Desmond Higham

Who is Desmond Higham?

Desmond John Higham is a numerical analyst and 1966 Chair of Numerical Analysis in the Department of Mathematics and Statistics at the University of Strathclyde, Glasgow, United Kingdom.

He is a graduate of the Victoria University of Manchester gaining his BSc in 1985, MSc in and 1986 and PhD 1988. He was a postdoctoral Fellow at the University of Toronto before taking up a Lectureship at the University of Dundee in 1990 and moving to a Readership at the University of Strathclyde in 1996.

Higham's main area of research is stochastic computation, with applications in computational biology, technological/sociological/security networks and mathematical finance.

He holds a Royal Society Wolfson Research Merit Award and is a Society for Industrial and Applied Mathematics Fellow and Fellow of the Royal Society of Edinburgh. He won the 2005 SIAM Germund Dahlquist Prize.

Higham has authored four books:

Numerical Methods for Ordinary Differential Equations: Initial Value Problems,

An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation,

MATLAB Guide,