Dr.ir. L.A. Grzelak

publications
Publications in Pure
subjects
2009 - Computational Finance
2008 - Computational Finance
2010 - Computational Finance
2011 - Computational Finance
2012 - Computational Finance
2014 - Special topics in Financial Engineering
2016 - Special topics in Financial Engineering
2015 - Special topics in Financial Engineering
2018 - Special topics in Financial Engineering
2017 - Special topics in Financial Engineering
2019 - Special topics in Financial Engineering

Short CV:

2011- present Quantitative Analyst  at Rabobank International in Utrecht 
Department of Derivative Research and Validation 
2011- 2014:  Postdoctoral Researcher at Center for Mathematics and Computer Science (CWI) in Amsterdam Dutch National Research Center for Mathematics and Computer Science Scientific Computing and Control Theory
2007- 2011 Ph.D. Student at Delft University of Technology, The Netherlands.
Numerical Analysis Department of Applied Mathematics
2006- 2007 Quantitative Energy Analyst at Saen Options, Energy and Commodity Department
2007 M.Sc. in Econometrics and Computer Science - University of Zielona Góra, Poland, Department of Mathematics, Computer Science and Econometrics
2006 M.Sc. in Applied Mathematics (Cum Laude) (dutch: Ingenieur)-  Delft University of Technology, Department of Risk and Environmental Modelling.

Homepage