Peter Tankov, ENSAE-CREST professor, winner of the Prix Louis Bachelier 2024
The Louis Bachelier Prize is a biennial prize jointly awarded by the London Mathematical Society (LMS), the Natixis Foundation for Research and Innovation and the Société de Mathématiques Appliquées et Industrielles (SMAI). The winners are prominent personalities, widely recognized in the academic and professional worlds of quantitative finance and/or risk management.
The jury awarded the Prix 2024 to Peter Tankov, a mathematician specializing in applied probability and stochastic modeling, who is also a research professor co-director of the Finance, Risks and Data track at ENSAE Paris. The Prize committee rewarded him for his internationally recognized work, carried out in collaboration with eminent climatologists, economists and regulators, which has had a significant impact on research and policy.
Peter Tankov’s research is an excellent example of the relevance of rigorous mathematical and statistical modelling for applications in risk management and market regulation.