Peter Tankov, researcher at CREST and Professor of Quantitative Finance at ENSAE Paris and Institut Polytechnique de Paris, has just published a new book, co-edited with Ruixun Zhang (Peking University), Handbook of Quantitative Sustainable Finance, this book is included in the Chapman and Hall / CRC Financial Mathematics Series.

The handbook brings together contributions from leading researchers working at the crossroads of quantitative finance and sustainability. It explores a wide range of topics, including climate and transition risks, sustainable asset pricing, portfolio management, regulation, data and measurement, and the design of sustainable financial instruments. The volume aims to provide both a rigorous and accessible reference for researchers, practitioners, and policymakers interested in sustainable finance.

This book naturally builds on Peter Tankov’s recent work in the field. In 2025, his research has examined the role investors can play in curbing greenwasghing (Journal of Economic Dynamics and Control) and proposed quantitative models to assess how climate transition uncertainty affects corporate debt valuation (Mathematical Finance). Together, these contributions highlight his ongoing engagement with the quantitative challenges raised by the transition to a low-carbon economy.

About the author

Peter Tankov is a senior researcher at CREST and a Professor of Quantitative Finance at ENSAE Paris. His research focuses on mathematical finance, with particular interests in asset pricing, energy and commodity markets, and climate-related financial risks. He has published extensively in leading academic journals and is actively involved in developing quantitative tools to better understand the financial implications of climate change and the transition to a low-carbon economy.

More information about the book is available on the publisher’s website: https://www.routledge.com/Handbook-of-Quantitative-Sustainable-Finance/Tankov-Zhang/p/book/9781032627922