Des Higham holds the 1966 Chair of Numerical Analysis in the Department of Mathematics and Statistics at the University of Strathclyde. He is a Fellow of the Royal Society of Edinburgh and a Fellow of the Society for Industrial and Applied Mathematics (SIAM). In 2005 he was awarded the Germund Dahlquist Prize from SIAM-an international award made every two years for research contributions in numerical methods for scientific computing.
His research interests involve the derivation, analysis and application of algorithms for stochastic computation. He serves on a number of journal editorial boards, and is section Editor of the Survey and Review section of SIAM Review. His expository contributions include the undergraduate textbook `An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation', D.J. Higham, Cambridge University Press, 2004 and `Numerical Methods for Ordinary Differential Equations', D. F. Griffiths and D. J. Higham, Springer, 2010.
Updating your subscription status
Risk iPad and iPhone Apps