Peter Jaeckel

Peter Jaeckel 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 programme and at Oxford University. Previously, he was a managing director at VTB Europe and VTB Capital. Before that, Global Head of Credit, Hybrid, Inflation, and Commodity Derivative Analytics at ABN Amro, and also held several positions at Nikko Securities, NatWest, and Commerzbank Securities' product development group. He is the author of the bestselling Monte Carlo methods in finance. 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.