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Office hours: Tuesday 11–12

I am a Juniorprofessor of Stochastic Analysis and Mathematical Finance at the Institute of Mathematics, TU Berlin, and a faculty member of the Berlin Mathematical School.

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My research interests lie in stochastic analysis and mathematical finance.

I was a scientific employee at the Quantitative Products Laboratory, where I belonged to the Financial Optimization group of Peter Bank, from June 2009 to June 2011. Previously I was a post-doc in Josef Teichmann's START project "Geometry of Stochastic Differential Equations" at the TU Vienna from June 2007 until May 2009.

I received my Ph.D. from the University of Freiburg, Germany, in March 2007, studying with Ernst Eberlein. My thesis focused on the applications of semimartignales and Lévy processes in mathematical finance. I hold an M.Sc. in Financial Mathematics from the University of Warwick, UK, and a degree in Mathematics from the University of Patras, Greece.

Contact details

Address: Institut für Mathematik, Technische Universität Berlin, Straße des 17. Juni 136, 10623 Berlin, Deutschland
Office: MA 703
Tel: +49 30 314 21730
Fax: +49 30 314 24413
E-mail: papapan@math.tu-berlin.de

Announcement

Together with Peter Friz, Claudio Landim and Michalis Loulakis we are organizing a workshop on

Stochastic Methods in Finance and Physics


taking place in Heraklion, Crete, from 15 until 19 July 2013. Topics include: interacting agents and equilibrium models, numerical methods for SPDEs, rough stochastic PDEs, probabilistic interaction models, metastabilty and condensation. There will be a small number of contributed talks and posters. The deadline for submissions has been extended to April 26, 2013.