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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Label Occurrences
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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Referenced by (1)

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

Jean Bourgain → doctoralAdvisor → Freddy Delbaen ⓘ