Helyette Geman

Helyette Geman - Birbeck, University of London & John Hopkins University

Helyette GEMAN is Director of the Commodity Finance Centre at the University of London and Research Professor at Johns Hopkins University. She is a graduate of Ecole Normale Supérieure in Mathematics, holds a Masters degree in Theoretical Physics and a PhD in Probability from the University Pierre et Marie Curie; a PhD in Finance from the University Pantheon Sorbonne.

Professor Geman has been a scientific advisor to major financial institutions, energy, mining and commodity companies for the last 21 years, covering the spectrum of interest rates, electricity, crude oil and natural gas, metals and agriculturals, including fertilizers and land. She was for four years Head of Research at Caisse des Depôts in Paris and has published more than 125 papers in top international finance Journals including the Journal of Finance, Mathematical Finance, Energy Economics, Geneva Papers on Insurance and so forth. She received in 1993 the first Prize of the Merrill Lynch Awards for her work on exotic derivatives pricing; in 1994 the first AFIR (Actuarial Approach for Insurance Risk) prize for her work on catastrophic risk. She became in 1993 a Member of Honour of the French Society of Actuaries and was in 2000 the first President of the Bachelier Finance Society.

Prof Geman was named in 2004 in the Hall of Fame of Energy Risk. She received in 2008 the Alma Studiorum Prize of the University of Bologna for her contribution to the CGMY model, a pure jump Lévy process used in finance and insurance.

Her books include “Insurance and Weather Derivatives” published in 1999 by RISK books, Commodities and Commodity Derivatives: Energy, Metals and Agriculturals published by Wiley Finance in 2005, which has become the reference in the field and is used in all Commodities Master programmes worldwide; and Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy, also published by Wiley Finance in 2009.

She was the scientific expert for the construction of the Amsterdam - electricity index in 2000 and the Italian GMX electricity index in 2004. Prof Geman became in 2010 a Scientific Advisor to the European Union on the subject of Commodities. She has been since 2007 the scientific (and unpaid) member of the Board of the UBS- Bloomberg Commodity Index.

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