Helyette GemanResearch Professor & Member at John Hopkins University & Board of Bloomberg Commodity IndexSpeaker
Profile
Helyette GEMAN is a Research Professor of Mathematical Finance at Johns Hopkins University. She is a graduate of Ecole Normale Supérieure in Mathematics, holds a PhD in Probability from the Universite Pierre et Marie Curie and a PhD in Finance from the Universite Pantheon Sorbonne; as well as a Master’s degree in Theoretical Physics from the Universite Pierre et Marie Curie.
She has published more than 120 papers related to different asset classes such as Exotic Options, Interest Rates and Derivatives. Her work on Catastrophic and Life Insurance made her a Member of Honour of the French Society of Actuaries. Her books, ‘Commodities and Commodity Derivatives’, ‘Agricultural Finance’ and ‘Weather and Insurance Derivatives are references in the field. More recently, she has been involved in Cryptocurrencies and NLP methods to forecast volatility as well as recognize ‘hype’ in the news.
Dr Geman counts Nassim Taleb, author of ‘The Black Swan’ among her former PhD students and was named in 2023 ‘Financial Engineer of the Year 2022, the first woman in the 40 years of existence of the Award granted to Nobel Prizes such as Merton, Sharpe, Fama and other luminaries in Financial Economics.