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Scientific Colloquium – Peter Tankov

Scientific Colloquium - Peter Tankov 30 MaggioMag 2024 14:30 - 18:30 UTC

30 May 2024 - 2:30 pm CET | Peter Tankov, full professor of quantitative finance at ENSAE, France.

 
Abstract: TBD
Short 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.
Where: Società dei Naturalisti, Via Mezzocannone 8, 80134 Napoli NA. The colloquium will be also broadcast online, on Zoom.
How to join online: https://us02web.zoom.us/j/84640651456?pwd=TlpSNkZKK25MVkxFdngySm1HZTh4QT09
Meeting ID: 846 4065 1456
Passcode: 656302
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