Peter Jaeckel
Peter Jaeckel (Peter Jäckel) is a
mathematician, finance professor and market practitioner. He is the managing director of OTC Analytics. He also teaches at the Certificate of Quantitative Finance (CQF, FitchLearning) programme and at
Oxford University. Previously, he was a managing director (Deputy Head of Quantitative Research) at VTB Europe (Frankfurt) and
VTB Capital (London). Before that, Global Head of Credit, Hybrid, Inflation, and Commodity Derivative Analytics at
ABN Amro, and also held several positions at
Nikko Securities,
NatWest (
Royal Bank of Scotland group), and
Commerzbank Securities' product development group. He is the author of the
bestselling ''Monte Carlo methods in finance'' (
John Wiley and Sons, ). In mathematics, he has made important contributions to the field of
Sobol sequences; while in
Mathematical Finance, he has been influential in the development of
Monte Carlo methods in finance, and has also contributed, to the
LIBOR market model, and
volatility modelling. Jäckel received his
D. Phil. in
Physics from
Oxford University in 1995.
Provided by Wikipedia