Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

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Cornelis W ("Kees") Oosterlee is a Professor of applied numerical mathematics at Delft University of Technology. He is also senior scientist at CWI Centrum Wiskunde & Informatica, in Amsterdam and member of CWI's management team. Kees got his PhD from Delft in 1993, after which he worked in the German research center FhG SCAI for eight years. His research focus is on developing novel, robust and efficient algorithms, with a particular interest in computational finance. He has written a textbook and many research articles. Kees was the editor-in-chief of the Journal of Computational Finance, from 2013 to 2018. From 2014 to 2019, he was Chair of the Dutch-Flemish Society for Computational Sciences (SCS). He has been coordinator of various EU research projects. He teaches the M.Sc. course "Computational Finance" and the B.Sc. course "Option Valuation Methods", and taught summer- and winter-school courses in Italy, Spain, South Africa, and Japan.

Lech A Grzelak is a front office Sr. Quantitative Analyst at the Financial Engineering team at Rabobank in the Netherlands. At the same time, he holds a lecturer position at the Delft University of Technology where he teaches a course on Financial Engineering. Lech received his Ph.D. in Numerical Analysis at Delft University of Technology in 2011. His main areas of research are computational finance, numerical analysis, scientific computing and high-performance computing methods. Recent work has focused on efficient numerical methods for stochastic and local volatility models, cross-asset hybrid models and xVA. Lech is the editor of the Journal of Computational Finance and the Journal of Applied Mathematics and Computation. Lech has published several research articles on quantitative finance in multiple prime journals.