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differential-machine-learning-masterclass

Differential Machine Learning Masterclass

Antoine Savine

notes-for-computational-finance-lectures-antoine-savine-at-copenhagen-university

Notes for Computational Finance lectures, Antoine Savine at Copenhagen University

60-years-birthday-30-years-of-ground-breaking-innovation-a-tribute-to-bruno-dupire-by-antoine-savine

60 Years Birthday, 30 Years of Ground Breaking Innovation: A Tribute to Bruno Dupire by Antoine Savine

introduction-to-interest-rate-models-117627629

Introduction to Interest Rate Models by Antoine Savine

lecture-notes-from-volatility-modelling-lectures-at-copenhagen-university

Notes for Volatility Modeling lectures, Antoine Savine at Copenhagen University

a-brief-history-of-discounting

A Brief History of Discounting by Antoine Savine

financial-cashflow-scripting-beyond-valuation

Financial Cash-Flow Scripting: Beyond Valuation by Antoine Savine

practical-implementation-of-aad

Practical Implementation of AAD by Antoine Savine, Brian Huge and Hans-Jorgen Flyger

stabilise-risks-of-discontinuous-payoffs-with-fuzzy-logic

Stabilise risks of discontinuous payoffs with Fuzzy Logic by Antoine Savine

Antoine Savine is a mathematician and a leading derivatives researcher with Superfly Analytics at Danske Bank, winner of the In-House System of the Year 2015 Risk award and the Excellence in Risk Management and Modelling RiskMinds 2019 award.
Antoine previously held multiple leadership positions in quantitative finance, including Global Head of Research at BNP-Paribas.
Antoine lectures at Copenhagen University, including Volatility, Computational Finance and Machine Learning in Finance. He is the author of the Modern Computational Finance book with Wiley. 
Antoine holds a MSc in Mathematics from the University of Paris-Jussieu and a PhD in Mathematics from Copenhagen University.