Profile of Prof. Brigo for Conferences and Industry Events


Long profile, 280 words

Medium profile, 150 words

Short profile, 100 words

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Profile of Prof. Brigo, Size: 250 words

Professor Damiano Brigo is Chair of Mathematical Finance and co-Head of group at Imperial College, London, consistently ranked among the top 10 Universities in the world. Damiano is also part of the Stochastic Analysis Group at Imperial and Director of the Capco Insitute in the industry. Damiano’s previous roles include Gilbart Professor and Head of Group at King's College, Managing Director and Global Head of Quantitative Innovation in Fitch, Head of Credit Models in Banca IMI, Fixed Income Professor at Bocconi University in Milan, and Quantitative Analyst at Banca Intesa.
Damiano published 70+ works in top journals for Mathematical Finance, Systems Theory, Probability and Statistics, with H-index 24 on Scholar, and books for Springer and Wiley that became field references in stochastic interest rate and credit modeling. Damiano is Editor of the International Journal of Theoretical and Applied Finance, of Mathematics of Control Signals and Systems, and has been listed as the most cited author in Risk Magazine in 2006, 2010 and 2012. Damiano's current interests include valuation, risk measurement, funding, counterparty risk, stochastic models for commodities and inflation, dependence dynamics, liquidity risk, the interaction between the exponential statistical manifold and the dynamic features of stochastic processes laws, nonlinear stochastic filtering, and stochastic processes consistent with mixtures of distributions.
Damiano obtained a Ph.D. in stochastic filtering with differential geometry in 1996 from the Free University of Amsterdam, following a BSc in Mathematics with honours from the University of Padua.

For a detailed Curriculum click here

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Profile of Prof. Brigo, Size: 150 words

Prof. Damiano Brigo is Chair of Mathematical Finance and Stochastic Analysis at Imperial College, London, consistently ranked among the top 10 world universities, and Director of the Capco Institute in the industry. Damiano’s previous roles include Gilbart Professor and Head of Group at King's College, Managing Director and Quantitative Innovation Global Head in Fitch, Head of Credit Models in Banca IMI and Fixed Income Professor at Bocconi.
Damiano published 70+ works in journals for Mathematical Finance, Systems Theory, Probability and Statistics, and books for Springer and Wiley that became field references in stochastic interest rate and credit modelling. Damiano is Editor of the International Journal of Theoretical and Applied Finance and of Mathematics of Control, Signals and Systems.
Damiano's interests include pricing, risk measurement, counterparty credit risk collateral and funding, stochastic commodities and inflation modelling, exponential and mixture manifolds and nonlinear filtering.
Damiano holds a PhD in stochastic filtering with differential geometry.

For a detailed Curriculum click here

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Profile of Prof. Brigo, Size: 100 words

Prof. Damiano Brigo is Chair in Mathematical Finance and Stochastic Analysis at Imperial College London, ranked among the top 10 world universities, and Director of the Capco Institute.
Formerly Gilbart Professor at King's and Managing Director of Fitch, Damiano published 70+ works in Mathematical Finance, Probability and Statistics, and field reference books in interest rate and credit modeling.
Damiano is Editor of the International Journal of Theoretical and Applied Finance and of Mathematics of Control, Signals and Systems. Damiano's interests include pricing, risk, credit, funding, and stochastic models for commodities and inflation.
Damiano holds a PhD in differential geometric stochastic filtering.

For a detailed Curriculum click here

Back to the main page