Fanny CARTELLIER


Fanny CARTELLIER
CREST PhD Student
Finance
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I am a PhD student in quantitative sustainable finance, under the supervision of Peter Tankov and Christian-Yann Robert. I started my PhD in January 2021.

I work on modelling the financing of the low-carbon transition, using mostly theoretical tools from mathematical finance (dynamic stochastic modelling) and game theory, in micro-founded models. This includes stochastic control, dynamic equilibrium asset pricing, and mean field games.

Before the PhD, I studied economics and mathematical finance at ENSAE Paris and in the Master 2 of quantitative finance at Université Paris Diderot (M2MO, ex-Laure Elie). Even before, I studied humanities and social sciences in a "classe préparatoire B/L (social sciences)", type of demanding and competitive training specific to the French system.

I am mostly interested in topics such as financing the low-carbon transition and financial stability issues, with a theoretical perspective in financial economics rather than portfolio management practical side.