{"id":726,"date":"2023-01-30T19:42:52","date_gmt":"2023-01-30T19:42:52","guid":{"rendered":"https:\/\/compfinance.ddns.net\/wordpress\/?page_id=726"},"modified":"2023-07-17T17:14:13","modified_gmt":"2023-07-17T16:14:13","slug":"authors","status":"publish","type":"page","link":"https:\/\/compfinance.ddns.net\/wordpress\/authors\/","title":{"rendered":"Authors"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"726\" class=\"elementor elementor-726\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-dceb425 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"dceb425\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-ca50d40\" data-id=\"ca50d40\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-c22e8ea elementor-widget elementor-widget-image\" data-id=\"c22e8ea\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.14.0 - 26-06-2023 *\/\n.elementor-widget-image{text-align:center}.elementor-widget-image a{display:inline-block}.elementor-widget-image a img[src$=\".svg\"]{width:48px}.elementor-widget-image img{vertical-align:middle;display:inline-block}<\/style>\t\t\t\t\t\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" width=\"1536\" height=\"704\" src=\"https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-1536x704.jpg\" class=\"attachment-1536x1536 size-1536x1536 wp-image-85\" alt=\"\" srcset=\"https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-1536x704.jpg 1536w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-300x138.jpg 300w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-1024x469.jpg 1024w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-768x352.jpg 768w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-2048x939.jpg 2048w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/with-Kees-1568x719.jpg 1568w\" sizes=\"auto, (max-width: 1536px) 100vw, 1536px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-b5f6e63 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"b5f6e63\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-3e83414\" data-id=\"3e83414\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-inner-section elementor-element elementor-element-329ce41 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"329ce41\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-inner-column elementor-element elementor-element-987e415\" data-id=\"987e415\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-ceacfce elementor-widget elementor-widget-image\" data-id=\"ceacfce\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<a href=\"https:\/\/www.uu.nl\/staff\/CWOosterlee\" target=\"_blank\">\n\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" width=\"583\" height=\"776\" src=\"https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/07\/173_light.jpg\" class=\"attachment-medium_large size-medium_large wp-image-1037\" alt=\"\" srcset=\"https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/07\/173_light.jpg 583w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/07\/173_light-225x300.jpg 225w\" sizes=\"auto, (max-width: 583px) 100vw, 583px\" \/>\t\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-inner-column elementor-element elementor-element-16d3aec\" data-id=\"16d3aec\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-5393012 elementor-widget elementor-widget-text-editor\" data-id=\"5393012\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.14.0 - 26-06-2023 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p><strong>Kees Oosterlee<\/strong> (1967; ir-Delft 1989, dr-Delft 1993, habil-Cologne, Germany, 1999) has been working on <strong>computational problems in financial mathematics<\/strong> since 2000. After his PhD, in 1993, he worked at the GMD (now Fraunhofer SCAI) in Sankt Augustin, Germany, until 2002, and at TU Delft. Since 2007 he has been a part-time professor in Delft and also a scientist at the Centrum Wisknude &amp; Informatica (CWI) in Amsterdam, where he was also a member of the management team. Oosterlee is co-author of two books (&#8220;<strong>Multigrid<\/strong>&#8221; 2001, and &#8220;<strong>Mathematical Modeling and Computation in Finance<\/strong>&#8220;, 2019), and many scientific publications. Methods he co-developed include:<strong> the COS method<\/strong>, <strong>SWIFT<\/strong> (Shannon Wavelet Inverse Fourier Transform method) , <strong>SGBM<\/strong> (Stochastic Grid Bundling Method), <strong>SCMC<\/strong> (Stochastic Collocation Monte Carlo Method), and <strong>the Seven-League scheme (7L)<\/strong>. Machine learning in Finance is a recent research interest.<\/p><p>Personal website of Kees can be found <a href=\"https:\/\/www.uu.nl\/medewerkers\/CWOosterlee\">here<\/a>.<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-95f8f53 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"95f8f53\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-c0b2241\" data-id=\"c0b2241\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-inner-section elementor-element elementor-element-c8d44f3 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"c8d44f3\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-inner-column elementor-element elementor-element-b2b4817\" data-id=\"b2b4817\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-808700b elementor-widget elementor-widget-text-editor\" data-id=\"808700b\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><strong>Lech A. Grzelak<\/strong>\u00a0is a\u00a0<strong>front-office Quantitative Analyst<\/strong>\u00a0(quant) at the Financial Engineering team at Rabobank in the Netherlands. At the same time, he holds<strong>\u00a0an Assistant Professor<\/strong>\u00a0position at Utrecht University, where he teaches a course on Computational Finance. Lech received his PhD in Numerical Analysis at Delft University of Technology (the Netherlands) in 2011. His main research areas 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<strong>\u00a0Journal of Computational Finance<\/strong>\u00a0and\u00a0<strong>Applied Mathematics and Computation<\/strong>. In addition, Lech has published several research articles on quantitative finance in multiple prime journals.<\/p><p>For the complete list of\u00a0<strong>publications<\/strong>, please\u00a0<strong><a href=\"https:\/\/scholar.google.nl\/citations?user=mzE0c3AAAAAJ&amp;hl=en\">click here<\/a>.<\/strong><\/p><p>You can also visit my\u00a0<strong>university website\u00a0<a href=\"https:\/\/www.uu.nl\/staff\/lagrzelak\">here<\/a>.<\/strong><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-inner-column elementor-element elementor-element-1648e48\" data-id=\"1648e48\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-e5a56d3 elementor-widget elementor-widget-image\" data-id=\"e5a56d3\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"683\" src=\"https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/493A7442-1024x683.jpg\" class=\"attachment-large size-large wp-image-738\" alt=\"\" srcset=\"https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/493A7442-1024x683.jpg 1024w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/493A7442-300x200.jpg 300w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/493A7442-768x512.jpg 768w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/493A7442-1536x1024.jpg 1536w, https:\/\/compfinance.ddns.net\/wordpress\/wp-content\/uploads\/2023\/01\/493A7442-2048x1365.jpg 2048w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Kees Oosterlee (1967; ir-Delft 1989, dr-Delft 1993, habil-Cologne, Germany, 1999) has been working on computational problems in financial mathematics since 2000. After his PhD, in 1993, he worked at the GMD (now Fraunhofer SCAI) in Sankt Augustin, Germany, until 2002, and at TU Delft. Since 2007 he has been a part-time professor in Delft and also a scientist at the Centrum Wisknude &amp; Informatica (CWI) in Amsterdam, where he was also a member of the management team. Oosterlee is co-author of two books (&#8220;Multigrid&#8221; 2001, and &#8220;Mathematical Modeling and Computation in Finance&#8220;, 2019), and many scientific publications. Methods he co-developed\u2026<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-726","page","type-page","status-publish","hentry"],"blocksy_meta":{"styles_descriptor":{"styles":{"desktop":"","tablet":"","mobile":""},"google_fonts":[],"version":5}},"_links":{"self":[{"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/pages\/726","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/comments?post=726"}],"version-history":[{"count":19,"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/pages\/726\/revisions"}],"predecessor-version":[{"id":1056,"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/pages\/726\/revisions\/1056"}],"wp:attachment":[{"href":"https:\/\/compfinance.ddns.net\/wordpress\/wp-json\/wp\/v2\/media?parent=726"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}