Books By Damiano Brigo, Andrea Pallavicini, Roberto Torresetti - Author

DAMIANO BRIGO is Managing Director and Global Head of the Quantitative team at Fitch Solutions, and Visiting Professor at the Department of Mathematics at Imperial College, London.

Damiano has published more than 50 articles in top journals for mathematical finance, systems theory, probability and statistics, and a book for Springer Verlag that has become a field reference in stochastic interest rate modelling. He is Managing Editor of the International Journal of Theoretical and Applied Finance, he is a member of the Fitch Academic Advisory Board and is part of scientific committees for academic conference occurring at MIT and other academic and industry institutions. Damiano has also been a charter member of Risk's Who's Who since 2007.

Damiano's interests include pricing, risk measurement, credit and default modelling, counterparty risk, and stochastic dynamical models for commodities and inflation.

Damiano obtained a Ph.D. in stochastic filtering with differential geometry in 199