Bio and Research Interests

Research interests

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.

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


2006Habilitation to supervise Ph.D.

Grants and awards

2016 - 2021ANR Grant (Agence Nationale de la Recherche) ANR-16-CE05-0027-04 "Principal-Agent, Contracts and Mean-field gAmes for eNergy"
2012EIF 2012 Prize for the best paper in finance: "Free Cash-Flow, Issuance Costs and Stock Price Volatility"