[cmath] The Fields Institute appoints Matheus Grasselli as Deputy Director

Andrea Yeomans ayeomans at fields.utoronto.ca
Tue Aug 16 16:03:49 EDT 2011


THE FIELDS INSTITUTE APPOINTS MATHEUS GRASSELLI AS DEPUTY DIRECTOR

The Board of Directors of the Fields Institute is delighted to announce the
appointment of Matheus Grasselli (McMaster University) as Deputy Director of
the Fields Institute, beginning January 1, 2012.

Matheus Grasselli earned an undergraduate degree in Physics from the
University of Sao Paulo in 1994, and a Ph.D. in Mathematics from King's
College London in 2002, for his thesis on Quantum and Classical Information
Geometry under the supervision of Raymond Streater. After a postdoctoral
fellowship, he was appointed Sharcnet Chair in Financial Mathematics at
McMaster University in 2003, where he is currently an Associate Professor
and co-director of PhiMac, the Financial Mathematics Laboratory.

Grasselli 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.

Grasselli is a regular speaker in both academic and industrial conferences
around the world, and was the lead organizer of the Thematic Program on
Quantitative Finance: Foundations and Applications, at the Fields Institute
in 2010. Starting in 2011, he will serve as the first managing editor for
the newly created book series Springer Briefs on Quantitative Finance.





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