Olivier Guéant

Université Paris-Diderot

Olivier Guéant is Full Professor of Applied Mathematics at Université Paris 1 Panthéon-Sorbonne. Before joining La Sorbonne, he was Associate Professor of Applied Mathematics at Université Paris Diderot and Professor of Quantitative Finance at Ecole Nationale de la Statistique et de l’Administration Economique (ENSAE). Olivier is a former student of Ecole Normale Supérieure (rue d’Ulm). He also graduated from ENSAE in Finance. He holds a PhD in Applied Mathematics from Université Paris Dauphine (supervised by Pierre-Louis Lions) and a master’s degree in economics from Paris School of Economics. He was also a special student and a teaching fellow at Harvard University during his doctoral studies. His main current research interests include optimal execution, market making, and the use of big data methods in finance.

Follow Olivier

Articles by Olivier Guéant

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: