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Matheus Grasselli

Matheus Grasselli is a Professor at McMaster Univesity and the Deputy Director of the Fields Institute for Research in Mathematical Sciences. He earned an undergraduate degree in physics from the University of Sao Paulo in 1997 and a Ph.D. in mathematics from King’s College London in 2002. He was appointed Sharcnet Chair in Financial Mathematics at McMaster University in 2003, where he currently is Co-Director of PhiMac, the Financial Mathematics Laboratory.

He has published research papers on information geometry, statistical physics, and numerous aspects of quantitative finance, including interest rate theory, optimal portfolio, real options, and executive compensation, as well as an undergraduate textbook on numerical methods. His consulting activities include projects with CIBC, Petrobras, EDF, and Bovespa. He is a regular speaker in both academic and industrial conferences around the world, and he was the lead organizer of the Thematic Program on Quantitative Finance: Foundations and Applications at the Fields Institute in 2010. Starting in 2011, he began serving as the first managing editor for the newly created book series Springer Briefs on Quantitative Finance.

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Destabilizing A Stable Crisis

Article | Jul 28, 2014

Readers of Minsky are familiar with the idea that governments should act as financial stabilizing agents for their economies by running surpluses in times of boom and deficits in times of crises.

Featuring this expert

Destabilizing A Stable Crisis

Article | Jul 28, 2014

Readers of Minsky are familiar with the idea that governments should act as financial stabilizing agents for their economies by running surpluses in times of boom and deficits in times of crises.

Mathematics for New Economic Thinking

Event Workshop | Oct 26–19, 2013

This workshop has the dual aim to expose mathematicians to new research problems in economics and economists to new techniques and developments in mathematics.

How Advanced Mathematics Can Support New Economic Thinking

Video | Jul 2, 2013

Matheus Grasselli discusses how the use of advanced mathematics in economics enables innovative new thinking.