Rome, May 2-3, 2017


Damiano Brigo​
Imperial College London

Prof. Damiano Brigo is Chair and co-Head of Mathematical Finance at Imperial College London, consistently ranked among the top ten world universities. Formerly Gilbart Professor at King's College, Managing Director at Fitch Ratings and Head of Credit Models in Banca IMI, Damiano published 80+ works in Mathematical Finance, Probability and Statistics, and field reference books in interest rate and credit modeling. Damiano's H-index in Scholar is 35.

Damiano's interests include valuation, credit risk, funding costs and liquidity, stochastic models for commodities and inflation and stochastic differential geometry.