Olivier Guéant


Olivier Guéant is a French mathematician, working on mean field game theory and financial mathematics. He is currently Full Professor of applied mathematics at Université Paris 1 Panthéon Sorbonne.

Background

Guéant studied mathematics and economics at Ecole Normale Supérieure and was a special student at Harvard University. He defended the first PhD thesis on mean field games under the supervision of Pierre-Louis Lions. Guéant's PhD was awarded the Rosemont Demassieux prize.
In 2010, he founded with Jean-Michel Lasry, Pierre-Louis Lions, and Henri Verdier a start-up called MFG-Labs, pioneering in Big Data. The company has been acquired in 2013 by Havas Media.
Associate professor in applied mathematics at Paris Diderot University from 2010 to 2015, Guéant became then Professor of Quantitative finance at ENSAE, and is now Full Professor of applied mathematics at Université Paris 1 Panthéon Sorbonne.
His research on financial mathematics deals with optimal execution and market making. He also worked with Roger Guesnerie, Jean-Michel Lasry and Olivier David Zerbib on environmental interest rates.
Between 2014 and 2017, Guéant was sitting at the Scientific Advisory Board of Havas Media. Since 2016 he has been one of the members of the Index Advisory Group at Euronext.

Prizes