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

Head of Department 
Hans Freudenthalgebouw
Budapestlaan 6
Kamer 713
3584 CD Utrecht

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

Head of Department
Mathematical Modeling
+31 30 253 1430

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 Wiskunde & Informatica (CWI) in Amsterdam, where he was also a member of the management team. Oosterlee is co-author of two books ("Multigrid" 2001, and "Mathematical Modeling and Computation in Finance", 2019), and many scientific publications. Methods he co-developed include: the COS method, SWIFT (Shannon Wavelet Inverse Fourier Transform method) , SGBM (Stochastic Grid Bundling Method), SCMC (Stochastic Collocation Monte Carlo Method), and the Seven-League scheme (7L). Machine learning in Finance is a recent research interest.Oosterlee gave guest lectures at Oxford Uni, UK, Hitotsubashi Uni., Japan, Uni. A Coruna Spain, among others.

April 2-5, 2024, we will be organizing the International Conference on Computational Finance, ICCF24, see Registration is here: submission of an abstract, or mini-symposium via

Computational Finance