Dr Kathrin Glau
Lecturer in Financial Mathematics & Turing Fellow
School of Mathematical Sciences
Queens’ Building, Room: CB314
+44 (0)20 7882 2760Queens’ Building, Room: CB314
k.glau@qmul.ac.uk
www.qmul.ac.uk/maths/profiles/glauk.html
Research
Computational methods for finance, Modelling of financial asset evolution, Numerical Analysis
Interests
Dr Kathrin Glau's focus is on Computational methods for finance (Fourier, P(I)DE, complexity reduction, interpolation); Modelling of financial asset evolution (with Lévy and other jump processes).
Grants
Grants of specific relevance to Applied Data Science
Deep Learning Reduced Basis Method for High-Dimensional Parametric Partial Differential Equations in FinanceGlau K
£199,605 Engineering and Physical Sciences Research Council (30-09-2019 - 29-09-2021)