Antonis Papapantoleon

Antonis Papapantoleon is a Professor of Mathematical Finance at the Delft Institute of Applied Mathematics (DIAM), part of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at TU Delft. He is also affiliated with the Delft FinTech Lab and serves as an Affiliated Researcher at the Institute of Applied and Computational Mathematics (IACM), FORTH. Previously, he held roles including Assistant Professor at the National Technical University of Athens (NTUA), Juniorprofessor at TU Berlin (2011–2017), and Deputy Professor at the University of Mannheim (2016–2017).

His research focuses on stochastic systems, Lévy processes in finance, term structure/LIBOR modeling, systemic risk management, model-free methods, and applications of machine learning in finance. Key contributions include advancements in affine LIBOR models, systemic risk analysis, and copula-based risk allocation. His work has been published in top journals like Annals of Applied Probability, Mathematical Finance, and Finance and Stochastics.

His research has been supported by the Hellenic Foundation for Research and Innovation (HFRI), Europlace Institute of Finance, DAAD, MATHEON, and private corporations. He has delivered invited talks globally and co-edited Advanced Modelling in Mathematical Finance (Springer, 2016).

Current affiliations include leadership in the Delft FinTech Lab and active participation in international collaborations. His work bridges theoretical stochastic analysis with practical financial applications, emphasizing robust frameworks for risk measurement and derivatives pricing.