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.

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. Provided by Wikipedia