January 25, 2015

The Fields Institute appoints Matheus Grasselli as Deputy Director

August 16, 2011 Toronto, ON Matheus Grasselli, Associate Professor and Sharcnet Chair in Financial Mathematics at McMaster University, has been appointed Deputy Director of the Fields Institute, beginning January 1, 2012.

Grasselli earned an undergraduate degree in Physics from the University of Sao Paulo in 1997, and a Ph.D. in Mathematics from King's College London in 2002, for his thesis on Quantum and Classical Information Geometry under the supervision of Raymond Streater. After a postdoctoral fellowship, he was appointed Sharcnet Chair in Financial Mathematics at McMaster University in 2003, where he is currently an Associate Professor and co-director of PhiMac, the Financial Mathematics Laboratory.

Grasselli has published research papers on information geometry, statistical physics, and numerous aspects of quantitative finance, including interest rate theory, optimal portfolio, real options and executive compensation, as well as an undergraduate textbook on numerical methods. His consulting activities include projects with CIBC, Petrobras, EDF, and Bovespa.

Grasselli is a regular speaker in both academic and industrial conferences around the world, and was the lead organizer of the Thematic Program on Quantitative Finance: Foundations and Applications, at the Fields Institute in 2010. Starting in 2011, he will serve as the first managing editor for the newly created book series Springer Briefs on Quantitative Finance.

The Fields Institute, located in Toronto, is recognized as one of the world's leading independent mathematical research institutions. With a wide array of pure, applied, industrial, financial and educational programs, the Fields Institute attracts over 1,000 visitors annually from every corner of the globe, to collaborate on leading-edge research programs in the mathematical sciences. The Fields Institute is funded by the Natural Sciences and Engineering Research Council, the Ontario Ministry of Training, Colleges and Universities, seven principal sponsoring universities, sixteen affiliate universities and several corporate sponsors.


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