Professor Teemu Pennanen
Telephone: +44 020 7848 2472
Email: teemu.pennanen@kcl.ac.uk
Office: S5.41, Strand Building, Strand Campus
Title: Professor in Financial Mathematics
Personal Website
Biography
Teemu Pennanen is the Professor of Mathematical Finance, Probability and Statistics at King's College, London. Before joining KCL, Professor Pennanen worked as Managing Director at QSA Quantitative Solvency Analysts Ltd, with a joint appointment as Professor of Stochastics at University of Jyvaskyla, Finland. His earlier appointments include a research fellowship of the Finnish Academy and several visiting positions in universities abroad.
Research Interests
Professor Pennanen's research interests include financial risk management, financial econometrics, mathematical finance and the development of computational techniques for risk management. He has authored more than 30 journal publications and he has been a consultant to a number of financial institutions including Bank of Finland, Ministry of Social Affairs and Health and The State Pension Fund.
Selection of Publications
A list of publications is available here.