Professor Mike Giles

BA Camb, SM PhD MIT, FRS
Professor of Numerical Analysis and Professorial Fellow

Academic subject(s):

Mathematics
  • Core subject area: Mathematics
  • Teaching: Numerical analysis, numerical methods in finance
  • Research interests: Development and analysis of highly efficient Monte Carlo methods, in particular the Multilevel Monte Carlo method. High performance computing, including the exploitation of many-core GPUs.

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