Dr. Brigo, Damiano
Damiano is Managing Director and Global Head
of Q-SCI (Quantitative Structured Credit Innovation,
part of Fitch-QFR), DerivativeFitch, based in
London from 2007.
Damiano's current professional interests include
credit derivatives modeling and counterparty risk;
volatility smile modeling and interest-rate
Damiano is Managing Director and Global Head
of Q-SCI (Quantitative Structured Credit Innovation,
part of Fitch-QFR), DerivativeFitch, based in
London from 2007.
Damiano's current professional interests include
credit derivatives modeling and counterparty risk;
volatility smile modeling and interest-rate
modeling. Prior to his current assignment, he was the Head of Credit
Models for Banca IMI, Milano from 1998. He also spent a brief stint in
financial modeling at Banca INTESA in Milan.
Damiano is the "most cited author worldwide" in Risk Magazine in 2006.
Over the years he has published several academic and
practitioner-oriented articles in financial modeling, probability and systems
theory journals. He is author of the book "Interest Rate Models: Theory and
Practice" for Springer-Verlag. He speaks regularly at international
conferences in Italy, UK, US and Japan.
Damiano teaches regularly at post-university and Master courses in Milan
and for professional training companies Risk Magazine and Marcus Evans
in London. He is "Professore a Contratto" at Bocconi University in Milan. He
has been included in scientific committees of international conferences
occurring at MIT and other academic and professional institutions. He is
managing editor of the International Journal of Theoretical and Applied
Finance since 2007.
Damiano holds a BSc in Mathematics, University of Padua. He is a PhD in
stochastic filtering with differential geometry from the Free University of
Amsterdam and a post-doctoral from IRISA, Rennes, France.
Models for Banca IMI, Milano from 1998. He also spent a brief stint in
financial modeling at Banca INTESA in Milan.
Damiano is the "most cited author worldwide" in Risk Magazine in 2006.
Over the years he has published several academic and
practitioner-oriented articles in financial modeling, probability and systems
theory journals. He is author of the book "Interest Rate Models: Theory and
Practice" for Springer-Verlag. He speaks regularly at international
conferences in Italy, UK, US and Japan.
Damiano teaches regularly at post-university and Master courses in Milan
and for professional training companies Risk Magazine and Marcus Evans
in London. He is "Professore a Contratto" at Bocconi University in Milan. He
has been included in scientific committees of international conferences
occurring at MIT and other academic and professional institutions. He is
managing editor of the International Journal of Theoretical and Applied
Finance since 2007.
Damiano holds a BSc in Mathematics, University of Padua. He is a PhD in
stochastic filtering with differential geometry from the Free University of
Amsterdam and a post-doctoral from IRISA, Rennes, France.
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