School of Mathematical Sciences

Dr Linus Wunderlich

Linus

Associate Lecturer

Email: l.wunderlich@qmul.ac.uk
Telephone: +44 (0) 20 7882 2760
Room Number: Queens’ Building, Room: CB314
Website: http://www.maths.qmul.ac.uk/~wunderlich/
Office Hours: During term-time: Wednesday, 2:30-3:30 pm

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.
 
After completing his PhD at the Technical University of Munich and a short time as a post-doc, he recently joined QMUL in 2018.

Teaching

This academic year:

  • Masterclass in Business Analytics (BUSM131), joined with Yossi Lichtenstein
  • Financial Mathematics III (MTH6156)

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)