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Best online programming certificate for admission to MFE programs!
C++ PROGRAMMING for FINANCIAL ENGINEERING
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Antoine Savine is a mathematician, working in
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
Antoine Savine published the
Modern Computational Finance
John Wiley and Sons
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
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.
asavine - Overview
Antoine Savine – Medium
SSRN publication page:
Author Page for Antoine Savine
Antoine Savine, Financial Services
Mathematical and Computational Finance
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