معرفی
Matheus R. Grasselli is a Professor of Financial Mathematics at McMaster University's Department of Mathematics and Statistics. He currently serves as Deputy Provost at McMaster University, a position he began in July 2022. Additionally, he is a co-leader of Systemic Risk Analytics at the Fields Institute, where he previously served as Deputy Director from 2012 to 2016 and Director of the Centre for Financial Industries from 2017 to 2020.
Grasselli's research interests span Financial Mathematics, Economic Modeling, Systemic Risk, Climate Economics, and Macroeconomics. His work combines mathematical rigor with practical applications to complex financial and economic systems. He has developed sophisticated models for understanding business cycles, financial stability, and the intersection between climate science and economics.
His recent publications show a strong trend toward interdisciplinary research that bridges finance, economics, and climate science. Many of his 2020-2022 papers focus on the economic impacts of the COVID-19 pandemic, climate change economics, and the evolving landscape of monetary policy. His work frequently employs agent-based computational models and stock-flow consistent macroeconomic frameworks to analyze complex economic phenomena.
Grasselli has led significant research initiatives including the PhiMac group at McMaster University and has been actively involved with the Fields Institute. His work has practical implications for central banking, financial regulation, and climate policy. He has developed numerous computational models with publicly available code implementations in MATLAB, Python, and R, demonstrating his commitment to open scientific practice.
