Barone, Dr Gaia

Assistant Professor of Economics and Finance (Room 2.25)

4498641

gaia.barone@ncirl.ie

Key Responsibilities at NCI

  • Chair of "Derivatives and Risk management" and "Economics"

Education

  • PhD in Money an Finance at "Tor Vergata" University of Rome, Rome, October 2007 - July 2011. Dissertation: "An Equity-Based Credit Risk Model". Supervisor: Prof. Domenico Cuoco (Wharton School - University of Pennsylvania). Final mark: outstanding. Graduation date: July 22, 2011. 
  • MSc in Financial Mathematics at Stanford University - Departments of Mathematics, Statistics, Economics, Management Science & Engineering, Graduate School of Business, Stanford, 2008-2009. Overall GPA 3.8 out of 4.0 (13 courses, 36 units). Graduation date: June 14, 2009. 
  • MSc in Economics and Finance, "Luiss - Guido Carli", Rome, 2005-7. No. of exams: 16. Av. mark: 30/30 (4 cum laude). Thesis: "Arbitrages and Arrow-Debreu Prices" (Advisor: Prof. Gennaro Olivieri). Degree's final mark: 110 cum laude. Graduation date: July 26, 2007. 
  • BSc in Economics of Capital Markets and Financial Intermediaries, "Luiss-Guido Carli", Rome, 2002-5. No. of exams: 28. Av. mark: 29.9 (10 cum laude). Thesis: "Arbitrages and Garman's Algebra" (Advisor: Prof. Gennaro Olivieri). Degree's final mark: 110 cum laude. Graduation date: July 18, 2005. 

Academic Experience

  • Chair, Quantitative Methods of Management, "Luiss - Guido Carli" University, Rome, 2017-8. 
  • Chair, Financial Mathematics, "Luiss - Guido Carli", University, Rome, 2015-8. 
  • Chair, Advanced Financial Mathematics, "Luiss - Guido Carli", Rome, 2014-8. 
  • Assistant Professor, Mathematical Methods for Economics, "Luiss - Guido Carli" University, Rome, 2014-8. 
  • Adjunct Professor, Advanced Financial Mathematics, "Luiss - Guido Carli", Rome, 2013-4. 
  • Research Fellow, "Structural Models for Credit Risk Management", "Luiss - Guido Carli", Ome, 2013-4. 
  • Adjunct Professor, Economics and Credit Institutions, "Luiss - Guido Carli", Rome, 2012-3. 

Honors and Awards

  • "DIM Luiss-Guido Carli" 3-year Research Fellowship on "Structural Model ..." (€19,000 p.a.), 2013-5;
  • "DEF Luiss-Guido Carli" 1-year Research Fellowship on "Systemic Risk ..." (€19,000), 2012; 
  • Final mark "outstanding", PhD in Mondy and Finance, Università degli Studi de Roma "Tor Vergata", 2011; 
  • "Angelo Costa" thesis prize, 2008; 
  • "Luiss-Guido Carli" scholarship for graduate studies abroad (€25,000), 2008; 
  • "Oddone Fantini" thesis prize (€2,200), 2008; 
  • 3rd-8th rank in the competition for "Giorgio Mortara" scholarships (Bank of Italy) 2008-9 and 2009-10; 
  • 3rd-8th rank in the competition for "Giovanna Crivelli" scholarships (Unicredit), 2008-9;
  • Highest Honors in Economics and Finance, MSc (magna cum laude and special mention), Luiss, 2007; 
  • "Assiom" thesis prize (€500), 2006;
  • "Marco Fanno" thesis prize (€1,000), 2006; 
  • Highest Honor in Economics, BSc (magna cum laude), "Luiss - Guido Carli" University of Rome, 2005. 
  • Erasmus Scholarship, "Luiss - Guido Carli" University of Rome, 2004-5. 

Biography

  • Dr Gaia Barone is Lecturer in Economics and Finance, and Chair of "Derivatives and Risk Management" and "Economics" at National College of Ireland. 
  • Her current research interest is on Credit Risk Models. 
  • She has been Assistant Professor in "Mathematical Methods for Economics", and Chair of "Financial Mathematics" and "Quantitative Methods for Management" at LUISS Guido Carli University of Rome (2014-8), 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" (201203) 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, with a scholarship by LUISS Guido Carli (€25,000). 
  • In July 2007 and July 2005, she received from LUISS Guido Carli University of Rome her MSc in Economics and Finance (Summa Cum Laude with Special Mention, average mark 30.0/30 - 4 cum laude), with a thesis on "Arbitrages and Arrow-Debreu Prices" (Advisor: Prof. Gennaro Olivieri), and her BSc in Economics of Capital Markets and Financial Intermediaries (Summa Cum Laude, average mark 29.9/30 - 10 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 (e.g. Journal of Derivatives and Rivista di Politica Economica), and has contributed to a book on Derivatives - Securities Pricing and Modelling. 

Research Interests

  • Arbitrages
  • Credit Risk Models

Professional Body Membership

  • Aspen Institute - Aspen Junior Fellow (AJF), from 2016. 
  • Stanford Alumni Network, from 2009. 

Modules Taught

  • "Derivatives and Risk Management"
  • "Economics"

Research Publications

Journal Articles

Book Chapters

  • Barone, Gaia (2012) "An Equity-Based Credit Risk Model". In: Derivative Securities Pricing and Modelling. Contemporary Studies in Economic and Financial Analysis (94). Emerald Group Publishing Limited, Bingley, pp. 351-378. ISBN 9781780526164.

Books

Conference Papers

Research Papers

Research Projects

  • Banking Irregularities, Luiss Valore, from 2016; 
  • Analysis of the Market of Compulsory Third-Party Insurance for Sector V, Confindustria (Associazione Nazionale Ciclo Motociclo Accessori), 2013-4;
  • Supplementary Pension Plans, Ministry of Economy and Finance, 2010-4. 

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