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Professor Mike Giles

Professorial Fellow in Mathematical Finance

Mike is a Professor of Scientific Computing in the Mathematical Institute. He 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 in 2008 he moved into the Mathematical Institute to work instead in computational finance.

His primary research focus is on improving the accuracy, efficiency and analysis of Monte Carlo methods for a variety of applications. A particular highlight has been the development of the multilevel Monte Carlo method which has stimulated a lot of research elsewhere.  He is also interested in various aspects of scientific computing, including high performance parallel computing on many-core processors.

For more details please see his webpage.


Professorial Fellow in Mathematical Finance
Mathematics and Computer Science
Academic - Fellows & Lecturers