Antonis Papapantoleon
Department of Mathematics
·
NTUA
·
Greece
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Current research projects
Principal investigator of the HFRI project:
New paradigms in mathematical finance: Modeling, analysis, computation
.
Principal investigator of the EIF project:
Interest rate term structures in a low-rate environment: Modelling, calibration and regulatory aspects
.
Past research projects
Principal investigator of the EIF project:
Collateral management in centrally cleared trading
.
Principal investigator and board member of the Research Training Group (RTG) 1845:
Stochastic analysis with applications in biology, finance and physics
.
Project co-leader of the EIF project:
Post-crisis models for interest rate markets
.
Project coordinator of the PROCOPE program 57050542:
Financial markets in transition: mathematical models and challenges
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Principal investigator of the MATHEON project E13:
Affine processes in finance: LIBOR modeling and estimation
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Project coordinator of the IKYDA program 54718970:
Stochastic analysis in finance and physics
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