Helyette Geman is the Director of the Commodity Finance Centre at the University of London and Johns Hopkins University. She is a graduate of Ecole Normale Superieure 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, insurance companies and energy, commodity and mining companies for the last 21 years, covering the spectrum of interest rates, catastrophic risk, crude oil and natural gas, metals and agriculturals, including fertilizers and land. She was for five years Head of Research at Caisse des Depots in Paris, then has consulted for a large number of mining, oil companies and commodity houses, including Louis Dreyfus, BHP Billiton, EDF Trading, Bunge and Office Cherifien des Phosphates.
Prof Geman has published 126 papers in top international finance and insurance Journals including the Journal of Finance, Mathematical Finance, Geneva Papers on Insurance, Journal of Financial Economics and was named in 1993 Member of Honour of the French Society of Actuaries. Her research includes catastrophic insurance, commodity spot and forward curve modeling, valuation of physical assets in the mining and agriculture industry, as well as exotic option pricing for which she won the first prize of the Merrill Lynch Awards in 1995. Prof Geman was named in 2004 in the Hall of Fame of Energy Risk. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals published by Wiley Finance in 2005 has become the reference in the field.
Prof Geman is a Member of the Board of the UBS-Bloomberg Commodity Index. She counts among her PhD students Nassim Taleb, author of the Black Swan. She published in 2008 the book Risk- Management in Commodity Markets: from Metals to Agriculturals and Energy.
Prof Geman became in 2010 a Scientific Adviser to the European Union for Agricultural Commodities
Wiley Finance Published Author.
a Brochure with full details for Managing Global Commodities Risks and Riding the Spikes