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.
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