Freddy Delbaen

E547406

Freddy Delbaen is a Belgian mathematician renowned for his contributions to probability theory and mathematical finance, particularly in the development of coherent risk measures.

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Freddy Delbaen canonical 1

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Statements (45)

Predicate Object
instanceOf mathematician
person
almaMater Katholieke Universiteit Leuven
linked to: KU Leuven
birthCountry Belgium
birthDate 1945-10-27
birthPlace Bruges
coAuthor David Heath
Hans Föllmer
Jean-Marc Eber
Philippe Artzner
Walter Schachermayer
degree PhD in mathematics
doctoralAdvisor Jef Teugels
employer ETH Zurich
University of Zurich
era 20th-century mathematics
21st-century mathematics
fieldOfWork functional analysis
mathematical finance
probability theory
hasCitizenship Belgium
influenced modern mathematical finance
theory of risk measures in finance
knownFor Delbaen–Schachermayer fundamental theorem of asset pricing
coherent risk measures
work on arbitrage theory in continuous time
work on risk measures in finance
language Dutch
English
French
German
memberOf Swiss Finance Institute (associated researcher)
nationality Belgian
notableConcept coherent risk measure
fundamental theorem of asset pricing
no-arbitrage pricing
notableWork “Coherent Measures of Risk”
“The Mathematics of Arbitrage”
position professor of mathematics
researchInterest financial mathematics
risk management
stochastic analysis
stochastic processes
workLocation Belgium
Zurich

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Jean Bourgain doctoralAdvisor Freddy Delbaen