GRASSELLI MARTINO

Contacts
E-mail 0ab51e6542ec80b6248fbc339da3e416
Structure Department of Mathematics
Telephone 0498271402
Qualification Professore associato confermato
Scientific sector SECS-S/06 - MATHEMATICS FOR ECONOMICS, ACTUARIAL STUDIES AND FINANCE
University telephone book  Show
 

Curriculum Vitae
Martino Grasselli


Professore Associato Confermato, SSD SECS/S-06
http://didattica.unipd.it/offerta/docente/0AB51E6542EC80B6248FBC339DA3E416
Università degli Studi di Padova
Dipartimento di Matematica
Via Trieste, 63 Padova, Italy
grassell@math.unipd.it

and
Head of De Vinci Finance Group
http://www.devinci.fr/research-center/finance-group/
Pôle Universitaire Léonard de Vinci
92916 Paris La Défense, France
martino.grasselli@devinci.fr

and
Co-founder of Quanta Finanza s.r.l.
http://www.quanta.finanza.com


Education



Apr-2001
Ph.D in Quantitative Finance at Université Paris I – Panthéon - Sorbonne,
Dissertation: Long-Term Portfolio Management: a Mathematical Finance Approach Supervisor: Prof. E. Jouini (Univ. Paris Dauphine)

Jan-1999
Ph.D. in Applied Mathematics at University of Trieste, Italy
Dissertation: Pension Funds: Deterministic and Stochastic Approaches
Supervisor: Prof. F. Rossi (University of Verona)

1998-2000
PhD Fellowship of CREST (Centre de Recherche en Economie & Statistiques), Ecole Nationale de la Statistique & de l’Administration Economique.



October 96-June 97
DEA Master courses in Probability and Finance at Université Paris VI (directed by N. El Karoui) and Troisième année at ENSAE (Ecole Nationale de la Statistique et de
l’Administration Economique), Paris

Nov-1994
Bachelor in Mathematics at University of Padova
Dissertation: Financial-project valuation models under different market conditions Supervisor: Prof. B. Viscolani (Univ. of Padova)



Visiting and Teaching Appointments


Dec-2016
Visiting Professor at University of Technology, Sydney, School of Finance and Economics
Dec-2015
Visiting Professor at University of Technology, Sydney, School of Finance and Economics
Dec-2014
Visiting Professor at University of Technology, Sydney, School of Finance and Economics
Nov-2013
Habilitation for the Full Professor Degree in Italy (Score: Excellent, top 1%) for SECS-S/06
Since Sept-2013
Head of DeVinci Finance Group at Pôle Universitaire Léonard de Vinci, France
May-Jun2013
Visiting Professor at University of Paris Dauphine, France
Aug-Sept2011
Visiting Professor at University of Technology, Sydney, School of Finance and Economics
Since19-01-2005
Visiting Associate Professor at Ecole Supérieure d'Ingénieur Léonard de Vinci, Département des Mathématiques et Ingénierie Financière
Since28-12-2004
Professore Associato at Università di Padova, Department of Mathematics
2004-2005
Professeur Délégué at Ecole Supérieure d'Ingénieur Léonard de Vinci, Département des Mathématiques et Ingénierie Financière
2000-2004
Assistant Professor at University of Verona, Faculty of Economics
Feb-Jul 2003
Maître de Conférences Invité at Université d’Evry
Apr-Jun 2002
Professeur Vacataire at ESSEC, Finance Department
Apr-Jun2002
Professeur Vacataire at Ecole Supérieure d’Ingénierie Léonard de Vinci, Dept DER
Feb-Apr 2001
Professeur Vacataire at Ecole Supérieure d’Ingénierie Léonard de Vinci, Dept DER

Lecturer's Curriculum (PDF): 0AB51E6542EC80B6248FBC339DA3E416.pdf

List of taught course units in A.Y. 2017/18
Degree course code Degree course track Course unit code Course unit name Credits Year Period Teacher in charge
SC1165 COMMON SCN1028509 STATISTICS
Details for students enrolled in A.Y. 2017
6 1st Year Second semester MARTINO GRASSELLI
SC1172 010PD SC03111823 STOCASTIC METHODS FOR FINANCE
Details for students enrolled in A.Y. 2017
7 1st Year Second semester MARTINO GRASSELLI
IN2191 002PD INP5070417 STOCHASTIC METHODS FOR FINANCE
Details for students enrolled in A.Y. 2017
9 1st Year Second semester MARTINO GRASSELLI