Kees Oosterlee is the new Editor-in-Chief of The Journal of Computational Finance. This international refereed journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments. Oosterlee will be taking responsibility of selecting papers for the journal from the Fall 2013 issue and onwards.
Oosterlee is a senior scientist and a member of the management team at Centrum Wiskunde & Informatica (CWI) - the national research center for mathematics and computer science in the Netherlands. He is also a full professor at the Delft University of Technology in Delft, the Netherlands, where he teaches Computational Finance courses. His expertise and interests include numerical methods and computational finance, like Fourier pricing techniques, partial differential equations for derivative pricing, stochastic models for hybrid derivatives, numerical techniques in risk management and Monte Carlo simulation.
Kees Oosterlee and his fellow researchers from CWI’s Scientific Computing research group were recently nominated for the Huibregtsen Prize 2013.
More information:
- The Journal of Computational Finance (Incisive Financial Publishing, London, UK)
- Kees Oosterlee at CWI and Oosterlee's homepage
Source: TJCF website
