Matheus Grasselli

Matheus Grasselli is a Professor of Financial Mathematics at the Department of Mathematics and Statistics, McMaster University, where he currently serves as Deputy Provost since July 2022. He is affiliated with the PhiMac research group and co-leads the Systemic Risk Analytics initiative at the Fields Institute. His previous roles include Deputy Director at the Fields Institute (2012–2016) and Director of the Centre for Financial Industries (2017–2020). Grasselli’s research spans Financial Mathematics, focusing on stochastic analysis, systemic risk, climate-economic modeling, and asset price bubbles. He has advised numerous graduate and undergraduate students, including PhD candidates and postdoctoral fellows, contributing to over 50 academic publications. His teaching includes advanced courses in financial mathematics, numerical methods, and real options, alongside contributions to the Integrated Sciences program. Grasselli holds a PhD in Information Geometry from King’s College London and has collaborated internationally on projects integrating economic theory with climate science.

• Education: PhD in Information Geometry, King’s College London.
• Leadership Roles: Deputy Provost (2022–present), Deputy Director (Fields Institute, 2012–2016), Director (Centre for Financial Industries, 2017–2020).

Research Interests: Financial Mathematics, systemic risk, climate-economic models, asset price bubbles, and stochastic processes. His work bridges theoretical frameworks with practical applications in policy analysis and financial stability.

Teaching: Courses include graduate programs like the McMaster Financial Mathematics (MFM) Master’s, numerical methods for finance, and undergraduate courses in calculus and linear algebra. He pioneered the design of the Integrated Sciences program.

Collaborations: Active in interdisciplinary projects, including climate-economic modeling and systemic risk analysis. His research often employs agent-based computational economics and dynamical systems approaches.