Commodities and Commodity Derivatives
Lecturer
Hélyette Geman is Professor of Finance at the University of Paris Dauphine. Professor Geman has been a scientific advisor to a number of major energy companies for the last decade, covering the spectrum of oil, natural gas and electricity as well as agricultural commodities origination and trading. She was previously Head of Research and Development at Caisse des Depots. She has published more than 80 papers in major finance journals and has written a book entitled 'Insurance and Weather Derivatives'. Professor Geman is also a Member of Honour of the French Society of Actuaries. Her research includes asset price modelling using jump diffusions and Lévy processes, commodity forward curve modelling and exotic option pricing, for which she won the Merrill Lynch Awards first prize. She was named in 2004 in the Hall of Fame of Energy Risk. Her latest book, 'Commodities and Commodity Derivatives' was published by Wiley Finance in January 2005. She was recently awarded the ISA Medal for Sciences - Alma Mater Studiorum University of Bologna (2008). Hélyette is also a hugely popular and inspiring teacher.
Wiley Finance Published Author.
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