Freddy Delbaen
Freddy Delbaen (born 21 November 1946 in Duffel, Belgium) is a Belgian-Swiss mathematician. He is professor emeritus of financial mathematics at ETH Zurich.
Freddy Delbaen | |
|---|---|
| Born | 21 November 1946 |
| Alma mater | Vrije Universiteit Brussel |
| Occupation | Financial mathematician |
| Years active | 1970–present |
| Employer | ETH Zurich |
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. He also introduced in a jointly written paper the notion of the risk measure.
His research includes topics in financial mathematics, probability theory, functional analysis and actuarial mathematics.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.