Stanislav Khrapov (@khrapovs)
github

khrapovs

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  • Stars
    star
    181
  • Global Rank 132,750 (Top 5 %)
  • Followers 65
  • Following 5
  • Registered over 11 years ago
  • Most used languages
    Python
         81.3 %
    Jupyter Notebook
         18.8 %
  • Location 🇩🇪 Germany
  • Country Total Rank 7,255
  • Country Ranking
    Jupyter Notebook
         215
    Python
         2,242

Top repositories

1

vix

Compute VIX and related volatility indices
Jupyter Notebook
96
star
2

impvol

Find Black-Scholes implied volatility
Python
21
star
3

fangoosterlee

Price options analytically given stock price characteristic function
Python
13
star
4

dataanalysispython

Data Analysis in Python
Jupyter Notebook
10
star
5

bekk

Estimate parameters of BEKK model
Python
9
star
6

rndensity

Risk-neutral density-density based option pricing
Python
7
star
7

mygmm

My own implementation of the GMM estimator.
Python
4
star
8

finmetrix-code

Financial Econometrics
Python
4
star
9

finmetrix

FinMetrix Examples
Jupyter Notebook
4
star
10

multivol

Model of multivariate volatility
Python
3
star
11

skewstudent

Skewed Student distribution
Python
2
star
12

multidensity

Multivariate Densities
Python
1
star
13

sobol

Sobol pseudo-random number generator
Python
1
star
14

adventofcode2022

My take on https://adventofcode.com/2022/
Python
1
star
15

diffusions

Simulation and estimation of Stochastic Diffusion models
Python
1
star
16

cython_blas_lapack

Linear algebra in Cython
Python
1
star