Dr Giacomo Scandolo

Visiting Fellow

Department of Statistics

About me

Interests: Financial risk measures; model risk; Monte Carlo methods in finance.

Further information: University of Florence 

Giacomo Scandolo co-authored the paper Assessing financial risk with Pauline Barrieu. European Journal of Opersational Research 242 (2), (2014), pp. 546-556. ISSN 0377-2217.