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Mike Giles is Professor of Scientific Computing at the Oxford University Mathematical Institute where he is a member of the Mathematical and Computational Finance Group. In 2007 he was named ‘Quant of the Year’ by Risk magazine, together with Paul Glasserman of Columbia Business School, for their joint work on the use of adjoints for the efficient calculation of Monte Carlo sensitivities. More recently, he has developed the multilevel Monte Carlo method for the pricing of financial options, which has led to an active new area of research in Monte Carlo methods. He is also a leader in the UK in the exploitation of GPUs (graphical processing units) for high performance computing in finance and other application areas.