Cornelis Oosterlee

Editor-in-chief: Cornelis W. Oosterlee

JCF publishes state-of-the-art numerical methods and scientific computing for modern applications in finance"

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.

 Return to homepage

 

kees-photo

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: