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 NERFINISHED
birthCountry Belgium NERFINISHED
birthDate 1945-10-27
birthPlace Bruges NERFINISHED
coAuthor David Heath NERFINISHED
Hans Föllmer NERFINISHED
Jean-Marc Eber NERFINISHED
Philippe Artzner NERFINISHED
Walter Schachermayer NERFINISHED
degree PhD in mathematics
doctoralAdvisor Jef Teugels NERFINISHED
employer ETH Zurich NERFINISHED
University of Zurich NERFINISHED
era 20th-century mathematics
21st-century mathematics
fieldOfWork functional analysis
mathematical finance
probability theory
hasCitizenship Belgium NERFINISHED
influenced modern mathematical finance
theory of risk measures in finance
knownFor Delbaen–Schachermayer fundamental theorem of asset pricing NERFINISHED
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) NERFINISHED
nationality Belgian
notableConcept coherent risk measure
fundamental theorem of asset pricing NERFINISHED
no-arbitrage pricing
notableWork “Coherent Measures of Risk” NERFINISHED
“The Mathematics of Arbitrage” NERFINISHED
position professor of mathematics
researchInterest financial mathematics
risk management
stochastic analysis
stochastic processes
workLocation Belgium NERFINISHED
Zurich NERFINISHED

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Jean Bourgain doctoralAdvisor Freddy Delbaen