Hélyette Geman
| Hélyette Geman |
|---|
| Citizenship |
French, American |
|---|
| Nationality |
 France |
|---|
| Fields |
Probability Theory, Mathematical Finance |
|---|
| Doctoral students |
Nassim Nicholas Taleb |
|---|
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 teaches at the Université Paris in France and at Birkbeck, University of London [2]
Notable Research and Activities
Helyette Geman is most known for:
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.[5]
References
- ↑ "Publications". Birkbeck College, London. 2012. Retrieved 2013-01-02.
- ↑ "Staff, Department of Economics, Maths and Statistics, Birkbeck College". 2012. Retrieved 2013-01-02.
- ↑ 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