School of Mathematical Sciences

Dr Linus Wunderlich

Linus

Associate Lecturer

Email: l.wunderlich@qmul.ac.uk
Room Number: MB-202
Website: http://www.maths.qmul.ac.uk/~wunderlich/
Office Hours: By appointment. Please send me an e-mail me to schedule a meeting.

Profile

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.
 
Before joining QMUL, he was PhD student and post-doc at the Technical University of Munich.

Teaching

Current teaching:

  • Masterclass in Business Analytics (BUSM131)
  • Computing and Data Analysis with Excel (MTH4114)

Research

Research Interests:

  • 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)