Portuguese Pharmaceutical company. This customer centric approach - Strategic Account Management (SAM) - was studied, understanding the implicated trade-offs to the company. The workforce was probed about the project and their comments were analyzed. The conclusion points to an implementation of SAM and proposes the adaptations to follow in order to smooth the change.