Professor level 1

Ph.D. in Mathematics

Quantitative Finance & Economics


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.

2001: Ph.D. in Mathematics - Mention très honorable (very good), with Prof. Claire Voisin - Paris VI Pierre et Marie Curie University, France
  • 1997: Degree in Mathematics - University of Erlangen, Germany
  • 1995: Study of Mathematics - Università degli Studi di Bologna, Italy
2009 - Now: Associate Professor in Finance, emlyon business school, Lyon, France
  • 2004 - 2009: Quantitative Analyst for Commodity, Credit & Hybrid Derivatives - Dresdner Kleinwort, London, United Kingdom