Matheus Grasselli

Professor, Mathematics and Statistics

0000-0003-2135-9410

Dr. Matheus Grasselli is a Professor of Mathematics and Chair of the Mathematics of Statistics Department at McMaster University. He was the Deputy Director of the Fields Institute for Research in Mathematical Sciences in Toronto from 2012 to 2016 and continues to serve as the Director of the Fields Centre for Financial Industries. He is also a co-leader of the Fields-CQAM Lab on Systemic Risk Analytics.

Dr. Grasselli has published research papers on information geometry, statistical physics, and numerous aspects of quantitative finance, including interest rate theory, optimal portfolio, real options, executive compensation, and macroeconomics. He is also the author of an undergraduate textbook on numerical methods. He is a regular speaker in both academic and industrial conferences around the world and has consulted for CIBC, Petrobras, EDF, and Bovespa. He is on the editorial board of the Journal of Banking and Finance, the International Journal of Theoretical and Applied Finance, and the Journal of Dynamics and Games, he is also the founding managing editor of the book series Springer Briefs on Quantitative Finance.