McMaster University Menu Search
Faculty of Science Mathematics & Statistics
Faculty of Science

Mathematics & Statistics

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.

McMaster Academic Planner (MAP)

Launch the MAP

The MCMASTER ACADEMIC PLANNER (M.A.P.) is a multipurpose tool used to educate prospective and current Science students on the admission requirements, course/program options, research, experiential education & co-op opportunities available in the Faculty of Science .

Image of the M.A.P. (McMaster Academic Planner) website which includes a giant orb with the text 'Your Jounrey Starts Here' written in the center

McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca

McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca