Welcome to my website!

I am Evgenii* Vladimirov, an Assistant Professor at the Econometric Institute, Erasmus University Rotterdam and a Candidate Fellow at the Tinbergen Institute. I obtained my PhD in Financial Econometrics from the Amsterdam School of Economics, University of Amsterdam and Tinbergen Institute.

My research interests are in financial econometrics and option pricing. In particular, in my projects I develop new approaches for extracting valuable information from option prices.

You can contact me via email vladimirov [at] ese.eur.nl

*My first name is pronounced like this.


  • Sept 2023: working paper “iCOS: Option-Implied COS Method” is now available on arXiv.
  • June 2023: I recieved the Best Paper Award at the early-career scholars SoFiE conference for my paper “iCOS: Option-Implied COS Method”.
  • Feb 2023: happy to share that I will be joining the Econometric Institute at Erasmus University Rotterdam in September.