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School of Mathematical Sciences

Dr Linus Wunderlich

Linus

Lecturer in Financial Mathematics

Email: l.wunderlich@qmul.ac.uk
Room Number: MB-B15
Website: http://www.maths.qmul.ac.uk/~wunderlich/
Office Hours: Learning support hours for BUSM131: Wednesday 10:30-11:30; Advising support hours: Wednesday 3:30-4:30; Also by appointment (please email)

Profile

Linus' research combines machine learning with numerical techniques in mathematical finance. Before his appointment as Lecturer in Financial Mathematics, he was PDRA in the EPSRC-funded project "Deep Learning Reduced Basis Method for High-Dimensional Parametric Partial Differential Equations in Finance" led by Kathrin Glau.

Teaching

  • Masterclass in Business Analytics

Past teaching:

  • Financial Mathematics 3 / Mathematical Tools for Asset Management
  • Computing and Data Analysis with Excel

Research

Research Interests:

  • Modern numerical techniques in finance
  • Application of machine learning techniques for the numerics of PDEs (e.g. Deep Parametric PDE method)
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