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Martino Grasselli is an Associate at Quantintell Partners. He is the 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). 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 is a Co-founder of Quanta Finanza Srl, where he has held various positions as a technical consultant (CTU) in financial litigations (Courts of Milan, Padua, Treviso) and he is the Scientific Director of the Derivatives Project, involving the Mathematics Department of Univ. Padova and Confindustria Padova (confederation of small-mid-caps in Padova). To his credit has more than 30 research papers published in major peer review international journals and is often invited as a plenary speaker at international conferences. His research topics cover stochastic volatility, valuation of derivatives, model calibration, portfolio management, interest rates models and quantitative models for the management of demographic and mortality risks.