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

  1. Building 36, Office HB 07.030
  2. Delft Institute of Applied Mathematics, EEMCS, TU Delft, Mekelweg 4, 2628 CD Delft, The Netherlands
  3. +31 15 278 4666