Hélyette Geman

Picture of Helyette Geman

PhD Students

  • Matthias Scheiber : Impact of Heterogeneous Beliefs on the Copper Market Currently at Schroders
  • Tara Velez : 'Alternative Alternative' Asset Classes
  • Patrick O'Driscoll: Crude Oil, Refined Products and Refinery Optimization using Stochastic methods


Past PhD students

  • Bo Liu - 2015: Integration of Energy Markets: A 2015 Perspective. Johns Hopkins University         
  • Pedro Vergel Eleuterio - 2015: Agricultural Commodities and Fertilizers Hedge fund manager         
  • Lovjit Thukral - 2015: ETF and ETN Trading strategies in the Commodities Space                                                                                                          Quant, Deutsche Bank
  • Oliwia Koslowska - 2014: Modelling Missing Data in Oil Refined Products. Application to the Valuation of Derivatives                                                     Model Validation Team, UBS Singapore
  • Seth Sarfo - 2014 : Stochastic Modelling of the Forward Curve - The Case of Cocoa                                                                                                                           Teaching Fellow, Queen Mary University of London
  • Will Smith - 2012 : Fundamentals factors affecting commodity price and volatility : inventory and spare capacity                                               Economist/Quant, Sungard Systems Ltd.
  • Benoit Guilleminot - 2010 : Seasonal and Stochastic Features of Agricultural Commodities                                                                        Director of Research and Innovation, Riskelia
  • Yih-Fong Shih - 2010 : Calibrating Skews and Volatility Surfaces in Metals and Gold markets                                                                                              UBS Singapore
  • John Theal - 2009 : Convenience Yield, Lease Rate and Inventories in Gold Markets                                                                                                         Central Bank of Luxembourg
  • Stelios Kourouvakalis - 2008 : Optimization of Physical Assets in the Energy Industry                                                                                                        Quant,  Noble Energy, UK
  • Marc Atlan - 2007 : Sato and Bessel Processes For Equity, Interest Rates and Credit                                                                                                         BlueCrest Capital Management
  • Steve Ohana - 2006 : Energy Commodities : Supply Chain Management and Hedging Issues                                                                                          Associate Professor, ESCP Europe and Managing Director, Riskelia
  • Delia Coculescu - 2005 : Pricing Credit Derivatives under Asymmetric Information                                                                                              y Associate Professor, University of Zurich
  • Alois Kanyinda - 2005 : Water and Water Risk Management            Professor, ESC Reims
  • Aymeric Kalife - 2004 : Impact of a large trader on the market microstructure and option pricing                                                                      Director, AXA
  • Marie-Pascale Leonardi - 2004 : Weather Derivatives: Pricing in Incomplete Markets
  • Vu-Nhat Nguyen - 2004 : Commodity Forward Curves Modelling: the Case of Soybeans                                                                                                          Noble Energy, Singapore
  • Cecile Kharoubi - 2003 : Hedge Funds and Extreme Market Moves : the Benefits of Copulas                                                                                    Professor, ESCP Europe
  • Andrea Roncoroni - 2002 : Electricity Prices Revisited : a Jump-Reverting model                                                                                                             Professor, ESSEC
  • Thierry Ane - 2001 : Stochastic Subordination and Empirical Finance
  • Jean-Noel Dordain - 1999 : Valuation of Swing Options in Electricity and Natural Gas Markets                                                                                                 Head of Development, Sophis                                                                            
  • Nassim Taleb - 1998 : The Microstructure of Dynamic Hedging               Author
  • Fabio Trojani - 1997 : Parity to the Identification of Exchange Rates Risk  Premia                                                                                                               Professor, University of Lugano                                                                                                                   
  • Remy Souveton - 1996 : Illiquidity and The Probability of Default of an Exchange
  • Marie-Odile Albizzati - 1995 : The Surrender Option in Life-Insurance Products
  • Jacques Friggit - 1994 : Business Time and Stochastic Volatility in Equity Markets                                                                                                        French Ministry in charge of Housing