Credit Derivatives: The March to Maturity
About the Author
Damiano Brigo, Managing Director, Fitch Solutions, and Visiting Professor, Department of Mathematics, Imperial College
Damiano Brigo is Managing Director and Global Head of the Quantitative team in Fitch Solutions, and Visiting Professor at the Dept. of Mathematics at Imperial College, London. Damiano has published more than 50 works 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 modeling. Damiano 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 conferences occurring at MIT and other academic and industry institutions. Damiano's interests include pricing, risk measurement, credit and default modeling, counterparty risk, and stochastic dynamical models for commodities and inflation. Damiano obtained a Ph.D. in stochastic filtering with differential geometry in 1996 from the Free University of Amsterdam.