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Paolo Falbo

Paolo Falbo
Paolo Falbo is an associate professor at the Department of Economics and Management of the University of Brescia, where he is responsible for the courses of Mathematical Methods for Finance and Financial Management Models. He also teaches Computational Economics and Finance in the PhD program Analytics for Economics and Business (University of Bergamo and Brescia) and Derivatives and Financial Risk in the Energy Markets in the master program Energy and Environmental Risk Management (EERM, University of Milano Bicocca). He got a PhD in Capital Markets and Financial Management at the University of Bergamo, which included PhD courses at the New York University.
He has focused on several areas of research. A main research interest is concerned with the energy and the environmental markets. He has contributed to the literature of simulation methods, extending bootstrapping methods based on Markov chain theory. He has developed a dynamic model to describe the causes of the correlation breakdown on financial markets. Other research interests are related to the theory and the application of real options to the evaluation of oil companies. He has published numerous papers in international A journals. He has been scientific responsible of national research projects. He serves regularly as peer reviewer for several major scientific journals. He has occasionally acted as scientific consultant for major companies in the energy, food, IT and manufacturing sectors.