Antonio Mele - Böcker

Presenting advanced topics in financial econometrics and theoretical finance, this guide is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed "stochastic volatility", or "conditional heteroskedasticity", has been well known since before 1980; in this part, further useful theoretical properties of conditionally heteroskedastic models are uncovered. The second section goes beyond the statistical aspects of stochastic volatility models: it constructs and uses fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part demonstrates how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.

Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.

Learn Django 2.0 with four end-to-end projectsKey FeaturesLearn Django 2 by building real-world web applications from scratchDevelop powerful web applications quickly using the best coding practicesIntegrate other technologies into your application with clear, step-by-step explanations and comprehensive example codeBook DescriptionIf you want to learn the entire process of developing professional web applications with Django 2, then this book is for you. You will walk through the creation of four professional Django 2 projects, teaching you how to solve common problems and implement best practices.You will learn how to build a blog application, a social image bookmarking website, an online shop and an e-learning platform. The book will teach you how to enhance your applications with AJAX, create RESTful APIs and set up a production environment for your Django 2 projects. The book walks you through the creation of real-world applications, solving common problems, and implementing best practices. By the end of this book, you will have a deep understanding of Django 2 and how to build advanced web applications.What you will learnBuild practical real-world web applications with Django 2Use Django 2 with other technologies such as Redis and CeleryDevelop pluggable Django 2 applicationsCreate advanced features, optimize your code, and use the cache frameworkAdd internationalization to your Django 2 projectsEnhance the user experience using JavaScript and AJAXAdd social features to your projectsBuild RESTful APIs for your applicationsWho this book is forIf you are a web developer who wants to see how to build professional sites with Django 2, this book is for. You will need a basic knowledge of Python, HTML, and JavaScript, but you don't need to have worked with Django before.

PUBLISHER'S NOTE: A new edition of this book, updated for Django 5, is now available.Key FeaturesImplement advanced functionalities, such as full-text search engines, user activity streams, payment gateways, and recommendation enginesIntegrate JavaScript, PostgreSQL, Redis, Celery, and Memcached into your applicationsAdd real-time features with Django Channels and WebSocketsBook DescriptionDjango 4 By Example is the 4th edition of the best-selling franchise that helps you build web apps. This book will walk you through the creation of real-world applications, solving common problems, and implementing best practices using a step-by-step approach.You'll cover a wide range of web app development topics as you build four different apps:A blog application: Create data models, views, and URLs and implement an admin site for your blog. Create sitemaps and RSS feeds and implement a full-text search engine with PostgreSQL.A social website: Implement authentication with Facebook, Twitter, and Google. Create user profiles, image thumbnails, a bookmarklet, and an activity stream. Implement a user follower system and add infinite scroll pagination to your website.An e-commerce application: Build a product catalog, a shopping cart, and asynchronous tasks with Celery and RabbitMQ. Process payments with Stripe and manage payment notifications via webhooks. Build a product recommendation engine with Redis. Create PDF invoices and export orders to CSV.An e-learning platform: Create a content management system to manage polymorphic content. Cache content with Memcached and Redis. Build and consume a RESTful API. Implement a real-time chat using WebSockets with ASGI. Create a production environment using NGINX, uWSGI and Daphne with Docker Compose.This is a practical book that will have you creating web apps quickly.What you will learnLearn Django essentials, including models, ORM, views, templates, URLs, forms, authentication, signals and middlewareImplement different modules of the Django framework to solve specific problemsIntegrate third-party Django applications into your projectBuild asynchronous (ASGI) applications with DjangoSet up a production environment for your projectsEasily create complex web applications to solve real use casesWho this book is forThis book is for readers with basic Python knowledge and programmers transitioning from other web frameworks who wish to learn Django by doing. If you already use Django or have in the past, and want to learn best practices and integrate other technologies to scale your applications, then this book is for you too. This book will help you master the most relevant areas of the framework by building practical projects from scratch. Some previous knowledge of HTML and JavaScript is assumed.

2025 EDITION: Build four fully functional real-world Django applications with authentication, content management systems, payment processing, REST APIs, and more!Free with your book: DRM-free PDF version + access to Packt's next-gen Reader* Key FeaturesUpdated with the latest Django 5.2 features, detailed app planning, improved tooling, and GPT prompts for extending projectsLearn Django essentials, including models, ORM, views, templates, URLs, forms, authentication, signals, and middlewareIntegrate JavaScript, PostgreSQL, Redis, Celery, Docker, and Memcached into your applicationsBook DescriptionIf you want to learn Django by doing, this book is for you.This 2025 EDITION, fully updated to Django 5.2 LTS, is the fifth edition of the best-selling Django By Example franchise that helps you build real-world web apps. This book will walk you through planning and creation, solving common problems, and implementing best practices using a step-by-step approach.You’ll cover a wide range of web application development topics through four different projects: a blog application, a social website, an e-commerce application, and an e-learning platform. Pick up what’s new in Django 5 as you build end-to-end Python web apps, follow detailed project plans, and understand the hows and whys of Django.This is a practical and approachable book that will have you creating web apps quickly.*Email sign-up and proof of purchase required What you will learnUse various Django modules to solve specific problems using the latest featuresIntegrate third-party Django applications into your projectBuild complex web applications using Redis, Postgres, Celery/RabbitMQ and MemcachedSet up a production environment for your project with Docker ComposeBuild a RESTful API with Django Rest Framework (DRF)Implement advanced functionalities, such as full-text search engines, user activity streams, payment gateways, and recommender enginesBuild real-time asynchronous (ASGI) apps with Django Channels and WebSocketsWho this book is forThis book is for readers with basic Python programming knowledge and programmers transitioning from other web frameworks who wish to learn Django by doing. If you already use Django, or have in the past, and want to learn best practices and integrate other technologies to scale your applications, then this book is for you too. This book will help you master the most relevant areas of the framework by building practical projects from scratch.Some previous knowledge of HTML and JavaScript is assumed.

Learn Django 3 with four end-to-end web projects Key FeaturesLearn Django 3 by building real-world web applications from scratch in Python, using coding best practicesIntegrate other technologies into your application with clear, step-by-step explanations and comprehensive example codeImplement advanced functionalities like a full-text search engine, a user activity stream, or a recommendation engineAdd real-time features with Django Channels and WebSocketsBook DescriptionIf you want to learn the entire process of developing professional web applications with Python and Django, then this book is for you. In the process of building four professional Django projects, you will learn about Django 3 features, how to solve common web development problems, how to implement best practices, and how to successfully deploy your applications. In this book, you will build a blog application, a social image bookmarking website, an online shop, and an e-learning platform. Step-by-step guidance will teach you how to integrate popular technologies, enhance your applications with AJAX, create RESTful APIs, and set up a production environment for your Django projects. By the end of this book, you will have mastered Django 3 by building advanced web applications.What you will learnBuild real-world web applicationsLearn Django essentials, including models, views, ORM, templates, URLs, forms, and authenticationImplement advanced features such as custom model fields, custom template tags, cache, middleware, localization, and moreCreate complex functionalities, such as AJAX interactions, social authentication, a full-text search engine, a payment system, a CMS, a RESTful API, and moreIntegrate other technologies, including Redis, Celery, RabbitMQ, PostgreSQL, and Channels, into your projectsDeploy Django projects in production using NGINX, uWSGI, and DaphneWho this book is forThis book is intended for developers with Python knowledge who wish to learn Django in a pragmatic way. Perhaps you are completely new to Django, or you already know a little but you want to get the most out of it. This book will help you to master the most relevant areas of the framework by building practical projects from scratch. You need to have familiarity with programming concepts in order to read this book. Some previous knowledge of HTML and JavaScript is assumed.

Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature. While the methodology for options-based "model-free" pricingof equity volatility has been known for some time, little is known aboutanalogous methodologies for pricing various fixed income volatilities.This book fills this gap and provides aunified evaluation framework of fixed income volatility while dealing withdisparate markets such as interest-rate swaps, government bonds, time-depositsand credit. It develops model-free, forward looking indexes of fixed-incomevolatility that match different quoting conventions across various markets, anduncovers subtle yet important pitfalls arising from naïve superimpositions ofthe standard equity volatility methodology when pricing various fixed incomevolatilities.