Cornelis W. Oosterlee

CWI – Dutch Center for Mathematics and Computer Science, Amsterdam

Cornelis (Kees) Oosterlee served as editor-in-chief of The Journal of Computational Finance for five years. He 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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Articles by Cornelis W. Oosterlee

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