Guillaume Sall


Contact and informations

Since 2013, I am a Ph.D Student (CIFRE contract) at the Université Pierre et Marie Curie, Paris VI (UPMC). This project is a joined program between the Laboratoire de Probabilités et Modèles Aléatoires (LPMA), the Laboratoire Jacques-Louis Lions (LJLL) and Global Market Solutions (GMS).

Address: 4, Place de Jussieu, 75252 Paris Cedex 05, France

Office: 226, 16-26 / 301, 15-16 (Map)

Mail: guillaume.sall[at]

Thesis Title: Some Fast Algorithms for Quantitative Finance (Contribution to the computation of the counterparty credit risk). Abstract available (here)

Ph.D Supervisors: Gilles Pagès and Olivier Pironneau

Company Advisors: Youssef Allaoui and Laurent Marcoux.
I am member of the team MathfiProNum.

Publications and preprints



Given conferences and talks



Work presented by co-authors in conference:


Other mathematical activities