Hélyette Geman is a French academic in the field of mathematical finance. Her career has spanned several sub-disciplines including insurance, probability...
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Geman is a surname. Notable people with the surname include: Donald Geman (born 1943), American mathematician Hélyette Geman (born 1950), French academic...
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from the University of Paris (Dauphine) (1998), under the direction of Hélyette Geman. His dissertation focused on the mathematics of derivatives pricing...
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Journal of Finance. 44: 205–209. doi:10.1111/j.1540-6261.1989.tb02413.x. Helyette Geman; Nicole El Karoui; J.C. Rochet (1995). "Changes of numéraire, changes...
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listed recipients are IAQF Senior Fellows. 2023 Leif B. Andersen 2022 Hélyette Geman 2021 Dilip B. Madan 2020 Paul Glasserman 2019 Cliff Asness 2018 Francis...
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known for work on the volatility smile and the volatility surface. Hélyette Geman French mathematician known for change of numeraire methods in mathematical...
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Pierre and Marie Curie University (Paris VI), which she co-founded with Hélyette Geman. This program, usually called "DEA El Karoui", is one of the most prestigious...
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interests in algebraic K-theory, bioinformatics, and biostatistics Hélyette Geman, French researcher in mathematical finance Ruth Gentry (1862–1917),...
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Derivatives – From Exotic Options to Exotic Underlyings, edited by Hélyette Geman. Risk Books. September 1999. Richard L. Sandor and Michael J. Walsh...
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1023/A:1013816400834. S2CID 152395231 – via Springer Link. Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc (January 8, 2007). "Self-Decomposability...
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