Freddy Delbaen | |
|---|---|
 | |
| Born | 21 November 1946 |
| Occupation | Financial mathematician |
| Academic background | |
| Alma mater | Vrije Universiteit Brussel |
| Doctoral advisor | Lucien Waelbroeck |
| Academic work | |
| Institutions | Free University of Brussels University of Antwerp ETH Zurich |
| Doctoral students | Jean Bourgain |
Freddy Delbaen (born 21 November 1946 in Duffel, Belgium) is a Belgian-Swiss mathematician. He is professor emeritus of financial mathematics at ETH Zurich.[1]
Delbaen made fundamental contributions to the mathematical theory of arbitrage including proving, together with Walter Schachermayer, a general version of the fundamental theorem of asset pricing.[2] He also introduced in a jointly written paper the notion of the risk measure.[3]
His research includes topics in financial mathematics, probability theory, functional analysis and actuarial mathematics.
- ^ "Freddy Delbaen". bi.id.ethz.ch. ETH Zurich. Retrieved 2023-01-28.
- ^ "El experto en matemática financiera Walter Schachermayer, nuevo 'honoris causa' de la UMU". laverdad.es (in Spanish). May 31, 2018.
- ^ "VaR vs. expected loss". globalcapital.com. February 28, 2000. Retrieved 2023-01-28.