Bio and Research Interests

Research interests

Optimal stopping and stochastic control
Mathematical and computational finance
Contract theory in continuous time

Biography

Stéphane Villeneuve is a Professor of Applied mathematics and Dean of the department of mathematics at the University of Toulouse 1 Capitole, where he is affiliated with the Centre de Recherche en Management and the Toulouse School of Economics. He is also a member of the institute of industrial economy where he coordinates the Chair Market Risk and Value Creation sponsored by SCOR under the aegis of the Fondation du risque. His research focuses on stochastic methods in finance and more recently on their applications on dynamic contracting.

Current position

2015Member of the Editoral Board, Mathematics and Financial Economics
2007Professor of Mathematics, University of Toulouse 1 Capitole

Former positions

2008Visiting Professor, University of California, Santa Barbara
2002 - 2007Assistant Professor in Mathematics, University of Toulouse I
1999 - 2002Assistant Professor in Mathematics, University of Evry

Education

2006Habilitation to supervise Ph.D.
1999Ph.D.

Grants and awards

2012EIF 2012 Prize for the best paper in finance: "Free Cash-Flow, Issuance Costs and Stock Price Volatility"

Articles in a refereed journal

Contributions to books

Working papers

Mimeos