Dr. ir. L.A. (Lech) Grzelak

Assistant Professor
Mathematical Modeling

Lech Grzelak holds an assistant professor position at Utrecht University. His primary interests are in Financial Mathematics, Financial Engineering and Scientific Computing. Lech received his PhD in Numerical Analysis at the Delft University of Technology (the Netherlands) in 2011. Afterwards, he was a post-doc at CWI (Centrum Wiskunde & Informatica) and TUDelft. Lech is co-author of the book "Mathematical Modeling and Computation in Finance," 2019, and many scientific publications (focus on multi-asset hybrid models, xVA, Local Volatility, Randomization and Collocation methods), and he is the associated editor of the Journal of Computational Finance and the Journal of Applied Mathematics and Computation.

Lech manages a YouTube channel: ComputationsInFinance, where he regularly posts free lectures and materials related to quantitative and computational Finance.