Olivier Guéant - Professor of Applied Mathematics at Université Paris 1
  • Working experience
  • Education and Awards
  • Lectures, talks, PhD
  • Research in Quantitative Finance
  • Research in Optimal Control and Games
  • Research in Other Fields

PhD and beyond

  • PhD in Applied Mathematics, under the supervision of Pierre-Louis Lions
Title: Mean field games and applications to economics. Secondary topic: Discount rates and sustainable development.
Jury members: Ivar Ekeland, Roger Guesnerie, Jean-Michel Lasry, Pierre-Louis Lions, Robert
Lucas, Benoît Perthame, José Scheinkman, Nancy Stokey.
  • Habilitation à diriger des recherches (HDR), under the supervision of Huyên Pham
Title: Quelques problèmes d'optimisation et de contrôle optimal : des jeux à champs moyens aux modèles d'exécution en finance.
Jury members: Frédéric Abergel, Aurélien Alfonsi, Bruno Bouchard, Jean-Michel Lasry, Huyên Pham, Olivier Pironneau.

Undergraduate and graduate studies

  • Special Student at Harvard University in Economics
  • Graduated from ENSAE ParisTech - Finance
  • Master Analyse et Politique économiques (Paris School of Economics)
  • Agrégation de Mathématiques
  • Ecole Normale Supérieure (rue d'Ulm) - S 2003

Awards

  • EIF-FBF "Best Paper Award in Finance" 2016 (with Charles-Albert Lehalle)
  • Rosemont-Demassieux prize 2010 (prix de la Chancellerie) for the best PhD in Sciences
  • AAENSAE Prize 2007 (with David Zerbib)
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