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Hélyette Geman
Hélyette Geman is a French academic in mathematical finance. In 2022 she became the first woman in 41 years to be named ‘Financial Engineer of the Year’ by the International Association of Financial Engineers. Her career has spanned several sub-disciplines including catastrophic insurance, probability theory, and the finance of commodities. Her academic institutions include ESSEC Business School, the University Paris Dauphine (Master 203), and Birkbeck, University of London. She is currently a Research Professor at Johns Hopkins University. Notable Research and Activities Helyette Geman is most known for: * Having been the first to formally introduce the forward measure for the valuation of interest rate derivatives. * Having coined the term numéraire in the context of option pricing and commodities portfolio management. * Having exhibited a stochastic clock driven by order flow, leading to the normality of asset returns. * Her role in creating, with Marc Yor, the sought-a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms of probability, axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure (mathematics), measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event (probability theory), event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of determinism, non-deterministic or uncertain processes or measured Quantity, quantities that may either be single occurrences or evolve over time in a random fashion). Although it is no ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Peter Carr (mathematician)
Peter Carr may refer to: * Peter Carr (New Zealand politician) (1884–1946), New Zealand member of parliament * Peter Carr (footballer) (born 1951), English soccer player * Peter Carr (Virginia politician) (1770–1815), Virginia politician * Peter Carr (public servant) (1930–2017), British public servant * Peter P. Carr (1890–1966), American grocer and Wisconsin state senator * Pete Carr Jesse Willard "Pete" Carr (April 22, 1950 – June 27, 2020) was an American guitarist. Carr contributed session work to recordings by Joan Baez, Luther Ingram, Bob Seger, Paul Simon, Willie Nelson, Joe Cocker, Boz Scaggs, Percy Sledge, The Sta ... (1950–2020), American guitarist * Peter Carr (speedway rider) (born 1963), English speedway rider See also * Peter Kerr (other) {{hndis, Carr, Peter ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Academic Staff Of The University Of Paris
An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of tertiary education. The name traces back to Plato's school of philosophy, founded approximately 386 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. The Royal Spanish Academy defines academy as scientific, literary or artistic society established with public authority and as a teaching establishment, public or private, of a professional, artistic, technical or simply practical nature. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, ''Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Financial Economists
Finance refers to monetary resources and to the study and Academic discipline, discipline of money, currency, assets and Liability (financial accounting), liabilities. As a subject of study, is a field of Business administration, Business Administration wich study the planning, organizing, leading, and controlling of an organization's resources to achieve its goals. Based on the scope of financial activities in financial systems, the discipline can be divided into Personal finance, personal, Corporate finance, corporate, and public finance. In these financial systems, assets are bought, sold, or traded as financial instruments, such as Currency, currencies, loans, Bond (finance), bonds, Share (finance), shares, stocks, Option (finance), options, Futures contract, futures, etc. Assets can also be banked, Investment, invested, and Insurance, insured to maximize value and minimize loss. In practice, Financial risk, risks are always present in any financial action and entities. Due ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
21st-century French Women Mathematicians
File:1st century collage.png, From top left, clockwise: Jesus is crucified by Roman authorities in Judaea (17th century painting). Four different men (Galba, Otho, Vitellius, and Vespasian) claim the title of Emperor within the span of a year; The Great Fire of Rome (18th-century painting) sees the destruction of two-thirds of the city, precipitating the empire's first persecution against Christians, who are blamed for the disaster; The Roman Colosseum is built and holds its inaugural games; Roman forces besiege Jerusalem during the First Jewish–Roman War (19th-century painting); The Trưng sisters lead a rebellion against the Chinese Han dynasty (anachronistic depiction); Boudica, queen of the British Iceni leads a rebellion against Rome (19th-century statue); Knife-shaped coin of the Xin dynasty., 335px rect 30 30 737 1077 Crucifixion of Jesus rect 767 30 1815 1077 Year of the Four Emperors rect 1846 30 3223 1077 Great Fire of Rome rect 30 1108 1106 2155 Boudican revolt ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
21st-century French Mathematicians
File:1st century collage.png, From top left, clockwise: Jesus is crucified by Roman authorities in Judaea (17th century painting). Four different men ( Galba, Otho, Vitellius, and Vespasian) claim the title of Emperor within the span of a year; The Great Fire of Rome (18th-century painting) sees the destruction of two-thirds of the city, precipitating the empire's first persecution against Christians, who are blamed for the disaster; The Roman Colosseum is built and holds its inaugural games; Roman forces besiege Jerusalem during the First Jewish–Roman War (19th-century painting); The Trưng sisters lead a rebellion against the Chinese Han dynasty (anachronistic depiction); Boudica, queen of the British Iceni leads a rebellion against Rome (19th-century statue); Knife-shaped coin of the Xin dynasty., 335px rect 30 30 737 1077 Crucifixion of Jesus rect 767 30 1815 1077 Year of the Four Emperors rect 1846 30 3223 1077 Great Fire of Rome rect 30 1108 1106 2155 Boudican ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Purpose: Because living persons may suffer personal harm from inappropriate information, we should watch their articles carefully. By adding an article to this category, it marks them with a notice about sources whenever someone tries to edit them, to remind them of WP:BLP (biographies of living persons) policy that these articles must maintain a neutral point of view, maintain factual accuracy, and be properly sourced. Recent changes to these articles are listed on Special:RecentChangesLinked/Living people. Organization: This category should not be sub-categorized. Entries are generally sorted by family name In many societies, a surname, family name, or last name is the mostly hereditary portion of one's personal name that indicates one's family. It is typically combined with a given name to form the full name of a person, although several give .... Maintenance: Individuals of advanced age (over 90), for whom there has been no new documentation in the last ten ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics Genealogy Project
The Mathematics Genealogy Project (MGP) is a web-based database for the academic genealogy of mathematicians.. it contained information on 300,152 mathematical scientists who contributed to research-level mathematics. For a typical mathematician, the project entry includes graduation year, thesis title (in its Mathematics Subject Classification), '' alma mater'', doctoral advisor, and doctoral students.. Origin of the database The project grew out of founder Harry Coonce's desire to know the name of his advisor's advisor.. Coonce was Professor of Mathematics at Minnesota State University, Mankato, at the time of the project's founding, and the project went online there in the autumn of 1997.Mulcahy, Colm;The Mathematics Genealogy Project Comes of Age at Twenty-one(PDF) AMS Notices (May 2017) Coonce retired from Mankato in 1999, and in the autumn of 2002 the university decided that it would no longer support the project. The project relocated at that time to North Dakota State ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marc Yor
Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that req .... Background Yor was a professor at the Paris VI University in Paris, France, from 1981 until his death in 2014. He was a recipient of several awards, including the Humboldt Prize, the Montyon Prize,Official biography at the French Academy website and was awarded t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dilip Madan
Dilip B. Madan is an American financial economist, mathematician, academic, and author. He is professor emeritus of finance at the University of Maryland. Madan is most known for his work on the variance gamma model, the fast Fourier transform method for option pricing, and the development of Conic Finance. Madan is a recipient of the 2006 Humboldt Research Award. He has authored several books, including ''Applied Conic Finance'' and ''Nonlinear Valuation and Non-Gaussian Risks in Finance. Education Madan completed his Bachelor of Commerce in Accounting from the University of Bombay in 1967. In 1972, he obtained a Ph.D. in Economics from the University of Maryland, followed by another PhD in mathematics in 1975 from the same university. Career Madan began his academic career in 1972 as an assistant professor of economics at the University of Maryland. In 1976, he joined the University of Sydney and held various positions, including lecturer in economic statistics from 1976 to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lévy Process
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. A Lévy process may thus be viewed as the continuous-time analog of a random walk. The most well known examples of Lévy processes are the Wiener process, often called the Brownian motion process, and the Poisson process. Further important examples include the Gamma process, the Pascal process, and the Meixner process. Aside from Brownian motion with drift, all other proper (that is, not deterministic) Lévy processes have discontinuous paths. All Lévy processes are additive processes. Mathematical definition A Lévy process is a stochastic process X=\ that satisfi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often with the help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
