Lorenz Schneider is a Professor of Finance at EM Lyon Business School in Lyon, France. His research focuses on quantitative finance, particularly asset distributions via maximum entropy techniques, multi-factor commodity futures models, and stochastic volatility. He holds a Ph.D. in Mathematics from Paris VI Pierre et Marie Curie University (1995–2001). Prior to academia, he worked as a Quantitative Analyst for Dresdner Kleinwort (2004–2009), specializing in commodity and hybrid derivatives. Schneider teaches courses on probability theory, commodity markets, and C++ numerical techniques. His work bridges mathematical rigor and practical finance applications, with notable contributions to energy market modeling and fair value accounting. Education: Ph.D. in Mathematics (2001), Paris VI Pierre et Marie Curie University Master’s in Mathematics (1997), University of Erlangen, Germany Bachelor’s in Mathematics (1995), Università degli Studi di Bologna, Italy Research Interests: Schneider’s research emphasizes quantitative methods in finance, including entropy-based techniques, multi-factor commodity models, and volatility analysis. He explores applications in energy markets, derivatives pricing, and financial engineering. His work on seasonal volatility in agriculture and Samuelson effects in crude oil markets demonstrates his expertise in empirical financial modeling. Grants/Advising: While specific grants are not detailed, his academic role suggests involvement in research funding. No advised students are listed in the provided texts.










