Hélyette Geman

Hélyette Geman
Hélyette Geman
Nationality	French
Citizenship	French, American
Alma mater	University Pierre et Marie Curie; Pantheon-Sorbonne University; École Normale Supérieure;
	Scientific career
Fields	Probability Theory, Mathematical Finance
Thesis	"Contribution à l’Etude des Convergences Stochastiques des Mesures Aléatoires" (1976); L'Importance de la Probabilité Forward Neutre dans une Approche Stochastique des Taux d'Intérêt (1990);
Doctoral students	Nassim Nicholas Taleb
Website	helyettegeman.com

Hélyette Geman is a French academic in the field of mathematical finance. Her career has spanned several sub-disciplines, including insurance, probability theory and the finance of commodities.^[1] She is a Professor of Mathematical Finance at Birkbeck College, University of London ^[2] where she is the Director of the Commodity Finance Centre and Research Professor at Johns Hopkins University ^[3] .

Notable Research and Activities

Helyette Geman is most known for:

Her collaboration with Nicole El Karoui in starting the sought-after postgraduate mathematical finance course, jointly operated by the French Universities École Polytechnique and Pierre and Marie Curie University.^[4]
Her work on financial numéraire, with Nicole El Karoui.
Her work on probability distributions, specifically the "CGMY" Lévy process named after Carr, Helyette Geman, Madan and Yor.
Her 2005 book on Commodities Derivatives.^[5]

Selected publications

Changes of Numeraire, Changes of Probability Measure and Option Pricing, with Nicole El Karoui, Jean-Charles Rochet. Journal of Applied Probability, Vol. 32, No. 2 (Jun., 1995), pp. 443–458
The Fine Structure of Asset Returns: An Empirical Investigation, with Peter Carr, Dilip B. Madan, and Marc Yor. The Journal of Business 75 (2) (April 2002): 305–332.

Awards

Energy Risk - Hall of Fame.^[6]

References

↑ "Publications". Birkbeck College, London. 2012. Retrieved 2013-01-02.
↑ "Staff, Department of Economics, Maths and Statistics, Birkbeck College". 2012. Retrieved 2013-01-02.
↑ {{https://engineering.jhu.edu/ams/faculty/helyette-geman/}}
↑ Mollenkamp, Carrick (2006-03-09). "Why Students Of Prof. El Karoui Are In Demand - WSJ.com". Online.wsj.com. Retrieved 2013-01-02.
↑ Geman, Helyette (2005). Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy. Wiley Finance. ISBN 978-0470012185. Retrieved 2013-01-02.
↑ "The Famous Fifty". Incisive Media. 3 December 2004. Retrieved 2 January 2013.

External links

Personal Homepage: http://www.helyettegeman.com
Personal Homepage: http://www.ems.bbk.ac.uk/faculty/geman/
Mathematics Genealogy Project: https://www.genealogy.math.ndsu.nodak.edu/id.php?id=213191

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[1] "Publications". Birkbeck College, London. 2012. Retrieved 2013-01-02.

[2] "Staff, Department of Economics, Maths and Statistics, Birkbeck College". 2012. Retrieved 2013-01-02.

[3] {{https://engineering.jhu.edu/ams/faculty/helyette-geman/}}

[4] Mollenkamp, Carrick (2006-03-09). "Why Students Of Prof. El Karoui Are In Demand - WSJ.com". Online.wsj.com. Retrieved 2013-01-02.

[5] Geman, Helyette (2005). Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy. Wiley Finance. ISBN 978-0470012185. Retrieved 2013-01-02.

[6] "The Famous Fifty". Incisive Media. 3 December 2004. Retrieved 2 January 2013.