Damiano Brigo
Damiano Brigo is a mathematician known for research in mathematical finance, filtering theory, stochastic analysis with differential geometry, probability theory and statistics, authoring more than 130 research publications and three monographs.
From 2012 he serves as full professor with a chair in mathematical finance at the Department of Mathematics of Imperial College London, where he headed the Mathematical Finance group in 2012–2019. He is also a well known quantitative finance researcher, manager and advisor in the industry. His research has been cited and published also in mainstream industry publications, including Risk Magazine, where he has been the most cited author in the twenty years 1998–2017. He is often requested as a plenary or invited speaker both at academic and industry international events.
Brigo's research has also been used in court as support for legal proceedings.
Brigo holds a Ph.D. in stochastic nonlinear filtering with differential geometric methods from the Free University of Amsterdam, following a laurea degree in mathematics from the University of Padua.
From 2012 he serves as full professor with a chair in mathematical finance at the Department of Mathematics of Imperial College London, where he headed the Mathematical Finance group in 2012–2019. He is also a well known quantitative finance researcher, manager and advisor in the industry. His research has been cited and published also in mainstream industry publications, including Risk Magazine, where he has been the most cited author in the twenty years 1998–2017. He is often requested as a plenary or invited speaker both at academic and industry international events.
Brigo's research has also been used in court as support for legal proceedings.
Brigo holds a Ph.D. in stochastic nonlinear filtering with differential geometric methods from the Free University of Amsterdam, following a laurea degree in mathematics from the University of Padua.
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