Hélyette Geman

Picture of Helyette Geman

Current Projects

  • Luxury Assets and Tangible Investments: Diamonds, Paintings, and Prime Real Estate
  • Land Valuation
  • 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
  • Asset Price Modeling with Pure Jump (Levy) Processes
  • High-Frequency Data and Trading Volume in Commodity Markets
  • Hedge Funds Management and Risk Measures
  • Property Derivatives

Recent talks

  • Keynote Speaker at 2nd Annual 'Mining Investment Central & South America,' Panama, September 2017
  • Invited Speaker at the Workshop on Finance & Insurance, Institute of Mathematical Sciences meeting, July 2017
  • Keynote Speaker at the conference 'Engineering and Infrastructure for Africa,' , Marrakech, May 2017
  • Invited Speaker at world conference on 'Global Derivatives,' Barcelona, May 2017
  • Contributed talk at the 9th World Congress of the Bachelier Finance Society, New York, July 2016
  • Contributed talk at the conference 'Energy Finance,' ESSEC, France, June 2016
  • Invited Speaker at the conference 'Commodities and Finance,' La Sapienza and Luiss Universities, June 2016
  • Invited Speaker by the Borsa Italia at the Universal Exhibition Expo 2015 ‘Feeding the Planet, Energy for the World’, Milan, June 2015
  • Invited Speaker at Global Derivatives and Risk Management, Amsterdam, May 2015
  • Invited Speaker at the conference 'Advanced Modelling in Mathematical Finance' , Kiel University, May 2015
  • Keynote Speaker at the launching of the Panama Diamond Exchange (PDE),  Panama City, April 2015
  • Invited Speaker at the roundtable on 'US Crude Oil and Natural Gas' at The Chatham House, London, October 2014
  • Invited Speaker at the Family Office Investment Summit, The Dorchester, London, September 2014
  • Keynote Speaker at the 8th Bachelier Finance Society World Congress, Brussels, June 2014
  • Invited Speaker at Commodities & Finance ISS, Rome Sapienza and Luiss, June 2014
  • Workshop (single speaker) for the Chicago Mercantile Exchange  'Avoiding Exchanges' Collapses', Chicago, January 2014
  • Invited Speaker at Global Derivatives USA, Chicago, November 2014, November 2013
  • Invited Speaker at ‘Congres de la Cooperation Agricole’, Paris, December 2013
  • Invited Speaker at the Conference on Risk Management in the Banking Industry, HEC, Montreal, November 2013
  • Invited Speaker at CAIA London Chapter, Commodities Event, London, September 2013
  • Keynote Speaker at the conference ‘Financialization of Commodities Markets’, CEPS Task Force of the European Commission, Brussels, September 2013
  • Plenary Speaker at the SIRE, University of Glasgow & St Andrews Conference on "Finance and Commodities", University of St Andrews, July 2013
  • Invited Speaker at UK Mathematical Finance Workshop, King's College London, June 2013
  • Keynote Speaker at Commodity Investment World Asia 2013, Singapore, March 2013
  • Invited Speaker at Global Derivatives USA, Chicago, November 2012
  • Invited Speaker at the CRU and Simon Fraser Institute Mining Business Risks Summit, Toronto, October 2012
  • Keynote Speaker at the Vale-sponsored Conference on Economics and Econometrics of Commodity Prices, Getulia Vargas Foundation, Rio de Janeiro, August 2012
  • Invited Speaker at the Informa Conference on Price Risk Management in Agricultural Markets, London, July 2012
  • Invited Speaker at the Invivo Conference Agriculture and Finance, Paris, June 2012
  • Invited Speaker at the World Gold Council Summit for Wealth Management, Moderator Gillian Tett, London, June 2012
  • Invited Speaker at the Euromoney Food and Finance Conference, London, May 2012
  • Keynote Speaker at the World Copper Conference, Santiago, Chile, April 2012
  • Invited Speaker at the Global Derivatives Conference, Barcelona, April 2012
  • Invited Speaker at the Conference Global Derivatives USA, Chicago, November 2011
  • Invited Speaker at the World Commodities Week, London, October 2011
  • Distinguished Speaker at the Swiss Financial Market Supervisory Authority Meeting, Interlaken, September 2011
  • Invited Speaker at the Conference New Commodity Markets, Oxford-Man Institute of Quantitative Finance, Oxford, June 2011
  • Invited Speaker at the Family Office Investment Summit, London, May 2011
  • Invited Speaker at the Global Forum on Commodities, United Nations, Geneva, January 2011
  • Keynote Speaker at the Conference on Commodities, Academy of Sciences of Heidelberg, July 2010
  • Keynote Speaker at Energy Risk, Houston, May 2010
  • Invited Speaker at ICBI Global derivatives, Paris, May 2010
  • Invited Speaker at the Conference Current Developments in Valuation and Hedging in Incomplete Markets, Cass Business School, April 2010
  • Guest Speaker at the Industrial - Academic Forum on Commodities, Fields Institute, April 2010
  • Invited Speaker at the Bundesbank Workshop on Regulation, Frankfurt, March 2010
  • Wilmar-International Public Lecture on Commodities, Singapore Management University, January 2010
  • Keynote Speaker on Agricultural Commodities, Palais de la Bourse, October 2009
  • Keynote Speaker at Energy Forum, Rome, May 2009
  • Invited Speaker at a Conference on Financial Engineering, Georgia Tech, Atlanta, April 2009
  • Invited Speaker on Mathematical Finance, Fields Institute, Toronto, March 2009
  • Organizer of Rencontres Probabilistes à l’occasion du 60ème Anniversaire de Marc Yor, Conference in honor of Marc Yor's 60th birthday, Paris, June 2009
  • Invited Speaker at Global Derivatives and Risk Management, Paris, May 2008
  • Keynote Speaker for the Association of Mining Companies, Santiago de Chile, November 2007
  • Invited speaker for TOTAL annual Seminar- Bougival, France, October 2007
  • Invited Speaker at the Commodities Week Europe 2007 Conference, London, October 2007