Prof. Dr. Lorenz Schneider
Technical University of Munich
Chair of Mathematical Finance (Prof. Zagst)
85748 Garching b. München
Tel. +49 (89) 289 - 17410
Lorenz Schneider is Associate Professor in Finance at EMLYON Business School, Lyon, France. He worked for six years as a Quantitative Analyst for Commodity and Hybrid Derivatives at Dresdner Kleinwort in the City of London. His research interests include multi-factor models of commodity futures curves with stochastic volatility, asset distributions obtained via maximum entropy techniques, share pricing in emerging network markets, and fair value of executive compensation. He teaches courses on probability theory, commodity markets, credit markets, and numerical techniques in C++ and C#. He holds a Ph.D. in mathematics from the University Paris VI Pierre et Marie Curie.
August-Wilhelm Scheer Visiting Professorship