Position: Tenured Assistant Professor of Financial Mathematics, University of Florence, Dept. of Economics and Management.
Education: Ph.D in Financial Mathematics, Scuola Normale Superiore.
Email: giacomo (dot) toscano (at) unifi (dot) it.
Address: Via delle Pandette, 9, 50127, Florence (Italy).
Main research interests:
Non-parametric estimation of stochastic volatility models;
Volatility modeling;
Volatility forecasting.
Domains: Financial Mathematics, Financial Econometrics, Climate Econometrics.
Google Scholar SSRN University of Florence webpage Fourier methods