CW (Kees) Oosterlee

Prof. CW (Kees) Oosterlee is the Head of Department and Professor of Mathematical Modelling at the Department of Mathematical Modelling within the Faculty of Science at Utrecht University. He holds a part-time position as a professor at TU Delft and is a scientist at the Centrum Wiskunde & Informatica (CWI) in Amsterdam. His research focuses on computational finance, including methods like the COS, SWIFT, SGBM, SCMC, and 7L schemes, as well as machine learning applications in finance. Oosterlee has authored/co-authored two books: Multigrid (2001) and Mathematical Modeling and Computation in Finance (2019).

Education: M.Sc. (ir-Delft, 1989), Ph.D. (Delft, 1993), Habilitation (Cologne, 1999). Professional roles include membership in the Mathematics Board of the Lorentz Center (Leiden University), advisory boards for the SeMA Journal (Springer) and the Annual Reviews in Modern Quantitative Finance book series (World Scientific).

He is organizing the International Conference on Computational Finance (ICCF24) in Amsterdam (April 2024), accessible at https://www.iccf24.nl.