Gaia Barone is an Assistant Professor in “Mathematical Methods for Economics”, and Chair of “Financial Mathematics” and “Advanced Financial Mathematics” at LUISS Guido Carli University of Rome. She has been Research Fellow in “Structural Models for Credit Risk Management” (2013-4), Adjunct Professor of “Advanced Financial Mathematics” (2013-14), and Adjunct Professor of “Economics and Credit Institutions” (2012-3) at LUISS Guido Carli University of Rome. She has also been a lecturer in Financial Mathematics at LUMSA University of Rome and at the European University of Rome. In July 2011 she received her Ph.D. in Money and Finance from “Tor Vergata” University of Rome. 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 MSc in Economics and Finance (Summa Cum Laude with Special Mention, average mark 30.0/30 – 4 cum laude and her BSc in Economics of Capital Markets and Financial Intermediaries (Summa Cum Laude, average mark 29.9/30 – 10 cum laude. 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.