Dynamic corporate finance models, Real options, Capital structure and cash holding decisions, Credit risk, Corporate risk management
Teaching in 2012-2013
Finance PHD [Full Time]
- IB9BL0 Advanced Topics in Finance
Masters in Management
- IB92C0 Corporate Finance
Andrea Gamba joined WBS in 2010. He has been a Visiting Professor of Finance at the George Washington University School of Business from 2008 to 2010, an Associate Professor of Mathematical Finance at the University of Verona (Italy) from 2000 to 2010. Before then, he has been Assistant Professor at University Ca’ Foscari (Italy) from 1996 to 2000. He had visiting and research appointments at NYU, Purdue University, Calgary University, and the University of Maryland. Gamba served as a consultant on real options valuation for SwissCom (Switzerland) and Cable & Wireless (U.K.), and on derivative pricing for banks (Unicredit, UBS, Lehman Brothers) and insurance companies (Cattolica Assicurazioni).
"The case of negative day-ahead electricity prices"
Energy Economics 35 (2013): 22-34.
"Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies"
Management Science forthcoming (2013)
"Some important issues involving real options: an overview"
Multinational Finance Journal 14 (2010): 157-207.
Gamba, A. and Fusari, N..
"Valuing modularity as a real option"
Management Science 55 (2009): 1877-1896.
Gamba, A. and Tesser, M..
"Structural estimation of real options models"
Journal of Economic Dynamics and Control 33 (2009): 798-816.
Gamba, A. and Rigon, R..
"The value of embedded real options: evidence from consumer automobile lease contracts—a note"
Finance Research Letters 5 (2008): 213-220.
Gamba, A. and Triantis, A..
"The value of financial flexibility"
Journal of Finance 63 (2008): 2263-2296.
Gamba, A., Sick, G. A. and Aranda León, C..
"Investment under uncertainty, debt and taxes"
Economic Notes 37 (2008): 31-58.
"Product Development and Market Expansion: a Real Options Model"
Financial Management 31 (2007): 91-112.
"An Improved Binomial Lattice Method for Multi-Dimensional Options"
Applied Mathematical Finance 14 (2007): 453-475.
"Utility based pricing of contingent claims in incomplete markets"
Applied Mathematical Finance 9 (2002): 241-260.
"Mean-Variance-Skewness Analysis in Portfolio Choice and Capital Markets"
Ricerca Operativa 28 (1998): 5-46.
"Portfolio Analysis with Stable Paretian Returns"
Current Topics in Quantitative Finance (1999): 48-69.