Biographie
Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Cité 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 60 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 2024 Louis Bachelier award of London Mathematical Society, Natixis Foundation and SMAI. Peter is the scientific director of the Paris Agreement Research Commons foundation at Louis Bachelier Institute and member of editorial boards of the top quantitative finance journals: Mathematical Finance and Finance and Stochastics.
