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  1. people.maths.ox.ac.uk › ~gilesmMike Giles - Home Page - University of Oxford

    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 .

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  4. www.maths.ox.ac.uk › people › mikeMike Giles | Mathematical Institute - University of Oxford

    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. en.wikipedia.org › wiki › Michael_GilesMichael Giles - Wikipedia

    Michael Rex Giles (born 1 March 1942) is an English drummer, percussionist, and vocalist, best known as one of the co-founders of King Crimson in 1968. Prior to the formation of King Crimson, he was part of the eccentric pop trio Giles, Giles and Fripp along with his brother, bassist Peter, and guitarist Robert Fripp.

  6. scholar.google.com › citations‪Michael B. Giles‬ - ‪Google Scholar‬

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

  7. people.maths.ox.ac.uk › ~gilesm › mlmc_communityMike Giles - Multilevel Monte Carlo method - University of Oxford

    Mike Giles - Multilevel Monte Carlo method. Multilevel Monte Carlo research. In this page I attempt to list the research groups working on multilevel Monte Carlo methods, and the main papers that I am aware of, grouped by topic.

  8. people.maths.ox.ac.uk › gilesm › mcMike Giles - Monte Carlo methods - University of Oxford

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