Matheus Grasselli

Matheus Grasselli is a Professor of Mathematics at McMaster University, where he is currently serving a 5-year term as Deputy Provost since 2022. Prior to this position, he was Chair of the Department of Mathematics and Statistics at McMaster (2018-2022). He also served as Deputy Director (2012-2016) and Director of the Centre for Financial Industries (2017-2020) at the Fields Institute for Research in Mathematical Sciences in Toronto. He has a PhD from King’s College London and 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, macroeconomics, and more recently climate finance. He is also the author of an undergraduate textbook on numerical methods.  He is a regular speaker in both academic and industrial conference around the world and has consulted for CIBC, Petrobras, EDF, and Bovespa. He is the Editor-in-Chief of the International Journal of Theoretical and Applied Finance and a member of the editorial board of the Journal of Banking and Finance, Frontiers in Mathematical Finance, Journal of Dynamics and Games, and the Review of Political Economy. He is also the founding managing editor of the book series Springer Briefs on Quantitative Finance.