By appointment. To make an appointment, write to giacomo.toscano@unifi.it.
RTD A, DISEI, da settembre 2022;
Post-doc, DISEI, dicembre 2020 - agosto 2022;
Ph.D., Financial Mathematics, Scuola Normale Superiore, Pisa, 2021;
M.Sc., Finance and Risk Management, Università degli Studi di Firenze, 2016;
Laurea triennale, Economia Aziendale, Università degli Studi di Firenze, 2014.
Metodi matematici per la finanza, modelli a volatilità stocastica, finanza high-frequency, metodi di Fourier-Malliavin per la stima della volatilità.
Fourier-Malliavin method website
Legenda
Fixed-term researcher (RTD A), Dept. of Economics, University of Florence, since Sep, 2022
Post-doctoral fellow, Dept. of Economics, University of Florence, Dec, 2020-Aug, 2022
Ph.D., Financial Mathematics, Scuola Normale Superiore, Pisa, 2021
M.Sc., Finance and Risk Management, University of Florence, 2016
B.A., Economics, University of Florence, 2014
Mathematical finance, Volatility modeling, High-frequency finance, Fourier-Malliavin estimation method.
