Profile of Prof. Brigo for Conferences and Industry Events
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.
For a detailed
Curriculum click here
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.
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.
For a detailed
Curriculum click here
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.
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.
For a detailed
Curriculum click here
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.