World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
41
Citations
11068
World Ranking
2147
National Ranking
254

Damiano Brigo publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Damiano Brigo sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 304 publications — 84th percentile

84% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Damiano Brigo D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Damiano Brigo sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 41 D-Index — 44th percentile

44% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Damiano Brigo is affiliated with Imperial College London in the United Kingdom. Their research focuses primarily on the fields of economics, econometrics, and finance, with a substantial output of 38 publications.

Their work is categorized into several subfields, including:

  • Finance
  • Economics and Econometrics
  • Management Science and Operations Research
  • Applied Mathematics
  • Computational Mechanics

Main topics covered in their research encompass aspects of financial theory and applications such as:

  • Stochastic processes and financial applications
  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Stock Market Forecasting Methods
  • Risk and Portfolio Optimization
  • Financial Risk and Volatility Modeling

Damiano Brigo has contributed to various publication venues. Frequent venues include:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • International Journal of Financial Engineering
  • Information Geometry
  • Mathematical Finance

Notable recent papers authored or co-authored by Damiano Brigo include:

  • Optimal trading: The importance of being adaptive (2021), International Journal of Financial Engineering
  • Optimal projection filters with information geometry (2023), Information Geometry
  • Option pricing models without probability: a rough paths approach (2021), Mathematical Finance
  • On the design of sovereign bond-backed securities (2021), International Journal of Financial Engineering
  • Coherent risk measures alone are ineffective in constraining portfolio losses (2021), Journal of Banking & Finance

Throughout their career, Damiano Brigo has collaborated frequently with several researchers, including:

  • John Armstrong
  • Federico Graceffa
  • Claudio Bellani
  • Alexander Kalinin
  • Andrea Pallavicini

Best Publications

  • Interest rate models : theory and practice : with smile, inflation and credit

    Damiano Brigo;Fabio Mercurio

  • Interest Rate Models - Theory and Practice

    Damiano Brigo;Fabio Mercurio

  • Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

    Damiano Brigo;Massimo Morini;Andrea Pallavicini

  • Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model

    Damiano Brigo;Aurélien Alfonsi

  • COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION

    Damiano Brigo;Kyriakos Chourdakis

  • Lognormal-mixture dynamics and calibration to market volatility smiles

    Damiano Brigo;Fabio Mercurio

  • ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

    Damiano Brigo;Agostino Capponi;Andrea Pallavicini

  • Counterparty Credit Risk, Collateral and Funding

    Unknown

  • A differential geometric approach to nonlinear filtering: the projection filter

    D. Brigo;B. Hanzon;F. LeGland

  • A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models

    Damiano Brigo;Fabio Mercurio

  • Parameterizing correlations: a geometric interpretation

    Francesco Rapisarda;Damiano Brigo;Fabio Mercurio

  • Credit Models and the Crisis: A journey into CDOs, Copulas, Correlations and Dynamic Models

    Damiano Brigo;Andrea Pallavicini;Roberto Torresetti

  • Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model

    Damiano Brigo;Andrea Pallavicini;Roberto Torresetti

  • Counterparty Risk and Funding: A Tale of Two Puzzles

    Stéphane Crépey;Tomasz R. Bielecki;Damiano Brigo

  • A Stochastic Processes Toolkit for Risk Management

    Damiano Brigo;Antonio Dalessandro;Matthias Neugebauer;Fares Triki

  • Approximate nonlinear filtering by projection on exponential manifolds of densities

    Damiano Brigo;Bernard Hanzon;François Le Gland

  • A Stochastic Processes Toolkit for Risk Management

    Damiano Brigo;Antonio Dalessandro;Antonio Dalessandro;Matthias Neugebauer;Fares Triki

  • Counterparty Risk Pricing under Correlation between Default and Interest Rates

    Damiano Brigo;Andrea Pallavicini

  • Bilateral counterparty risk with application to CDSs

    Damiano Brigo;A Capponi

  • Candidate Market Models and the Calibrated CIR++ Stochastic Intensity Model for Credit Default Swap Options and Callable Floaters

    Damiano Brigo

  • Approximated moment-matching dynamics for basket-options pricing

    Damiano Brigo;Fabio Mercurio;Francesco Rapisarda;Rita Scotti

  • Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation

    Andrea Pallavicini;Daniele Perini;Damiano Brigo

Frequent Co-Authors

Tomasz R. Bielecki
Tomasz R. Bielecki Illinois Institute of Technology
Monique Jeanblanc
Monique Jeanblanc University of Évry Val d'Essonne
John C. Hull
John C. Hull University of Toronto

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