About me

Since July 2021 I work as a University Assistant (Post Doc) at the University of Vienna, Department of Statistics and Operations Research.

In November 2020 I obtained a PhD in Statistics and Mathematical Finance from the University of Milano-Bicocca (DiSMeQ). 

My research interests lie in the connection between mathematical finance and financial econometrics. In particular, I focus on the application of Sequential Monte Carlo methods to dynamic asset pricing models.

You can contact me at luca.gonzato@univie.ac.at and find my CV here. 

*cover photo: sentiero dei grandi alberi (Piccole Dolomiti), Recoaro Terme (Vicenza), 8th January 2021