Maths professor gives semi-plenary lecture

Professor Teemu Pennanen, a member of the Financial Mathematics group, at King's College London was invited to give a semi-plenary lecture on financial risk management at the 21st International Symposium of Mathematical Programming (ISMP 2012).

This is the world's largest optimisation conference and takes place every three years. ISMP 2012 took place in Berlin, Germany and had more than 2000 participants. Professor Pennanen's talk offered an 'Introduction to convex optimization in financial markets'. 

Teemu Pennanen is currently 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. 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.