Tripti Joshi (Editor)

Hélyette Geman

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Citizenship
  
French, American

Nationality
  
France


Name
  
Helyette Geman

Hélyette Geman wwwhelyettegemancomhelyettejpg

Fields
  
Probability Theory, Mathematical Finance

Doctoral students
  
Nassim Nicholas Taleb

La financiarisation de l conomie globale i helyette 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. She teaches at the Université Paris in France and at Birkbeck, University of London

Contents

Helyette Geman - Advanced Training in Commodity Economics and Finance


Notable Research and Activities

Hélyette Geman Gallery Helyette Geman

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.
  • 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.

    • 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.
    • Hélyette Geman Helyette Geman Advanced Training in Commodity Economics and

    Hélyette Geman Gallery Helyette Geman

    References

    Hélyette Geman Wikipedia
    (Text) CC BY-SA