Karel in 't Hout

Karel in 't Hout

Applied Mathematics
Department of Mathematics and Computer Science
University of Antwerp
Campus Middelheim
Middelheimlaan 1
B-2020 Antwerp

karel.inthout at uantwerpen.be

+32 3 265 3889

G.110 (building G)

Research area:

Analysis and development of numerical methods for time-dependent differential equations with applications to financial mathematics

Book Numerical Partial Differential Equations in Finance Explained, Palgrave Macmillan (2017)


Software for industry: Matlab code HestonADI

On Editorial Board of Applied Numerical Mathematics

On Editorial Board of Bulletin of the Belgian Mathematical Society

On Editorial Board of Journal of Computational Finance

Actuarial and Financial Mathematics Conference, Brussels, 8-9 February 2018

Lorentz Center Workshop "Applied Mathematics Techniques for Energy Markets in Transition", Leiden, 18-22 September 2017

Multi-ITN STRIKE: Novel Methods in Computational Finance, Closing meeting, Antwerp, 5-6 December 2016

Lorentz Center Workshop "Models and Numerics in Financial Mathematics", Leiden, 26-29 May 2015

Lorentz Center Workshop "Quantitative Methods in Financial and Insurance Mathematics", Leiden, 18-21 April 2011

Belgian Francqui Chair 2009-2010 Paul Van Dooren

Master in Financial and Applied Mathematics: UA website, presentatie Open Dag

Course information