Hélyette Geman

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:

• 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.^[3]
• Her work on financial numéraire, with Nicole El Karoui.
• Her work on probability distributions, specifically the "CGMY" Lévy process named after its authors, Carr, Helyette Geman, Madan and Yor.
• Her 2005 book on Commodities Derivatives.^[4]

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

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. ↑ Mollenkamp, Carrick (2006-03-09). "Why Students Of Prof. El Karoui Are In Demand - WSJ.com". Online.wsj.com. Retrieved 2013-01-02. 
4. ↑ Geman, Helyette (2005). Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy. Wiley Finance. ISBN 978-0470012185. Retrieved 2013-01-02. 
5. ↑ "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/