Professor Mike Giles

My main research focus is on computational finance, working on improving the accuracy, efficiency and analysis of Monte Carlo and finite difference methods. Recent research highlights include the use of adjoint techniques to compute sensitivities, and a new multilevel Monte Carlo method.

I am also interested in various aspects of scientific computing, including high performance parallel computing. Very recently, I have begun work on the exploitation of graphics cards for scientific applications in both finance and computational engineering.

For more details please see my webpage.