Prof.dr.ir. C.W. (Kees) Oosterlee

publications
Publications in Pure
subjects
2006 - Analysis 1
2006 - Scientific Computing
2006 - Advanced Numerical Methods
2006 - Computational Finance
2005 - Computational Science and Engineering
2007 - Computational Finance
2009 - Computational Finance
2008 - Computational Finance
2011 - Option Valuation Methods
2012 - Option Valuation Methods
2010 - Computational Finance
2011 - Computational Finance
2014 - Special topics in Financial Engineering
2014 - Computational Finance
2014 - Option Valuation Methods
2012 - Special topics in Financial Engineering
2013 - Option Valuation Methods
2012 - Computational Finance
2013 - Special topics in Financial Engineering
2013 - Computational Finance
2016 - Computational Finance
2016 - Special topics in Financial Engineering
2016 - Option Valuation Methods
2015 - Special topics in Financial Engineering
2015 - Computational Finance
2015 - Option Valuation Methods
2018 - Computational Finance
2018 - Special topics in Financial Engineering
2017 - Option Valuation Methods
2017 - Computational Finance
2017 - Special topics in Financial Engineering
2018 - Option Valuation Methods
2019 - Computational Finance
2019 - Special topics in Financial Engineering
2019 - Option Valuation Methods
ancillary activities
Geen nevenwerkzaamheden -

2018-01-01 - 2020-01-01

zbMATH

Short CV:

Cornelis Oosterlee got his PhD in 1993, after which he spent eight years at the German National Research Center for Information Technology (GMD-SCAI) in Sankt Augustin. There, he co-authored a monograph called "Multigrid" (Academic Press 2001).

Since 2007 he is a full professor, 0.2fte, on Hierarchical Numerical Methods at DIAM. He is also a group leader at the CWI, Centrum Wiskunde & Informatica, Amsterdam, on Scientific Computing and Control. Oosterlee develops computational methods for applications in Finance, Economic Decision Making, but also in classical engineering areas like Fluid Mechanics.

Research interest:
His research interests include numerical methods for partial differential equations, iterative solution methods for discrete systems, multigrid methods, Fourier methods, Scientific Computing.

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