Title/Position: Professor, co-Director of the "Finance & Risk Management" track and Advanced Master
Department: ENSAE-CREST, Finance-Insurance
Specialties: Quantitative finance ; energy finance ; green finance ; mean field games and their applications to economics

Faculty Bio

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.


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Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Peter TANKOV, diff. enseignants AE366 Financial conferences Tankov Peter 0 10 1 CC
Peter TANKOV FA315 Modeling and managing energy risks Tankov Peter 0 12 2 écrit+mém.
Peter TANKOV MS305 Pricing and hedging of financial derivatives Tankov Peter 10 24 4 écrit+CC
Peter TANKOV SF13 Research project in finance and insurance - 1st semester Tankov Peter 0 0 3 mém.
Peter TANKOV SF14 Research project in finance and insurance - 2nd semester Tankov Peter 0 0 3 mém.
Peter TANKOV FA350 Risks of volatility and validation of models Tankov Peter 0 18 3 écrit