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. She teaches at the Université Paris in France and at Birkbeck, University of London

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.
• 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.

• 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. 

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.

• "The Famous Fifty". Incisive Media. 3 December 2004. Retrieved 2 January 2013.