Optimal stopping and stochastic control Mathematical and computational finance Contract theory in continuous time
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.
Member of the Editoral Board, Mathematics and Financial Economics
Professor of Mathematics, University of Toulouse 1 Capitole
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
Habilitation to supervise Ph.D.
Grants and awards
2016 - 2021
ANR Grant (Agence Nationale de la Recherche) ANR-16-CE05-0027-04 "Principal-Agent, Contracts and Mean-field gAmes for eNergy"
EIF 2012 Prize for the best paper in finance: "Free Cash-Flow, Issuance Costs and Stock Price Volatility"