Matheus Grasselli
Profile Photo
Professor and Chair
HH 218
(905) 525 9140 ext. 23417
(905) 522-0935

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."

Financial mathematics, mathematical physics, information geometry

MFM 703
MFM 713

MFM 703
MFM 713

MFM 703
MFM 713 

Math 2X03
Math 4NA3
Math 4W03

On Research Leave

On leave to the Fields Institute

On leave to the Fields Institute

On leave to the Fields Institute

Currently Supervising:
Yicheng Chen (MSc CSE)
Aghigh Farhadicheshmehmorvari (MSc CSE)
Luka Milic (MSc Math) 
Daniel Presta (MSc Math) 
Adam Profetto (PhD Math)

Past Students:
Emma Holmes (MSc Math) 
Javier Rodriguez (Visiting Student) 


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McMaster University - Faculty of Science | Math & Stats