antoinesavine
Antoine Savine is a French mathematician, working in quantitative research in Danske Bank (Risk In-House System of the Year 2015 and RiskMinds Excellence in Risk Management and Modelling 2019 award) after twelve years with BNP-Paribas, globally running derivatives research.
Antoine Savine is also an academic, who teaches volatility, computational finance and machine learning in finance at Copenhagen University.
Antoine Savine published the Modern Computational Finance books with John Wiley and Sons in 2018.
Antoine Savine holds a PhD from Copenhagen University. He has been working in quantitative finance for 25 years, and he has done influential work on volatility, scripting, automatic differentiation (AAD) and (parallel) Monte-Carlo simulations. His current interest lies in Deep Analytics, the combination of deep learning with financial modeling, in order to unify derivatives risk management and capital calculations like CVA/XVA, CCR, FRTB or MVA and resolve the related computational bottlenecks.
SlideShare: Antoine Savine
GitHub: asavine - Overview
Medium: Antoine Savine – Medium
SSRN publication page: Author Page for Antoine Savine
About: Antoine Savine, Financial Services
Antoine Savine is also an academic, who teaches volatility, computational finance and machine learning in finance at Copenhagen University.
Antoine Savine published the Modern Computational Finance books with John Wiley and Sons in 2018.
Antoine Savine holds a PhD from Copenhagen University. He has been working in quantitative finance for 25 years, and he has done influential work on volatility, scripting, automatic differentiation (AAD) and (parallel) Monte-Carlo simulations. His current interest lies in Deep Analytics, the combination of deep learning with financial modeling, in order to unify derivatives risk management and capital calculations like CVA/XVA, CCR, FRTB or MVA and resolve the related computational bottlenecks.
SlideShare: Antoine Savine
GitHub: asavine - Overview
Medium: Antoine Savine – Medium
SSRN publication page: Author Page for Antoine Savine
About: Antoine Savine, Financial Services
- Website
- https://antoinesavine.com/
- Location
- Copenhagen
- Gender
- Male
- Occupation
- Mathematical and Computational Finance
Contact
- antoine.savine.5
- SavineAntoine
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