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Biography

Teemu Pennanen is the Professor of Mathematical Finance, Probability and Statistics at King's College London. Before joining King's, Professor Pennanen worked as Managing Director at QSA Quantitative Solvency Analysts Ltd, with a joint appointment as Professor of Stochastics at University of Jyväskylä, 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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