antoinesavine

Antoine Savine is a mathematician, working in quantitative research in Danske Bank (Risk In-House System of the Year 2015) after twelve years with BNP-Paribas, globally running derivatives research.

Antoine Savine is also an academic, who teaches volatility and numerical 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 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.

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About: Antoine Savine, Financial Services
Website
https://antoinesavine.com/
Location
Copenhagen
Gender
Male
Occupation
Mathematical and Computational Finance

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