Freddy Delbaen

mathematical-financecoherent-risk-measureno-arbitrageprobabilitymathematician

Overview

Freddy Delbaen is a Belgian mathematician, long at ETH Zürich, known for deep contributions to mathematical finance and probability — most famously the Delbaen-Schachermayer proof of the fundamental theorem of asset pricing — as well as for co-developing coherent risk measures.

Key Contributions / Features

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