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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. Prof. Mike Giles. Status. Academic Faculty. Professor of Numerical Analysis. Head of the Numerical Analysis Group +44 1865 615291. Contact form ... Giles, M Fang, W Annals of Applied Probability volume 30 issue 2 526-560 (08 Jun 2020) Multilevel nested simulation for efficient risk estimation.

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

  5. Chairman of the Oxford Supercomputing Centre 1997-8 and 2003-6. Co-Director of the Oxford Centre for Computational Finance, 2001 - 2007. Acting head of the Mathematical and Computational Finance Group, 2010 - 2012. Founding member of the Oxford-Man Institute of Quantitative Finance, 2007 - present.

  6. 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.

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