Peter Tankov – författare

Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance. This comprehensive handbook provides a valuable resource for researchers, practitioners, policymakers, and students who are interested in understanding the practical role of quantitative techniques in delivering sustainable finance and investment.The book is divided into four main parts: Risks and Regulation; Asset Pricing and Portfolio Management; Data, Measurement, and AI; and Product Design and Specific Markets. Although this structure offers a coherent, unifying structure to the book, each chapter has been written so as to be self-contained and useful to readers interested in any specific aspect of quantitative sustainable finance. Every chapter has been written by leading experts in their field, and offers a useful, authoritative window into the state of research and practice.Features· Numerous contributions from leading experts in sustainable finance· Cutting edge analysis of recent technological advances in areas such as artificial intelligence· Practical tools and ideas for working quants, as well as valuable material for academic study.

Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance. This comprehensive handbook provides a valuable resource for researchers, practitioners, policymakers, and students who are interested in understanding the practical role of quantitative techniques in delivering sustainable finance and investment.The book is divided into four main parts: Risks and Regulation; Asset Pricing and Portfolio Management; Data, Measurement, and AI; and Product Design and Specific Markets. Although this structure offers a coherent, unifying structure to the book, each chapter has been written so as to be self-contained and useful to readers interested in any specific aspect of quantitative sustainable finance. Every chapter has been written by leading experts in their field, and offers a useful, authoritative window into the state of research and practice.Features* Numerous contributions from leading experts in sustainable finance* Cutting edge analysis of recent technological advances in areas such as artificial intelligence* Practical tools and ideas for working quants, as well as valuable material for academic study.

Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance. This comprehensive handbook provides a valuable resource for researchers, practitioners, policymakers, and students who are interested in understanding the practical role of quantitative techniques in delivering sustainable finance and investment.The book is divided into four main parts: Risks and Regulation; Asset Pricing and Portfolio Management; Data, Measurement, and AI; and Product Design and Specific Markets. Although this structure offers a coherent, unifying structure to the book, each chapter has been written so as to be self-contained and useful to readers interested in any specific aspect of quantitative sustainable finance. Every chapter has been written by leading experts in their field, and offers a useful, authoritative window into the state of research and practice.Features* Numerous contributions from leading experts in sustainable finance* Cutting edge analysis of recent technological advances in areas such as artificial intelligence* Practical tools and ideas for working quants, as well as valuable material for academic study.

WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Lévy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations.Topics covered in this book include: jump-diffusion models, Lévy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms.This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.

Gathering selected, revised and extended contributions from the conference ‘Forecasting and Risk Management for Renewable Energy FOREWER’, which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management and forecasting problems arising in the renewable energy industry. The different contributions explore all aspects of the energy production chain: forecasting and probabilistic modelling of renewable resources, including probabilistic forecasting approaches; modelling and forecasting of wind and solar power production; prediction of electricity demand; optimal operation of microgrids involving renewable production; and finally the effect of renewable production on electricity market prices. Written by experts in statistics, probability, risk management, economics and electrical engineering, this multidisciplinary volume will serve as a reference on renewable energy risk management and at the same time as a source of inspiration for statisticians and probabilists aiming to work on energy-related problems.

Gathering selected, revised and extended contributions from the conference ‘Forecasting and Risk Management for Renewable Energy FOREWER’, which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management and forecasting problems arising in the renewable energy industry. The different contributions explore all aspects of the energy production chain: forecasting and probabilistic modelling of renewable resources, including probabilistic forecasting approaches; modelling and forecasting of wind and solar power production; prediction of electricity demand; optimal operation of microgrids involving renewable production; and finally the effect of renewable production on electricity market prices. Written by experts in statistics, probability, risk management, economics and electrical engineering, this multidisciplinary volume will serve as a reference on renewable energy risk management and at the same time as a source of inspiration for statisticians and probabilists aiming to work on energy-related problems.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by:1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.