Hélyette Geman

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Hélyette Geman
NationalityFrench
CitizenshipFrench, American
Alma mater
Scientific career
FieldsProbability 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 studentsNassim Nicholas Taleb
Websitehelyettegeman.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[edit]

Helyette Geman is most known for:

Selected publications[edit]

  • 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[edit]

  • Energy Risk - Hall of Fame.[6]

References[edit]

  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. ^ "Helyette Geman". JHU Applied Mathematics and Statistics. Retrieved 20 January 2019.
  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.

External links[edit]