Matheus R Grasselli

I am the escaped one,
After I was born
They locked me up inside me
But I left.
My soul seeks me,
Through hills and valley,
I hope my soul
Never finds me

Fernando Pessoa (1888-1935)

Contact Information

Dr. M. R. Grasselli
Department of Mathematics and Statistics
McMaster University
Hamilton, Ontario L8S 4K1

Office: Hamilton Hall 415
Phone: (905) 525-9140 extension 23406
FAX: (905) 522-0935
E-mail: mysurname(at)

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I am a Professor of Financial Mathematics working with the PhiMac group
in the Department of Mathematics and Statistics at McMaster University.

Currently, I am on research leave (2016-17) after having served as Deputy Director at the Fields Institute from 2012 to 2016.

In this page you will find my research interests (past and present), my publications, information about the courses I teach and hopefully a general flavour of what makes me tick. "Mind your hats goan in" and enjoy it !


Check out the blog I created a few years ago for the Quantitative Finance thematic program at Fields.