Profile of Prof. Brigo for Conferences and Industry Events


Long profile, 280 words

Medium profile, 150 words

Short profile, 100 words

Pictures of Prof. Brigo for conference brochures and speaker profiles:

Download a low resolution picture (245 x 258, 140KB) here.
Download a medium resolution picture (498 x 515, 529KB) here.
Download a higher resolution picture (741 x 781, 1.13MB) here.


Back to the main page
 

Profile of Prof. Brigo, Size: 250 words

Professor Damiano Brigo is Chair of Mathematical Finance (MF) and Stochastic Analysis and Head of the MF group at Imperial College, London, consistently ranked among the top 10 Universities in the world. Damiano's previous roles include Gilbart Professor and Head of Group at King's College London, Managing Director and Global Head of Quantitative Innovation in Fitch Ratings, Head of Credit Models in Banca IMI/IntesaSanPaolo and Fixed Income Professor at Bocconi University. Damiano is currently in the advisory board of several financial institutions and has been teaching executive education to regulators, banks and hedge funds. Damiano worked on quantitative analysis of counterparty risk, interest rates-, FX-, credit- and equity- derivatives, risk management and structured products, and funding costs and collateral modelling.
Damiano published 100+ works in journals for Mathematical Finance, Systems Theory, Probability and Statistics, with 7000+ citations and H-index 38 on Scholar, and books for Springer and Wiley that became field references in stochastic interest rate and credit modeling. Damiano is in the editorial board of several academic journals. and has been the most cited author in Risk Magazine in 1998-2017. His current interests include valuation, risk measurement, funding, counterparty risk, stochastic models for commodities and inflation, dependence dynamics, liquidity risk, optimal execution, stochastic differential geometry, information geometry, exponential families, mixture families, nonlinear stochastic filtering.
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

Back to the main page
 

Profile of Prof. Brigo, Size: 150 words

Prof. Damiano Brigo is head of group and chair in Mathematical Finance and Stochastic Analysis at Imperial College, London, consistently ranked among the top 10 world universities. Damiano's previous roles include Gilbart Professor and Head of Group at King's College London, Managing Director and Quantitative Innovation Global Head in Fitch Ratings, Head of Credit Models in Banca IMI and Fixed Income Professor at Bocconi. Damiano is in the board of a number of financial institutions.
Damiano published more than 100 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 (7000+ citations, H-index 38). Damiano has been the most cited author in Risk Magazine in 1998-2017. Damiano is in the Editorial board of a number of scientific journals.
Damiano holds a PhD in stochastic filtering with differential geometry.

For a detailed Curriculum click here

Back to the main page
 

Profile of Prof. Brigo, Size: 100 words

Prof. Damiano Brigo is Chair and Head of Mathematical Finance at Imperial College London.
Formerly Managing Director at Fitch Ratings and Head of Credit Models in Banca IMI, Damiano is in the board of financial institutions. Building on his joint industry and academic experience, Damiano teaches executive education to regulators, banks and hedge funds. Damiano published 100+ works in Mathematical Finance, Probability and Statistics, and field reference books in interest rate and credit modeling (H-index 38, 7000+ citations). Damiano has been the most cited Risk Magazine author in 1998-2017.
Damiano holds a PhD in differential geometric stochastic filtering.

For a detailed Curriculum click here

Back to the main page