Hélyette Geman
Hélyette Geman | |
|---|---|
| Citizenship | French, American |
| Alma mater | |
| Awards | IAQF Financial Engineer of the Year |
| Scientific career | |
| Fields | Probability Theory, Mathematical Finance, AI and Finance, Commodities, Energy (Crude oil, Natural Gas, Electricity). |
| Institutions | Johns Hopkins University; previous: Birbeck, University of London; Paris Dauphine; ESSEC. |
| 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 students | Nassim Nicholas Taleb and many others from numerous countries |
| Website | helyettegeman |
Hélyette Geman is a French academic in Mathematical Finance. In 2022, she became the first woman in 31 years to be named ‘Financial Engineer of the Year’ by the International Association of Quantitative Finance. Her career has spanned several sub-disciplines, including Probability Theory, Transaction Clock, and the Finance of Commodities and Energy. Her academic institutions include ESSEC Business School, the University Paris Dauphine (Director of Master 203), and Birkbeck, University of London. She is currently a Research Professor at Johns Hopkins University and a Senior Fellow in the Think Tank ‘Policy Center for the New South’.