Daniil Vilkul
- Doctoral Student:Faculty of Economic Sciences / Department of Financial Market Infrastructure
Responsibilities
Lecturing on “Investment and Portfolio Management”
Training seminars on “Financial markets and financial institutions”
Postgraduate Studies
3rd year of study
Approved topic of thesis: Discrete-time models of derivatives pricing in portfolio management
Academic Supervisor: Berzon, Nikolay I.
Courses (2019/2020)
- Financial Markets and Financial Instruments (Minor; Faculty of Economic Sciences; 1, 2 module)Rus
Financial Markets and Institutions (Bachelor’s programme; Faculty of Economic Sciences; field of study "38.03.01. Экономика", field of study "38.03.01. Экономика"; 2 year, 1, 2 module)Rus
Publications2
- Article Берзон Н. И., Вилкул Д. Е., Мезенцев В. В., Бобровский Д. И., Дубинский Д. В. Использование Value-at-risk и ExpectedShortfull подходов для оценки премий опционов на основе ARMA-моделей и расчета вероятности дефолта компаний // Экономика и математические методы. 2020
- Article Вилкул Д. Е., Немцева А. А. Особенности подходов к измерению доходности облигаций с переменным купоном на примере сравнения ОФЗ-ПК и ОФЗ-ПД // Финансы и бизнес. 2020
Employment history
2018 – present – Higher School of Economics, Faculty of Economic Sciences, Assistant professor
2017 – 2018 – Higher School of Economics, Faculty of Economic Sciences, Teaching assistant
2018 – 2019 – Sviaz-Bank, Proprietary trading, Head of securities and derivatives
2018 – İŞBANK, Treasury, Trader
2016 – 2018, Inbank, Proprietary trading, Trader
2016 – Inbank, Proprietary trading, Trading assistant