Damiano Brigo
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Damiano Brigo
Damiano Brigo (born Venice, Italy 1966) is an applied mathematician and Chair in Mathematical Finance at Imperial College London. He is known for research in filtering theory and mathematical finance. Main results Brigo started his work with the development, with Bernard Hanzon and Francois Le Gland (1998), of the projection filters, a family of approximate nonlinear filters based on the differential geometry approach to statistics, also related to information geometry. With Fabio Mercurio (2002–2003), he has shown how to construct stochastic differential equations consistent with mixture models, applying this to volatility smile modeling in the context of local volatility models. With Aurelien Alfonsi (2005), Brigo introduced new families of multivariate distributions in statistics through the periodic copula function concept. Since 2002, Brigo contributed to credit derivatives modeling and counterparty risk valuation, showing with Pallavicini and Torresetti (2007) h ...
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Imperial College London
Imperial College London (legally Imperial College of Science, Technology and Medicine) is a public research university in London, United Kingdom. Its history began with Prince Albert, consort of Queen Victoria, who developed his vision for a cultural area that included the Royal Albert Hall, Victoria & Albert Museum, Natural History Museum and royal colleges. In 1907, Imperial College was established by a royal charter, which unified the Royal College of Science, Royal School of Mines, and City and Guilds of London Institute. In 1988, the Imperial College School of Medicine was formed by merging with St Mary's Hospital Medical School. In 2004, Queen Elizabeth II opened the Imperial College Business School. Imperial focuses exclusively on science, technology, medicine, and business. The main campus is located in South Kensington, and there is an innovation campus in White City. Facilities also include teaching hospitals throughout London, and with Imperial College Health ...
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Capco
Capco is a business and technology management consultancy owned by Wipro, operating primarily in the financial services and energy sectors. Capco's operational headquarters are in London, England, with 32 offices across the Americas, Europe, and Asia Pacific. The company offers services primarily in banking, capital markets, wealth and investment management, insurance, finance, risk & compliance. It also has an energy consulting practice in the US. History Capco was founded in Belgium as 'The Capital Markets Company NV', with offices in Antwerp, London, Toronto, New York, and Frankfurt. In 2001, the company rebranded itself to Capco, and the first issue of the Capco Journal of Financial Transformation was published by The Capco Institute. In 2015, Rob Heyvaert left Capco with Lance Levy taking over as Capco CEO. In 2010, Fidelity National Information Services (FIS) signed a deal with Symphony Technology Group to buy Capco for approximately $300 million. In 2017, FIS sold a m ...
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Place Of Birth Missing (living People)
Place may refer to: Geography * Place (United States Census Bureau), defined as any concentration of population ** Census-designated place, a populated area lacking its own municipal government * "Place", a type of street or road name ** Often implies a dead end (street) or cul-de-sac * Place, based on the Cornish word "plas" meaning mansion * Place, a populated place, an area of human settlement ** Incorporated place (see municipal corporation), a populated area with its own municipal government * Location (geography), an area with definite or indefinite boundaries or a portion of space which has a name in an area Placenames * Placé, a commune in Pays de la Loire, Paris, France * Plače, a small settlement in Slovenia * Place (Mysia), a town of ancient Mysia, Anatolia, now in Turkey * Place, New Hampshire, a location in the United States * Place House, a 16th-century mansion largely remodelled in the 19th century, in Fowey, Cornwall * Place House, a 19th-century man ...
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Academics Of Imperial College London
An academy ( Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary or tertiary higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, '' Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 387 BC, established what is known today as the Old Academy. By extension, ''academia'' has come to mean the accumulatio ...
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Academic Staff Of Bocconi University
An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary education, secondary or tertiary education, tertiary higher education, higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and Skills, skill, north of Ancient Athens, Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, ''Akademos''. Outside the city walls of Athens, the Gymnasium (ancient Greece), gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive Grove (nature), grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 3 ...
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Academics Of King's College London
An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary or tertiary higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, ''Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 387 BC, established what is known today as the Old Academy. By extension, ''academia'' has come to mean the accumulation, d ...
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Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ...
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Probability Theorists
Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%). These conce ...
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Control Theorists
Control may refer to: Basic meanings Economics and business * Control (management), an element of management * Control, an element of management accounting * Comptroller (or controller), a senior financial officer in an organization * Controlling interest, a percentage of voting stock shares sufficient to prevent opposition * Foreign exchange controls, regulations on trade * Internal control, a process to help achieve specific goals typically related to managing risk Mathematics and science * Control (optimal control theory), a variable for steering a controllable system of state variables toward a desired goal * Controlling for a variable in statistics * Scientific control, an experiment in which "confounding variables" are minimised to reduce error * Control variables, variables which are kept constant during an experiment * Biological pest control, a natural method of controlling pests * Control network in geodesy and surveying, a set of reference points of known geospati ...
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Financial Economists
Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of financial economics bridges the two). Finance activities take place in financial systems at various scopes, thus the field can be roughly divided into personal, corporate, and public finance. In a financial system, assets are bought, sold, or traded as financial instruments, such as currencies, loans, bonds, shares, stocks, options, futures, etc. Assets can also be banked, invested, and insured to maximize value and minimize loss. In practice, risks are always present in any financial action and entities. A broad range of subfields within finance exist due to its wide scope. Asset, money, risk and investment management aim to maximize value and minimize volatility. Financial analysis is viability, stability, and profitability ...
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21st-century Italian Mathematicians
The 1st century was the century spanning AD 1 ( I) through AD 100 ( C) according to the Julian calendar. It is often written as the or to distinguish it from the 1st century BC (or BCE) which preceded it. The 1st century is considered part of the Classical era, epoch, or historical period. The 1st century also saw the appearance of Christianity. During this period, Europe, North Africa and the Near East fell under increasing domination by the Roman Empire, which continued expanding, most notably conquering Britain under the emperor Claudius (AD 43). The reforms introduced by Augustus during his long reign stabilized the empire after the turmoil of the previous century's civil wars. Later in the century the Julio-Claudian dynasty, which had been founded by Augustus, came to an end with the suicide of Nero in AD 68. There followed the famous Year of Four Emperors, a brief period of civil war and instability, which was finally brought to an end by Vespasian, ninth Roman emperor ...
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International Journal Of Theoretical And Applied Finance
The ''International Journal of Theoretical and Applied Finance'' was founded in 1998 and is published by World Scientific. It covers the use of quantitative tools in finance, including articles on development and simulation of mathematical models, their industrial usage, and application of modern stochastic methods. Abstracting and indexing The journal is abstracted and indexed in: * JEL electronic indexes, includes EconList, e-JEL, and JEL on CD * Social Science Research Network (SSRN) * Mathematical Reviews * The CFA Digest * CSA Risk Abstracts * International Bibliography of the Social Sciences * Zentralblatt MATH zbMATH Open, formerly Zentralblatt MATH, is a major reviewing service providing reviews and abstracts for articles in pure and applied mathematics, produced by the Berlin office of FIZ Karlsruhe – Leibniz Institute for Information Infrastruct ... * Inspec Finance journals Publications established in 1998 World Scientific academic journals English-languag ...
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