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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.

NEW! Temperature shock volatility (joint work with L. Mancini) available on SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7299244

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