Matheus Da Rocha Grasselli

Dr. Matheus Da Rocha Grasselli is a Professor of Mathematics and Chair of the Mathematics of Statistics Department at McMaster University. He also holds administrative roles as Deputy Provost and previously served as Deputy Director of the Fields Institute for Research in Mathematical Sciences (2012–2016). He leads the Fields Centre for Financial Industries and co-leads the Fields-CQAM Lab on Systemic Risk Analytics.

Education: PhD in Mathematics from King's College London (1998–2001) and BSc (Honors) in Physics from the University of São Paulo (1994–1997).

Research focuses on mathematical finance, macroeconomics, and quantitative finance, with contributions to interest rate theory, systemic risk, climate economics, and financial networks. His work bridges academic and industrial applications, with consultancy for institutions like CIBC and Petrobras.

Editorial roles include founding managing editor of Springer Briefs on Quantitative Finance and editorial board memberships in journals such as Journal of Banking and Finance. Recent research highlights include studies on cryptocurrency impacts, green quantitative easing, and the interplay between economic policy and climate change.

Teaching includes courses on computational finance, mathematical physics, and numerical methods at both undergraduate and graduate levels.