Cornelis W. Oosterlee
Prof. Dr. Ir.
Cornelis W. (“Kees”) Oosterlee is a Professor of applied numerical mathematics at Delft University of Technology. He is also senior scientist at CWI – Centrum Wiskunde & Informatica, in Amsterdam — and member of CWI’s management team.
Kees got his PhD from Delft in 1993, after which he worked in FhG SCAI in Germany for 8 years. His research focus is on developing novel, robust and efficient algorithms, with a particular interest in computational finance. He has written textbooks and many research articles. Kees was the editor-in-chief of the Journal of Computational Finance, from 2013-2018. From 2014-2019, he was Chair of the Dutch-Flemish Society for Computational Sciences (SCS). He has been coordinator of various EU research projects. He teaches the MSc course “Computational Finance” and the BSC course “Option Valuation Methods” in Delft, and taught summer- and winterschool courses in Spain, South Africa, and Japan.
Lech A. Grzelak
Lech A. (“Leszek”) Grzelak is a front office Sr. Quantitative Analyst at the Financial Engineering team at Rabobank in the Netherlands. At the same time, he holds a lecturer position at the Delft University of Technology where he teaches a course on Financial Engineering. Lech received his Ph.D. in Numerical Analysis at Delft University of Technology (the Netherlands) in 2011.
His main areas of research are computational finance, numerical analysis, scientific computing and high-performance computing methods. Recent work has focused on efficient numerical methods for stochastic and local volatility models, cross-asset hybrid models and xVA. Lech is the editor of the Journal of Computational Finance and the journal of Applied Mathematics and Computation. Lech has published several research articles on quantitative finance in multiple prime journals.