Expertise

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.

Engagements

Accredited to Supervise Research
Academic Research

Link

Organizational Affiliations

Professor level 1, Department of Quantitative Finance & Economics, emlyon business school

QUANT - Quantitative Methods in Business, emlyon business school

Past Affiliations

Associate Professor, Department of Quantitative Finance & Economics, emlyon business school

Education

Mathematics
2001, PhD

Paris VI Pierre et Marie Curie University, France

Mathematics
1997, Degree

University of Erlangen, Germany