Profile of Dr Brigo, Size: 280 words
Damiano Brigo is Gilbart Professor of Financial Mathematics at King's College, London,
ranked among the top 25 Universities worldwide. For a detailed
Curriculum click here
Prior to this Damiano worked as Managing Director and Global Head of the Quantitative
team in Fitch Solutions, with a joint appointment as Visiting Professor at the Dept. of Mathematics
of Imperial College, London.
Earlier on Damiano worked as Head of Credit Models in Banca IMI and as Fixed Income
Professor at Bocconi University in Milan.
Damiano has published more than 50 works in top journals for Mathematical Finance, Systems
Theory, Probability and Statistics, and a book for Springer Verlag that
has become a field reference in stochastic interest rate modeling. Damiano has recently published
a book for Wiley on Credit Models and the Crisis.
Damiano is Managing Editor of the International Journal of Theoretical and
Applied Finance, he has been a member of the Fitch Academic Advisory Board and is
part of Scientific committees for academic conference occurring at MIT and
other academic and industry institutions.
Damiano is listed as the most read author in defaultrisk.com and has
been listed as the most cited author in Risk Magazine in 2006.
Damiano has also been a charter member of Risk Who's Who since 2007. His
current interests include valuation and pricing, risk measurement, credit and
default modeling, counterparty risk, stochastic dynamical models for
commodities and inflation, 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 honors from the University of Padua.
Profile of Dr Brigo, Size: 150 words
Damiano Brigo is
Gilbart Professor of Financial Mathematics at King's College London. Formerly Managing
Director and Global Head of the Quantitative team in Fitch
Solutions, Damiano was also Visiting Professor at the Dept. of Mathematics at Imperial College.
For a detailed
Curriculum click here
Damiano has published more
than 50 works in top journals for Mathematical Finance, Systems
Theory, Probability and Statistics, and books for Springer Verlag and Wiley that
have become field references in stochastic interest rate and credit modeling.
Damiano is Managing Editor of the International Journal of Theoretical and
Applied Finance, he is a member of the Fitch Academic Advisory Board and is
part of Scientific committees for academic conferences occurring at MIT and
other institutions.
Damiano's interests include pricing, risk measurement, credit and
default modeling, counterparty risk, and stochastic dynamical models for
commodities and inflation.
Damiano obtained a Ph.D. in
stochastic filtering with differential geometry in 1996 from the Free
University of Amsterdam.
Profile of Dr Brigo, Size: 100 words
Damiano Brigo is Gilbart Professor of Financial Mathematics at King's College, London.
Formerly Managing Director of Fitch
Solutions, Damiano published more
than 50 works in Mathematical Finance, Probability and Statistics,
and field reference books in stochastic interest rate and credit modeling.
For a detailed
Curriculum click here
Damiano is Managing Editor of the International Journal of Theoretical and
Applied Finance, he is a member of the Fitch Advisory Board and in the
Scientific committees for conferences at MIT and
other institutions.
Damiano's interests include pricing, risk measurement, credit, counterparty risk,
and stochastic models for
commodities and inflation.
Damiano holds a Ph.D. in
stochastic filtering with differential geometry.