The Journal of Computational Finance is led by Editor-in-Chief Cornelis (Kees) Oosterlee, who is a senior scientist and group leader at the CWI - National Research Center for Mathematics and Computer Science in Amsterdam. He is also a full professor at the Delft University of Technology in Delft, the Netherlands, where he teaches Computational Finance courses.
His expertise and interests include numerical methods and computational finance, like Fourier pricing techniques, partial differential equations for derivative pricing, stochastic models for hybrid derivatives, numerical techniques in risk management and Monte Carlo simulation.
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