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Freddy Delbaen (born 21
November 1946 in Duffel, Belgium) is a Belgian-Swiss mathematician. He is
professor emeritus of
financial mathematics at ETH Zurich...
- PDE and
Martingale Methods in
Option Pricing. Berlin: Springer-Verlag
Delbaen, Freddy; Schachermayer, Walter. "What is... a Free Lunch?" (PDF). Notices...
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History of
Mathematics Archive,
University of St
Andrews Daubechies, Ingrid;
Delbaen, Freddy; Guth, Larry; Jitomirskaya, Svetlana; Kontorovich, Alex; Lindenstrauss...
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Lawrence York (2009), Best
Practices in
Governance Artzner, Philippe;
Delbaen, Freddy; Eber, Jean-Marc; Heath,
David (1999). "Coherent
Measures of Risk"...
- list (link)
Delbaen, Freddy; Schachermayer,
Walter (2006). The
mathematics of arbitrage. Vol. 13. Birkhäuser. ISBN 978-3-540-21992-7.
Delbaen, Freddy; Schachermayer...
- 6750, doi:10.1016/j.spa.2015.03.009, S2CID 15900488 Bruss, F. Thomas;
Delbaen,
Freddy (2001), "Optimal
rules for the
sequential selection of monotone...
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portfolios and
extreme risk management, Best of Wilmott, 2003 "Coherent
measures of Risk",
Philippe Artzner,
Freddy Delbaen, Jean-Marc Eber, and
David Heath...
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glossary of
terms used in
payments and
settlement systems [1] Artzner, P.;
Delbaen, F.; Eber, J.; Heath, D. (July 1999). "Coherent
measure of risk". Mathematical...
- at ETH
Zurich and
earned his Master's
degree in 1995. He
joined Freddy Delbaen as PhD
student and
graduated in 2000 with
thesis on
mathematical finance...
- H^{1}} ". Séminaire de probabilités de Strasbourg. 14: 220–222.
Freddy Delbaen and
Walter Schachermayer: The
Mathematics of
Arbitrage (2005). Springer...
