Gaia Barone

Gaia Barone

Gaia Barone is an Assistant Professor in Economics and Finance from the School of Business at National College of Ireland. She is Program Director for the M.Sc. in Finance.

Before September 2018, Gaia Barone was an Assistant Professor in “Mathematical Methods for Economics” at LUISS Guido Carli University of Rome.

She joined the Aspen Institute, as a Junior Fellow, in December 2016.

She has been Research Fellow in “Structural Models for Credit Risk Management” (2013-4), Chair of “Advanced Financial Mathematics” (2014-7), Adjunct Professor of “Advanced Financial Mathematics” (2013-4), and Adjunct Professor of “Economics and Credit Institutions” (2012-3) at LUISS Guido Carli University of Rome.

In July 2011 she received her Ph.D. in Money and Finance (final mark: outstanding) from “Tor Vergata” University of Rome, with a dissertation on “An Equity-Based Credit Risk Model” (Supervisor: Prof. Domenico Cuoco - Wharton).

In June 2009 she received her MSc in Financial Mathematics (GPA 3.8 out of 4.0) from Stanford University.

In July 2007 and July 2005, she received from LUISS Guido Carli University of Rome her M.Sc. in Economics and Finance (Summa Cum Laude with Special Mention), with a thesis on “Arbitrages and Arrow-Debreu Prices” (Advisor: Prof. Gennaro Olivieri), and her B.Sc. in Economics of Capital Markets and Financial Intermediaries (Summa Cum Laude), with a thesis on “Arbitrages and Garman’s Algebra” (Advisor: Prof. Gennaro Olivieri). In 2004-2005 she was an Erasmus student at Cass Business School, City University (London).

She was awarded three thesis prizes (the “Oddone Fantini” Prize in 2008, the “Marco Fanno” Prize in 2006, the “Assiom” Prize in 2006).

She has written two books on Arbitrages, has published in international journals of economics and finance (Journal of Credit Risk, Journal of Derivatives, Rivista di Politica Economica), and has contributed to a book on Derivatives − Securities Pricing and Modelling.

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