Martino Grasselli
Head of Finance Group at EMLV Business School Paris
Schools
- EMLV Business School Paris
Links
Biography
EMLV Business School Paris
Martino Grasselli is Head of the Finance Group at the Pôle Universitaire Léonard de Vinci Research Center in Paris La Defense and he is Full Professor at the Mathematics Department of University of Padua (Italy). He is Co-Founder and President of Aequo Srl, a financial engineering spinoff of University of Padua which is active in illiquid assets pricing and hedging with derivative products. After graduating in Mathematics (Padua, 1994) he received a Doctorate in Applied Mathematics in Trieste (1999) and a Ph.D in Quantitative Finance in Paris 1 Sorbonne (2001 ) as a fellow of CREST. He has been Assistant Professor at Verona Univ. (1999-2004) and Visiting Professor at Univ. Evry (France 2003), UTS (Sydney, regularly in 2010-2017), Dauphine (Paris, 2013). His teaching experiences cover doctoral courses (Padua, Verona), Master&MBA (Cattolica Assicurazioni Private Banking Verona, ESILV Paris la Defense), Quants seminars (Bloomberg New York, NATIXIS Paris, Prometeia Bologna), Executive Education (Foundation CUOA Altavilla VI, AIPB, Intesa Private Banking Milan). He has held various positions as a technical consultant (CTU) in financial litigations (Courts of Milan, Padua, Treviso, Venice) and he was Scientific Director of the Derivatives Project, involving the Mathematics Department of Univ. Padua and Confindustria. He is Associate Editor of FMF (Frontiers of Mathematical Finance) and to his credit has more than 40 research papers published in major peer review international journals. He is often invited as a plenary speaker at international conferences: his research topics cover stochastic volatility, valuation of derivatives, illiquid assets pricing, model calibration, portfolio management, interest rates models and quantitative models for the management of demographic and mortality risks, financial cyber-security.
Videos
Research in Options 2016 - Carole Bernard | Martino Grasselli
Research in Options 2017 - Martino Grasselli (U. Padova, Italy)
Research in Options 2018 - Invited Speaker - Martino Grasselli
Research in Options 2020 - Martino Grasselli - Smile Modelling for Exchange-Traded Products on...
R&S Conference - Martino Grasselli
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