Profile
Antonis Papapantoleon is a Professor of Mathematical Finance at the
Delft Institute of Applied Mathematics,
EEMCS,
TU Delft and a member of the
Delft FinTech Lab.
He is also an Affiliated Researcher at the
Institute of Applied and Computational Mathematics,
FORTH.
Before moving to Delft, he served as an Assistant Professor of Mathematics and Director of
FEMO Lab at the
School of Applied Mathematical and Physical Sciences,
National Technical University of Athens (currently Associate Professor, on leave).
He also served as a Juniorprofessor at
TU Berlin from 2011 until 2017, and as a Deputy Professor at the
University of Mannheim for one semester in 2016–2017.
He received his PhD in Mathematics from the
University of Freiburg supervised by
Ernst Eberlein, and was a post-doc at
TU Vienna in the group of
Josef Teichmann.
His practical experience includes positions at Commerzbank and at the Quantitative Products Laboratory, a joint venture between Deutsche Bank, HU Berlin and TU Berlin.
His research interests range from limit theorems for stochastic systems to the applications of Lévy processes in finance, term structure and LIBOR modeling, systemic risk measurement and management, model-free methods in finance, and applications of machine learning in finance.
His research has been published in leading journals of mathematics and mathematical finance, such as
The Annals of Applied Probability,
Mathematical Finance,
Mathematics of Operations Research,
Management Science, and the
Transactions of the AMS, while he has co-edited a book on
Advanced Modelling in Mathematical Finance (Springer, 2016).
His research has been funded by public funding bodies such as the
Hellenic Foundation for Research and Innovation, the
Europlace Institute of Finance, the
DAAD and
MATHEON, as well as by private corporations.
He has also delivered several invited talks at conferences and seminars around the world.
Contact details
- Building 36, Office HB 07.030
- Delft Institute of Applied Mathematics, EEMCS, TU Delft, Mekelweg 4, 2628 CD Delft, The Netherlands
- +31 15 278 4666
- a.papapantoleon@tudelft.nl