معرفی
Peter Tankov is a Professor of Quantitative Finance at ENSAE (the French national school for statistics and economic administration), part of the Institute Polytechnique de Paris. He is also a researcher at CREST and member of the FIME Laboratory. His academic career includes previous positions at Paris-Cité University and Ecole Polytechnique.
Dr. Tankov specializes in applied probability and stochastic processes, with current research interests spanning quantitative finance, energy finance, green finance, sustainable finance, and mean field games applications to economics. His work bridges mathematical rigor with practical financial applications, particularly in the context of climate change and environmental transition.
His research output shows a clear trend toward climate-related finance, with recent publications focusing on carbon pricing, transition risk modeling, energy market dynamics, and sustainable investment strategies. The articles demonstrate a strong interdisciplinary approach combining mathematical finance, game theory, and climate science to address pressing environmental finance challenges.
- 2016 Best Young Researcher in Finance award of the Europlace Institute of Finance
- 2024 Louis Bachelier award of London Mathematical Society, Natixis Foundation and SMAI
Professor Tankov serves as scientific director of the Green and Sustainable Finance program at Louis Bachelier Institute and is a member of editorial boards for top quantitative finance journals including Mathematical Finance and Finance and Stochastics. He is currently guest editing a Special Issue on Climate and Nature Risk in Mathematical Finance. His teaching includes courses on green finance, energy risk management, and financial derivatives.
