Media Guide
| Name: | Professor Damiano BRIGO |
| Section: | Mathematics/ Applied Mathematics/ Mathematical Finance |
| Department: | Department of Mathematics |
| Faculty: | Natural Sciences |
| Campus: | South Kensington |
| Telephone: | 020 75942932 |
| E-Mail: | damiano.brigo@imperial.ac.uk |
| Web: | http://www.damianobrigo.it/ |
| Keywords: | Mathematics |
| Applied mathematics | |
| Mathematical finance | |
| Financial engineering | |
| Financial risk management | |
| Financial modeling | |
| Financial derivatives | |
| interest rate derivatives | |
| credit derivatives | |
| Mathematical finance | |
| Credit risk | |
| default risk | |
| counterparty risk | |
| funding costs modeling | |
| interest rate models | |
| inflation modeling | |
| interest rate models | |
| inflation modeling | |
| valuation of structure products | |
| models and the financial crisis | |
| systematic risk |