Yordanov Vilimir

Vilimir has a background in Economics and Mathematics. After a job as a portfolio manager at the largest Bulgarian asset management company, he decided to get advanced knowledge in Finance as a PhD student. He considers that theory and practice can go hand in hand.
Vilimir is interested mainly in Financial Engineering and Macro Finance. He focuses his studies on pricing and risk management of vanilla and exotic instruments from different asset classes (bias towards Fixed Income) using the tools of Financial Mathematics. He also goes further and by employing financial and economic intuition analyses what factors drive their prices aiming further applications at portfolio management, strategy, and trading.

Education:

  • Since 2005: PhD student at the Vienna Graduate School of Finance (full scholarship)
  • 2003 - 2005: MSc Applied Mathematics, Sofia University, Sofia, Bulgaria
  • 2001 - 2003: MA Economics, Central European University, Budapest, Hungary
  • 1997 - 2001: BA Economics, Sofia University, Sofia, Bulgaria


Research:

Fixed Income (Rates, Credit, FX, and their Derivatives), Macro/Monetary Economics, and Emerging Markets

Publications:

Cassimon, D., Engelen P.J., and Yordanov, V., Decomposing the Value of a Pharmaceutical Firm, International Journal of Pharmaceutical Medicine. 20(2):87-97, 2006

Contact Details:

Email: vilimir(.)yordanov(@)vgsf(.)ac(.)at


© 2012 A joint initiative of the FWF - Austrian Science Fund , the Institute for Advanced Studies Vienna , the University of Vienna and the WU (Vienna University of Economics and Business) 21.12.2011