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Kees Oosterlee is a Professor at Utrecht University in the field of Computational Finance. He obtained his Master's degree in 1989 and Doctorate in 1993 from Delft University of Technology. Oosterlee's research focuses on computational problems in financial mathematics, particularly methods co-developed such as the COS method, SWIFT, SGBM, SCMC, and the Seven-League scheme. He has authored and co-authored multiple publications and books, including 'Multigrid' and 'Mathematical Modeling in Computational Finance.' Oosterlee has been a part-time professor at Delft University and a scientist at Centrum Wiskunde & Informatica in Amsterdam since 2007, contributing to the management team and guest lecturing at several prestigious universities worldwide. He is also involved in organizing the International Conference on Computational Finance, ICCF24, scheduled for April 2024, reflecting his commitment to advancing the field of computational finance.
Utrecht University • Utrecht
Head of the Department of Computational Finance.
Department of Psychology