Grigory Vilkov

Grigory Vilkov

Grigory Vilkov is Assistant Professor for Derivatives at Goethe University Frankfurt. He holds a Diploma degree in finance from the Finance Academy of the Government of Russia, M.B.A. from the University of Rochester William E. Simon School, as well as M.Sc. and Ph.D. degrees from INSEAD. In 2008 he joined the Goethe University Frankfurt first as a post doc, and then (starting from 2010) as EUREX Endowed Assistant Professor for Derivatives. His research interests include asset pricing and derivatives, especially the use of option-implied information in portfolio and risk management, as well as asset pricing in general equilibrium with frictions and emphasis on regulation of financial markets. His work has been published in journals such as Journal of Finance, and he has received several prizes for his research. He worked a number of years in derivatives trading, and then managed a privately held fund trading on the equity and equity derivatives markets.