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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.
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 . Education.
- 27 December 1959 (age 63)
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.
Giles, M Fang, W Annals of Applied Probability volume 30 issue 2 526-560 (08 Jun 2020) Multilevel nested simulation for efficient risk estimation Giles, M Haji-Ali, A SIAM/ASA Journal on Uncertainty Quantification volume 7 issue 2 497-525 (02 May 2019)
Michael B. Giles. Professor of Scientific Computing, University of Oxford. Verified email at maths.ox.ac.uk - Homepage. mathematics computational finance engineering numerical analysis...
Mike GILES | Cited by 10,785 | of University of Oxford, Oxford (OX) | Read 238 publications | Contact Mike GILES
Michael Bryce Giles is a British mathematician and computer scientist. He is a Professor of Scientific Computing and Head of Department at the Mathematical Institute, University of Oxford and a Fellow of St Hugh’s College, Oxford. He is best known for developing Multilevel Monte Carlo methods.
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