Antonis Papapantoleon is the Director of FEMO Lab and an Assistant Professor of Mathematics at the School of Applied Mathematical and Physical Sciences of the National Technical University of Athens. He is also an Affiliated Researcher at the Institute of Applied and Computational Mathematics of the Foundation for Research and Technology Hellas.
Before moving to Athens, he was a Juniorprofessor at TU Berlin from 2011 until 2017, and 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 include the applications of Lévy process in finance, term structure and LIBOR modeling, systemic risk measurement and management, and model-free methods in finance. His research has been published in leading journals such as Mathematical Finance, Mathematics of Operations Research, Insurance: Mathematics and Economics, and the Transactions of the AMS, while he has co-edited a book on Advanced Modelling in Mathematical Finance (Springer, 2016). He has also delivered several invited talks at conferences and seminars around the world.
- Building E, Office 207
- +30 210 772 1701
- papapan@mail.ntua.gr
- www.math.ntua.gr/~papapan