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From 1988 to 1995, Hélyette Geman was Chair of the Finance Department at ESSEC Business School; from 1995 to 2005, she was the Director of the Masters program 'Security Markets, Commodity Markets and Risk Management' at the University Paris Dauphine, where she supervised many PhD students, including Nassim Taleb. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals.

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From 1988 to 1995, Hélyette Geman was Chair of the Finance Department at ESSEC Business School; from 1995 to 2005, she was the Director of the Masters program 'Security Markets, Commodity Markets and Risk Management' at the University Paris Dauphine, where she supervised many PhD students, including Nassim Taleb. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals.
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Home - Helyette Geman | helyettegeman.com Reviews

https://helyettegeman.com

From 1988 to 1995, Hélyette Geman was Chair of the Finance Department at ESSEC Business School; from 1995 to 2005, she was the Director of the Masters program 'Security Markets, Commodity Markets and Risk Management' at the University Paris Dauphine, where she supervised many PhD students, including Nassim Taleb. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals.

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Gallery - Helyette Geman

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Professor Paul Samuelson, Professor. Hélyette Geman, and Professor Robert Merton at. Professor Marc Yor and Professor Hélyette Geman at Collège de France. Entrance of Collège de France. Professor Hélyette Geman and Nassim Taleb at the first Bachelier World Congress.

2

Current Projects - Helyette Geman

http://www.helyettegeman.com/currentProjects

Luxury Assets and Tangible Investments: Diamonds, Paintings, and Prime Real Estate. Agricultural Commodities and Feeding the Planet. Water as the Next Commodity. Weather Derivatives and Emissions as Examples of Incomplete Markets. Forward Curve Dynamics and Theory of Storage. Crude Oil and Refined Products, Gas, Electricity. Asset Management in Energy and Mining Companies. Coal, Shipping and Freight. Valuation of Physical Assets in the Commodity Industry. Hedge Funds Management and Risk Measures. Chicago...

3

Professional Experience - Helyette Geman

http://www.helyettegeman.com/experience

Scientific Advisor to the European Commission on Agricultural Commodities. Member of the Board of the UBS-Bloomberg Commodity Index. Adviser to Office Cherifien des Phosphates Morocco. Adviser to Bunge on land acquisition in Brazil and the US. Adviser to Wilmar International (Singapore) on M&As related to palm oil and other agricultural commodities. Expert witness for the State of California on commodity-related court cases. Adviser to Axa- Ré, Paris, 2001. Valuation of Insurance of Defaultable debt.

4

PhD Students - Helyette Geman

http://www.helyettegeman.com/students

Matthias Scheiber : Impact of Heterogeneous Beliefs on the Copper Market. Tara Velez : ' Alternative Alternative' Asset Classes. Crude Oil, Refined Products and Refinery Optimization using Stochastic methods. Bo Liu - 2015:. Integration of Energy Markets: A 2015 Perspective. Pedro Vergel Eleuterio - 2015: Agricultural Commodities and Fertilizers. Lovjit Thukral - 2015: ETF and ETN Trading strategies in the Commodities Space. Quant, Deutsche Bank. Model Validation Team, UBS Singapore. Associate Professor,...

5

Academic Vita - Helyette Geman

http://www.helyettegeman.com/cv

Ecole Normale Supérieure (Section Mathematics). Master's Degree in Mathematics, Mention Très Bien University Pierre et Marie Curie. Master's Degree in Atomic and Nuclear Physics, Mention Très Bien University Pierre et Marie Curie. Doctorate in Mathematics (Probability Theory), Mention Très Honorable avec les Félicitations du Jury, University Pierre et Marie Curie. Contribution à l’Etude des Convergences Stochastiques des Mesures Aléatoires". Agrégation des Universités en Sciences de Gestion. Was previous...

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The Turtles | Views of An Egg

https://viewsofanegg.wordpress.com/2008/04/16/the-turtles

Views of An Egg. April 16, 2008 in Uncategorized. Here’s a famous story:. In mid-1983 famous commodities trader Richard Dennis was having an ongoing dispute with his long-time friend Bill Eckhardt about whether great traders were born or made. Dennis believed that he could teach people to become great traders. Eckhardt thought genetics were the determining factor. 8220;The students were called the ‘Turtles.’ (Mr. Dennis, who says he had just returned from Asia when he started the prog...Richard Dennis pr...

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January | 2009 | Views of An Egg

https://viewsofanegg.wordpress.com/2009/01

Views of An Egg. You are currently browsing the monthly archive for January 2009. Defining Free Fall: The Bear and Lehman. January 8, 2009 in Uncategorized. January 8, 2009 in Opinions. I can calculate the motion of heavenly bodies, but not the madness of people. - Sir Isaac Newton. These were the words of one of the most revered physicist of all time after the South Sea Company bubble. This is probably what the finance academics and economists will have to address. Bank for International Settlements.

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Bailing Out of Bear | Views of An Egg

https://viewsofanegg.wordpress.com/2008/04/12/bailing-out-of-bear

Views of An Egg. Bailing Out of Bear. April 12, 2008 in News/Articles. This article vividly describes the last days of Bear Stearns before its collapse. It is rather interesting to have a read. Click HERE. As I update this post, it’s close to 10 months to the collapse of Bear Stearns. While the demise of Bear Stearns at its time was unthinkable, we have already seen how far the credit crisis can go with nationalization of Fannie Mae and Freddie Mac, collapse of Lehman Brothers and bailout of AIG.

commoditymodels.wordpress.com commoditymodels.wordpress.com

CV | Commodity Models

https://commoditymodels.wordpress.com/cv

A blog on the mathematical modelling of energy and other commodities by Will Smith. Topic : Commodities Modelling. Supervised by Helyette Geman. Birkbeck College, University of London. In Finance and Commodities. Dissertation Topic: “Factors Affecting the Shape of the WTI Crude Oil Forward Curve”, supervised by Helyette Geman. Taught courses: Commodities and Commodity Derivatives (especially energy markets), Financial Theory (Risk, Pricing, Portfolio Theory, Market Microstructure, etc) and Econometrics.

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Resources – Tariq Dar

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Entrepreneur, Motivator, Philanthropist. Share on Facebook (Opens in new window). Click to share on Twitter (Opens in new window). Click to share on LinkedIn (Opens in new window). Click to print (Opens in new window). Click to share on Google (Opens in new window). Click to share on Tumblr (Opens in new window). Click to email this to a friend (Opens in new window). Click to share on Pinterest (Opens in new window). Click to share on Reddit (Opens in new window). Leave a Reply Cancel reply.

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Uncategorized | Commodity Models

https://commoditymodels.com/category/uncategorized

A blog on the mathematical modelling of energy and other commodities by Will Smith. A world energy tour with Google Maps. February 6, 2013. Let’s take a lighthearted tour around the world of energy, helped by Google Maps. 1) Cushing, Oklahoma. 2) Straits of Melacca, off Singapore. 3) LNG trains, Qatar. You can get gas from source to market via pipelines, or compressing it into liquefied natural gas. The compression stage is called a LNG train. As the largest exporter of LNG in the world, Qatar, a...The U...

commoditymodels.com commoditymodels.com

CV | Commodity Models

https://commoditymodels.com/cv

A blog on the mathematical modelling of energy and other commodities by Will Smith. Topic : Commodities Modelling. Supervised by Helyette Geman. Birkbeck College, University of London. In Finance and Commodities. Dissertation Topic: “Factors Affecting the Shape of the WTI Crude Oil Forward Curve”, supervised by Helyette Geman. Taught courses: Commodities and Commodity Derivatives (especially energy markets), Financial Theory (Risk, Pricing, Portfolio Theory, Market Microstructure, etc) and Econometrics.

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Home - Helyette Geman

From 1988 to 1995, Hélyette Geman was Chair of the Finance Department at ESSEC Business School; from 1995 to 2005, she was the Director of the Masters program 'Security Markets, Commodity Markets and Risk Management' at the University Paris Dauphine, where she supervised many PhD students, including Nassim Taleb. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals.

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