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  1. Prof. Mike Giles. Professor of Numerical Analysis in the Mathematical Institute Professorial Fellow at Balliol College. Affiliations. Numerical Analysis Group. Mathematical and Computational Finance Group. Multilevel Monte Carlo research. My MLMC research. MLMC software in MATLAB and C/C++. New! MLQMC software in MATLAB.

  2. en.wikipedia.org › wiki › Mike_GilesMike Giles - Wikipedia

    Michael Bryce Giles (born 27 December 1959) is a British mathematician and computer scientist. He is a Professor of Numerical Analysis at the Mathematical Institute, University of Oxford [1] and a Fellow of Balliol College, Oxford. [2] He is best known for developing Multilevel Monte Carlo methods .

  3. Michael B. Giles. Professor of Scientific Computing, University of Oxford. Verified email at maths.ox.ac.uk - Homepage. mathematics computational finance engineering numerical analysis...

  4. Prof. Mike Giles is an academic and faculty member at the Mathematical Institute, Oxford University. His research interests include multilevel Monte Carlo methods, adaptive Euler-Maruyama method, and inverse Poisson cumulative distribution function.

  5. Mike Giles - Curriculum Vitae. Prof. Michael Giles. Education. B.A. (Mathematics), Cambridge University, June 1981. S.M. (Aeronautics), Massachusetts Institute of Technology, February 1983. Thesis title: Asymptotic Analysis of Numerical Wave Propagation in Finite Difference Equations.

  6. EMail Mike.Giles@maths.ox.ac.uk

  7. Mike GILES | Cited by 10,785 | of University of Oxford, Oxford (OX) | Read 238 publications | Contact Mike GILES