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Professor Teemu Pennanen

Professor in Financial Mathematics

Research interests

  • Mathematics

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

More information

    Research

    FEATURE Finance
    Financial Mathematics

    King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

    News

    KBS-Mathematics-Informatics Research Discussion on Climate Finance

    Virtual meeting held to discuss research collaboration in the field of climate finance.

    King's flag London

    What does COVID-19 mean for the triple lock and State Pension inflation?

    Stochastic simulation models developed by King's mathematicians feature in the Pensions Policy Institute's latest briefing note.

    Tiny figurines of people wearing business attire, sitting atop small piles of coins

    Events

    22SepClimateFinanceWorkshopBannertemp

    Climate Finance Workshop

    Join us for the next Climate Finance Workshop hosted by the Qatar Centre for Global Banking & Finance and the King’s Climate Hub.

    Please note: this event has passed.

    Spotlight

    Mathematical modelling to support pensions policy

    Mathematical modeling informs the development of national pensions policy

    Growing income

      Research

      FEATURE Finance
      Financial Mathematics

      King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

      News

      KBS-Mathematics-Informatics Research Discussion on Climate Finance

      Virtual meeting held to discuss research collaboration in the field of climate finance.

      King's flag London

      What does COVID-19 mean for the triple lock and State Pension inflation?

      Stochastic simulation models developed by King's mathematicians feature in the Pensions Policy Institute's latest briefing note.

      Tiny figurines of people wearing business attire, sitting atop small piles of coins

      Events

      22SepClimateFinanceWorkshopBannertemp

      Climate Finance Workshop

      Join us for the next Climate Finance Workshop hosted by the Qatar Centre for Global Banking & Finance and the King’s Climate Hub.

      Please note: this event has passed.

      Spotlight

      Mathematical modelling to support pensions policy

      Mathematical modeling informs the development of national pensions policy

      Growing income