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{\large Kees Oosterlee \\
{\bf Numerical Mathematics Aspects in Computational Finance}}

Delft University of Technology \\ Delft Institute of Applied Mathematics (DIAM) \\ Mekelweg 4 \\ 2628 CD Delft \\ The Netherlands
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{\tt C.W.Oosterlee@cwi.nl}\end{center}

In this presentation we will discuss some topics in Finance that require
Mathematics, and, in particular, efficient numerical techniques.
We will discuss option pricing, for example, for option contracts based on
more than one underlying stock, and contracts with advanced stochastic
models for the underlying stock price dynamics.
We will focus on a mathematical framework in which we perform this research.
One of the aims is to price the options as fast as possible.


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