Andrea Gamba is a partner and co-funder of Fermat Consulting srl. Andrea is Associate Professor of Finance at Warwick University. Previously, he has been Associate Professor of Mathematical Finance at the University of Verona. He has been Visiting Professor at George Washington University, University of Maryland, University of Calgary, Purdue University, and New York University. Andrea holds a Ph.D. in Applied Mathematics from Trieste University. His research is focused on Corporate Finance, Risk Management, Financial Modelling, Numerical Methods for Finance. He has published his reseach in major finance journals including Journal of Finance, Financial Management, Management Science, Journal of Economic Dynamics and Control, Applied Mathematical Finance. Andrea has presented his research in all major finance conferences, including AFA, WFA and EFA. His current teaching activity comprises both graduate and PhD courses on derivatives and corporate finance. Andrea's previous consulting experiences are related to derivative pricing for banks and insurance companies, valuation of non-performing loans for banks, real options valuation for telecom and pharma industries. He is currently co-ordinating the research and development of financial modelling and numerical methods of the company.