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searching for Freddy Delbaen 4 found (9 total)

David Heath (probabilist) (585 words) [view diff] exact match in snippet view article

Mathematical Finance 11, no. 4 (2001): 385-413. Artzner, Philippe, Freddy Delbaen, Jean-Marc Eber, and David Heath. "Coherent Measures of Risk1." Risk

Value at risk (5,768 words) [view diff] exact match in snippet view article find links to article

Hard", Rich Tanenbaum "Coherent measures of Risk", Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, and David Heath Tools "The Pricing and Trading of Interest

Expected shortfall (6,445 words) [view diff] exact match in snippet view article find links to article

portfolios and extreme risk management, Best of Wilmott, 2003 "Coherent measures of Risk", Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, and David Heath

Financial economics (11,310 words) [view diff] exact match in snippet view article find links to article

CAPM and Options Valuation Archived 2016-03-30 at the Wayback Machine Freddy Delbaen and Walter Schachermayer. (2004). "What is... a Free Lunch?" Archived