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Professor of Finance

Personal Details

Grigory Vilkov is the Professor in the Department of Finance at Frankfurt School of Finance & Management. Grigory received his Diploma in finance from the Finance Academy of the Government of Russia, then got an MBA from the University of Rochester William E. Simon School, continued his study in INSEAD to get the M.Sc. and Ph.D. in Management. In 2008 he joined the Goethe University Frankfurt as Assistant Professor and stayed there until 2014, when he moved to  Frankfurt School of Finance & Management. In the Fall 2013 he also visited University of Mannheim as Professor of Finance. Starting in 2013 Grigory is acting as principal investigator in the Center of Excellence SAFE (Sustainable Architecture for Finance in Europe).

He worked a number of years in derivatives trading, and then managed a privately held fund trading on the equity and equity derivatives markets. After some short experience with large banks, he worked as a partner in a company specialized on market execution systems for algorithmic trading on the stock and option markets, and a company building a grid computing technology used on Wall Street, and some others. Grigory's professional designations include FRM (Financial Risk Manager) from GARP and PRM (Professional Risk Manager) from PRMIA.

Grigory's preferred topic so far has been the use of derivative instruments and option-implied information in asset pricing and portfolio management, and general equilibrium modeling with frictions.


Office hours

during the semester:

By appointment

Room:

418

Contact

Contact

Publications

Scholarly journal articles / Journal articles

Working papers