Damiano Brigo

Professor Damiano Brigo

Professor Damiano Brigo currently holds the Chair in Mathematical Finance at Imperial College, London, where he co-heads the Mathematical Finance research group and is part of the Stochastic Analysis research group. He is also currently the Director of the Capco Institute which publishes the multi-award-winning Journal of Financial Transformation, and is Managing Editor of the International Journal of Theoretical and Applied Finance. He holds a BSc in Mathematics, a PhD in Stochastic Nonlinear Filtering with Differential Geometry, and has published more than 80 works in Mathematical Finance, Systems Theory, Probability and Statistics, and books for Springer Verlag and Wiley that have become field references in stochastic interest rate and credit risk modelling. Previous roles include Fixed Income Professor at Bocconi University, Milan (1997-2007); Managing Director and Global Head of Quantitative Innovation in Fitch Solutions (2007-2010); and Gilbart Chair of Financial Mathematics at King's College London (2010-2012).