Damiano Brigo
Damiano Brigo (born Venice, Italy 1966) 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. Provided by Wikipedia
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3by Brigo, Damiano
Published 2001
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4by Brigo, Damiano
Published 2013
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7by Brigo, Damiano, 1966-
Published 2007
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8by Brigo, Damiano, 1966-
Published 2006
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11by Brigo, Damiano, 1966-
Published 2010
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13by Brigo, Damiano, 1966-
Published 2010
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15by Bielecki, Tomasz R., 1955-Other Authors: “...Brigo, Damiano, 1966-...”
Published 2011
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16by Bielecki, Tomasz R., 1955-Other Authors: “...Brigo, Damiano, 1966-...”
Published 2011
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18by Crépey, Stéphane, Crépey, Stéphane, Crépey, Stéphane, Crépey, Stéphane, Bielecki, Tomasz R., 1955-, Bielecki, Tomasz R., 1955-Other Authors: “...Brigo, Damiano, 1966-...”
Published 2014
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