Inaugural speech of Prof.dr. Kees Oosterlee (CWI, TUD)
Kees Oosterlee will be installed as a professor at the TU Delft (TUD) with his inaugural speech: "Met sprongen". His focus is on engineering problems, such as problems in computational finance that require heavy and fast computation. One of the examples of his research is the development of numerical methods in credit portfolio loss modelling.
Centrum Wiskunde & Informatica (CWI) is the national research institute for mathematics and computer science in the Netherlands. The institute's strategy for the period up to 2012 is to concentrate research on four broad, societally relevant themes: