Lorenz SCHNEIDER

Bio

I am Professor in Finance at emlyon business school, Lyon, France. I worked for six years as a Quantitative Analyst for Commodity and Hybrid Derivatives at Dresdner Kleinwort in the City of London. My research interests include asset distributions obtained via maximum entropy techniques and multi-factor models of commodity futures curves. I teach courses on probability theory, commodity markets, and numerical techniques in C++. I hold a Ph.D. in Mathematics from the University Paris VI Pierre et Marie Curie.