# TSE Community

## Stéphane Villeneuve

### TSE Researcher

UT1 Capitole

Professor of Mathematics, University of Toulouse 1 Capitole

### Contact

E-mail : see the e-mail

Tel : +33 (0)5 61 63 57 27

Office : MF 304 bis

### Assistant

## Maryline Fautrier

E-mail : see the e-mail

Tel : + (33) 5 61 12 86 73

Office : MF 405

### 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

2015 | Member of the Editoral Board, Mathematics and Financial Economics |

2007 | Professor of Mathematics, University of Toulouse 1 Capitole |

### Former positions

2008 | Visiting Professor, University of California, Santa Barbara |

2002 - 2007 | Assistant Professor in Mathematics, University of Toulouse I |

1999 - 2002 | Assistant Professor in Mathematics, University of Evry |

### Education

2006 | Habilitation to supervise Ph.D. |

1999 | Ph.D. |

### Grants and awards

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