Grasselli, Matheus

Professor, Sharcnet Chair, Ph.D (King's College London)

grasselliDept. of Mathematics & Statistics, McMaster University
1280 Main Street West
Hamilton, Ontario,
Canada L8S 4K1
905-525-9140, ext. 23406
905-522-0935 (fax)


grasselli@math.mcmaster.ca
Office: HH/415
Website: http://www.math.mcmaster.ca/grasselli/

Research

Research Area: Financial Mathematics

Research Profile: Financial Mathematics, Mathematical Physics, Information Geometry
My main research interests lie in the area of mathematical finance - the application of stochastic analysis and probability theory to the understanding and modelling of financial markets. Specific projects I am involved with include numerical and theoretical optimal portfolio selection and modelling of positive interest rates. I am also interested in classical and quantum information geometry. My work in this area ranges from the construction of infinite dimensional manifolds of probabilities to the applications of such geometric objects to models in fluid dynamics and quantum information.

Publications

List coming soon...

Graduate Students

Currently supervising:
PhD
Adam Profetto



Teaching

2016/2017 

On Research Leave 

On leave to the Fields Institute in 2015/16

On leave to the Fields Institute in 2014/15

On leave to the Fields Institute in 2013/14