Professor Teemu Pennanen
Telephone: +44 020 7848 2402
Email: teemu.pennanen@kcl.ac.uk
Office: S5.41, Strand Building, Strand Campus
Title: Professor in Financial Mathematics
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
- Mathematical finance
- Convex optimization
- Stochastic optimization
- Financial risk management
- Financial econometrics
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