Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Diderot (Paris 7) university and Ecole Polytechnique. He is a mathematician, specialist in applied probability and stochastic processes. His current research interests include quantitative finance, energy finance, and green and sustainable finance. Peter is the author of over 50 research articles on these and other topics and of the widely read book, Financial Modelling with Jump Processes. He is the recepient of the 2016 Best Young Researcher in Finance award of the Europlace Institute of Finance and the principal investigator of several national grants. Peter is the scientific director of the Green and Sustainable Finance Research Program at Louis Bachelier Institute, member of the board of directors of GRASFI, the Global Research Alliance for Sustainable Finance and and Investment, and member of editorial boards of the main quantitative finance journals: Mathematical Finance, Finance and Stochastics and SIAM Journal on Financial Mathematics.
|Enseignant||Identifiant||Intitulé||Instructor||Heures de TD||Jours||Heures de cours||Crédits ECTS||Modalité examen|
|Peter TANKOV||AE366||Financial conferences||0||0||1|
|Peter TANKOV||SF13||In-depth project - S1||0||0||3|
|Peter TANKOV||SF14||In-depth project - S2||0||0||3|
|Peter TANKOV||FA315||Modeling and managing energy risks||0||12||2||mém.|
|Peter TANKOV||MS305||Pricing and hedging of financial derivatives||10||24||4||écrit+CC|
|Peter TANKOV||FA350||Risks of volatility and validation of models||0||18||3||écrit|