Kees Oosterlee

Full Name
Prof.dr.ir. C.W. Oosterlee
Email
C.W.Oosterlee@cwi.nl
Department(s)
Scientific Computing
Function(s)
Scientific Advisor
Homepage
https://keesoosterlee.com
Kees Oosterlee

Biography

Cornelis W ("Kees") Oosterlee is a senior scientist at CWI – Centrum Wiskunde & Informatica — and member of CWI’s management team. His research focus is on developing and analysing novel, robust and efficient algorithms, with a particular interest in computational finance. He is also professor at Delft University of Technology in Applied Numerical Mathematics. He has written two textbooks, the most recent one is “Mathematical Modeling and Computation in Finance” with Lech A. Grzelak, and approximately 150 research articles (see Repository at CWI).

Publications

All publications

Professional activities

  • Professor: Technische Universiteit Delft - [TUD]

Grants

  • EU Marie Curie EU Marie Curie incoming fellowship, for prof. F.J. Gaspar, numerics for CO2 storage, financed by H2020, 150K Euro (2016)
  • EU H2020EID WAKEUPCALL financed by EU H2020, coordinator with 6 PhDs (2 of them in the Netherlands, K.W. Chau and A. Fontanari), 1.5M Euro (2016)
  • PPS PhD project, A. van der Stoep (financed by Rabobank International), 190K Euro (2012)
  • PPS 2 PhD projects, Q. Feng and K. de Graaf at CWI and UvA (financed by STW and ING, 500K Euro) (2012)