Guillaume Sall


Contact and informations

From 2013 to 2017, I pursued a Ph.D (CIFRE contract) at the Université Pierre et Marie Curie, Paris VI (UPMC), now Sorbonne Universités (SBU). This project is a joined program between the Laboratoire de Probabilités et Modèles Aléatoires (LPMA) now Laboratoire de Probabilités, Statistiques et Modélisations (LPSM), the Laboratoire Jacques-Louis Lions (LJLL) and Global Market Solutions (GMS). My PhD defense happened on the 21th December 2017 at the LPSM.

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

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

Mail: guillaume.sall[at] (or sall.guillaume[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


Appearance (work presented by co-authors)


Other mathematical activities