Kees Van Schaik

Dr. Kees Van Schaik is a Senior Lecturer in Probability at the University of Manchester specializing in stochastic processes and their financial applications. His research focuses on Lévy processes, Monte Carlo methods, and option pricing models.

His publications demonstrate consistent focus on financial mathematics and risk analysis using advanced stochastic methods. Recent work involves developing simulation techniques for path-dependent options and asymptotic analysis of risk processes.