Linus Wunderlich is an Associate Lecturer at the School of Mathematical Sciences at Queen Mary University of London.
His research interests are numerical methods and their applications, especially in finance. One particular topic is complexity reduction for parametric option pricing.
After completing his PhD at the Technical University of Munich and a short time as a post-doc, he recently joined QMUL in 2018.
This academic year:
- Masterclass in Business Analytics (BUSM131), joined with Yossi Lichtenstein
- Financial Mathematics III (MTH6156)
- Numerical methods in finance
- Modern numerical techniques (e.g. isogeometric mortar methods)
- Application of machine learning techniques for the numerics of PDEs (e.g. Deep Galerkin Methods)