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Damiano Brigo

Chair and Co-Head Of Group, Mathematical Finance at Imperial College, London

Profile

Prof. Damiano Brigo is Chair and co-Head of Mathematical Finance at Imperial College London. Formerly Gilbart Professor at King's College London, Managing Director at Fitch Ratings and Head of Credit Modeling at Banca IMI, Damiano published 80+ 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 and is Editor in Chief of the EY Journal of Financial Perspectives. Damiano's interests include valuation, risk management, credit risk, funding costs, optimal execution and stochastic analysis more generally. Damiano holds a PhD in differential geometric stochastic filtering.

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