Peter Tankov is a Professor of Quantitative Finance and co-head of the quantitative finance and risk management track at ENSAE, an engineering school in Paris. A graduate of Ecole Polytechnique, he has previously worked as professor at University Paris-Diderot, assistant professor at Ecole Polytechnique, and visiting professor at Imperial College London. Peter's research interests lie in the fields of stochastic processes, quantitative finance and energy mathematics; topics on which he has written over 40 research papers. He is a recognized expert on the use of jump processes in finance and the author of the widely read book Financial Modelling with Jump Processes written jointly with Rama Cont. Peter is a member of editorial boards of leading finance journals Mathematical Finance, Finance and Stochastics, and SIAM Journal on Financial Mathematics and the recipient of the Best Young Researcher in Finance award of the Europlace Finance Institute.
Dr Chaman Kumar
Chaman Kumar is an Assistant Professor of Probability and Stochastic Analysis at the Indian Institute of Technology Roorkee, Roorkee. He completed his PhD at the School of Mathematics, University of Edinburgh, United Kingdom. He held the positions of Visiting Scientist at the Stat-Math Unit, Indian Statistical Institute, Delhi and Whittaker Research Fellow at the School of Mathematics, University of Edinburgh United Kingdom. Kumar is a leading expert in the numerical approximation of SDE driven by Lévy noise and their applications in finance. He has published several articles in journals of international reputes including SINUM and EJP.