Damiano Brigo

Professor at Imperial College London

Prof. Damiano Brigo is Chair and co-Head of Mathematical Finance at Imperial College London. Formerly Gilbart Professor at King’s College and Managing Director at Fitch Ratings, Damiano published 90+ works in Mathematical Finance, Probability and Statistics, and field reference books in interest rate and credit modeling. Damiano has been the most cited author in Risk Magazine in 2006, 2010 and 2012. Damiano’s interests include valuation, risk management, credit risk, funding costs, stochastic models for commodities and inflation, algo trading and optimal execution, information geometry and stochastic differential geometry. Damiano holds a PhD in differential geometric stochastic filtering.

RESEARCH FIELDS

Finance, Mathematics, and Statistics

KEYWORDS

Financial Mathematics and Systemic Risk

AFFILIATIONS

Imperial College London

Link to personal website