Lech Grzelak holds an associate professor position at Utrecht 木瓜福利影视. His primary interests are in Financial Mathematics, Financial Engineering and Scientific Computing. Lech received his PhD in Numerical Analysis at the Delft 木瓜福利影视 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: , where he regularly posts free lectures and materials related to quantitative and computational Finance.