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School of Mathematical Sciences

Dr Linus Wunderlich


Lecturer in Financial Mathematics

Room Number: MB-B15
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)


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.


  • Masterclass in Business Analytics

Past teaching:

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


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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