Professor M B Giles

Professor of Scientific Computing

I am Professor of Scientific Computing, a member of the Oxford-Man Institute of Quantitative Finance, and Associate Director of the Oxford e-Research Centre. I used to work at MIT and in the Oxford University Computing Laboratory on computational fluid dynamics applied to the analysis and design of gas turbines, but more recently I have moved into computational finance.

My focus is on improving the accuracy, efficiency and analysis of Monte Carlo and finite difference methods. Recent research highlights include the use of adjoint techniques to compute sensitivities, and a new multilevel Monte Carlo method.

I am also interested in various aspects of scientific computing, including high performance parallel computing, and in the last couple of years I have been working on the exploitation of graphics cards for scientific applications in both finance and computational engineering.

For more details please see my personal webpage.