معرفی
Peter Tankov is a Full Professor of Quantitative Finance at ENSAE Paris, part of Institut Polytechnique de Paris, and a permanent researcher at CREST. He holds a PhD from École Polytechnique (2004) under Rama Cont, a Master's in Probability and Applications from Université Pierre et Marie Curie (2001), and is an alumnus of École Polytechnique (X97). Previously, he held positions at Université Paris-Diderot and served as part-time faculty at École Polytechnique (2011-2016).
His research focuses on:
- Quantitative Finance: Stochastic processes, derivatives pricing, and financial modeling
- Green & Sustainable Finance: Climate risk modeling, portfolio alignment, and impact investing
- Energy Finance: Electricity markets, renewable integration, and storage economics
- Mean Field Games: Applications to economics, energy systems, and climate policy
His recent publications (2023-2025) demonstrate a strong focus on climate-related financial risks, including carbon pricing mechanisms, corporate decarbonization strategies, mean-field game applications in energy transitions, and methodological advances in stochastic optimization under uncertainty.
Awards & Recognition:
- 2024 Louis Bachelier Prize (London Mathematical Society, Natixis Foundation, SMAI)
- 2016 Best Young Researcher in Finance (Europlace Institute of Finance)
He leads major research initiatives as Scientific Director of the Green and Sustainable Finance program at Louis Bachelier Institute and coordinates projects including ANR-funded ECOREES (Economic Sustainability of Renewable Energy Systems) and ADEME-funded SECRAET (Scenario-based Climate Risk Analysis). He has supervised 9 PhD students to completion with 4 currently in progress.
