Optimal stopping and stochastic control
Mathematical and computational finance
Contract theory in continuous time
Stéphane Villeneuve is a professor of applied mathematics and former dean of the department of mathematics at University of Toulouse 1 Capitole, where he is affiliated with both Toulouse School of Management and TSE. He is also a member of the TSE-Partnership Foundation (TSE-P) where he coordinates the Chair on Market Risk and Value Creation sponsored by SCOR under the aegis of The Risk Foundation. His research focuses on stochastic methods in finance and their applications for dynamic contracting.