Close

We use cookies to improve your experience of our website. Privacy Policy

Skip to main content

Institute of Applied Data Science

Search
Menu

Dr Kathrin Glau

Kathrin Glau

Lecturer in Financial Mathematics & Turing Fellow

Department School of Mathematical Sciences
 Queens’ Building, Room: CB314
+44 (0)20 7882 2760

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 Finance
Glau K
£199,605 Engineering and Physical Sciences Research Council (30-09-2019 - 29-09-2021)
Summary