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.