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Record Nr. |
UNINA9910462552703321 |
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Autore |
Geddes Brad |
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Titolo |
Advanced google adwords [[electronic resource] /] / Brad Geddes |
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Pubbl/distr/stampa |
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Indianapolis, IN, : Wiley, 2012 |
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ISBN |
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1-280-67586-1 |
9786613652799 |
1-118-22769-7 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (611 p.) |
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Disciplina |
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Soggetti |
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Internet advertising |
Internet merketing |
Web search engines |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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Advanced Google AdWords; Contents; Foreword; Introduction; Who Should Read This Book; What You Will Learn; What Is Covered in This Book; The Companion Website; How to Contact the Author; Chapter 1: Understanding Search Theory; The Origins of Google AdWords; The Psychology of Search; Goal Alignment: Google vs. You vs. the Searcher; Best Practices for Applying Search Theory; Chapter 2: Keyword Research; Understanding the Buying Funnel; Understanding Keywords; Discerning Keyword Match Types; Using Negative Keywords; Advanced Organizational Techniques; Taking Control of Your Ad Display |
Best Practices for Conducting Keyword Research Chapter 3: Keyword Tools: Extracting Valuable Data from Google; AdWords Keyword Tool; Traffic Estimator; Google Trends; Google Insights for Search; Microsoft Advertising Intelligence; Best Practices for Using Keyword Tools; Chapter 4: Writing Compelling Ads; Writing Effective Ads; Following Google's Editorial Guidelines; Developing Unique Selling Propositions; Distinguishing Features and Benefits; Employing Themes That Get Clicks; Spicing Up Your Ads with Ad Extensions; Following the Law: |
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Trademarks; The Quest for the Holy Grail of Advertising |
Best Practices for Writing Compelling AdsChapter 5: Landing Pages That Convert Searchers into Buyers; Does Your Landing Page Answer the Searcher's Question?; Everything about Destination URLs; Choosing Landing Pages That Increase Conversion Rates; Employing Usability, Trust, and Web Technology; Best Practices for Landing Pages; Chapter 6: Advanced Optimization Techniques; Optimizing for Traffic; Best Practices for Advanced Optimization Techniques; Chapter 7: Demystifying Quality Score; What Is Quality Score?; Viewing Your Quality Score; Landing Page Quality: Making Your Pages Relevant |
Estimating Your First Page Bid Understanding the Display Network Quality Score; Creating Highly Relevant Ad Groups; What to Do if Your Quality Score Drops; Quality Score FAQs; Best Practices for Optimizing Quality Scores; Chapter 8: Beyond Text: Image, Video, and Mobile Ads; Beyond the Desktop: Creating Mobile Ads; Beyond Static Text: Creating Rich Media Ads; Using Google's Display Ad Builder; Best Practices for Employing Image, Video, and Mobile Ads; Chapter 9: Understanding the Display Network; What Is the Display Network?; Creating a Successful Display Network Campaign |
Smart Pricing: Measure Success with Cost Per Conversion Learning How the Display Network Is Performing for You; Managed Placements: Choosing Which Display Sites Show Your Ads; Best Practices for the Display Network; Chapter 10: Advanced Display Network Techniques; Enhancing Your Display Campaigns; Setting Different Bids by Demographics; Remarketing; Topic and Interest Targeting; Creating Scenarios to Understand and Reach Your Target Audience; Write Effective Display Ads; DoubleClick Ad Planner: Free Access to Expensive Data; Best Practices for Advanced Display Network Usage |
Chapter 11: Advanced Geographic Targeting |
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Sommario/riassunto |
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Master every aspect of the powerful Google AdWords platform with this one-of-a-kind guide AdWords expert Brad Geddes, the first and only Advanced AdWords Seminar leader for Google, shares his detailed instruction and insights to get new users up and running quickly and teach AdWords pros some slick new tricks. This must-have new edition offers 50+ pages of fresh material on such topics as retargeting, tracking for analytics, video ad features, ad extensions, and much more.The ultimate guide to advanced Google AdWords techniques authored by a respected AdWords expert who is the |
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2. |
Record Nr. |
UNINA9911019439303321 |
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Autore |
Fries Christian <1970-> |
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Titolo |
Mathematical finance : theory, modeling, implementation / / Christian Fries |
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Pubbl/distr/stampa |
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Hoboken, N.J., : Wiley-Interscience, c2007 |
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ISBN |
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9786610974344 |
9781280974342 |
1280974346 |
9780470179789 |
0470179783 |
9780470179772 |
0470179775 |
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Descrizione fisica |
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1 online resource (544 p.) |
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Disciplina |
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Soggetti |
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Derivative securities - Prices - Mathematical models |
Securities - Mathematical models |
Investments - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 503-510) and index. |
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Nota di contenuto |
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Mathematical Finance: Theory, Modeling, Implementation; Contents; 1 Introduction; 1.1 Theory, Modeling, and Implementation; 1.2 Interest Rate Models and Interest Rate Derivatives; 1.3 About This Book; 1.3.1 How to Read This Book; 1.3.2 Abridged Versions; 1.3.3 Special Sections; 1.3.4 Notation; 1.3.5 Feedback; 1.3.6 Resources; I Foundations; 2 Foundations; 2.1 Probability Theory; 2.2 Stochastic Processes; 2.3 Filtration; 2.4 Brownian Motion; 2.5 Wiener Measure, Canonical Setup; 2.6 Itô Calculus; 2.6.1 Itô Integral; 2.6.2 Itô Process; 2.6.3 Itô Lemma and Product Rule |
2.7 Brownian Motion with Instantaneous Correlation2.8 Martingales; 2.8.1 Martingale Representation Theorem; 2.9 Change of Measure; 2.10 Stochastic Integration; 2.11 Partial Differential Equations (PDEs); 2.11.1 Feynman-Kač Theorem; 2.12 List of Symbols; 3 Replication; 3.1 Replication Strategies; 3.1.1 Introduction; 3.1.2 Replication in a Discrete Model; 3.2 Foundations: Equivalent Martingale Measure; 3.2.1 |
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Challenge and Solution Outline; 3.2.2 Steps toward the Universal Pricing Theorem; 3.3 Excursus: Relative Prices and Risk-Neutral Measures; 3.3.1 Why relative prices? |
3.3.2 Risk-Neutral MeasureII First Applications; 4 Pricing of a European Stock Option under the Black-Scholes Model; 5 Excursus: The Density of the Underlying of a European Call Option; 6 Excursus: Interpolation of European Option Prices; 6.1 No-Arbitrage Conditions for Interpolated Prices; 6.2 Arbitrage Violations through Interpolation; 6.2.1 Example 1 : Interpolation of Four Prices; 6.2.2 Example 2: Interpolation of Two Prices; 6.3 Arbitrage- Free Interpolation of European Option Prices; 7 Hedging in Continuous and Discrete Time and the Greeks; 7.1 Introduction |
7.2 Deriving the Replications Strategy from Pricing Theory7.2.1 Deriving the Replication Strategy under the Assumption of a Locally Riskless Product; 7.2.2 Black-Scholes Differential Equation; 7.2.3 Derivative V(t) as a Function of Its Underlyings S i(t); 7.2.4 Example: Replication Portfolio and PDE under a Black-Scholes Model; 7.3 Greeks; 7.3.1 Greeks of a European Call-Option under the Black-Scholes Model; 7.4 Hedging in Discrete Time: Delta and Delta-Gamma Hedging; 7.4.1 Delta Hedging; 7.4.2 Error Propagation; 7.4.3 Delta-Gamma Hedging; 7.4.4 Vega Hedging |
7.5 Hedging in Discrete Time: Minimizing the Residual Error (Bouchaud-Sornette Method)7.5.1 Minimizing the Residual Error at Maturity T; 7.5.2 Minimizing the Residual Error in Each Time Step; III Interest Rate Structures, Interest Rate Products, and Analytic Pricing Formulas; Motivation and Overview; 8 Interest Rate Structures; 8.1 Introduction; 8.1.1 Fixing Times and Tenor Times; 8.2 Definitions; 8.3 Interest Rate Curve Bootstrapping; 8.4 Interpolation of Interest Rate Curves; 8.5 Implementation; 9 Simple Interest Rate Products; 9.1 Interest Rate Products Part 1: Products without Optionality |
9.1.1 Fix, Floating, and Swap |
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Sommario/riassunto |
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A balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it essential for financial industry practitioners to have a solid understanding of derivative pricing. To cope with the growing complexity, narrowing margins, and shortening life-cycle of the individual derivative product, an efficient, yet modular, implementation of the pricing algorithms is necessary. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's most prevalent pri |
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