Dr Kathrin Glau
Lecturer in Financial Mathematics & Turing Fellow
Queens’ Building, Room: CB314
Computational methods for finance, Modelling of financial asset evolution, Numerical Analysis
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).
£199,605 Engineering and Physical Sciences Research Council (30-09-2019 - 29-09-2021)