Personal Information
Organization / Workplace
Copenhagen, Copenhagen Denmark
Occupation
Deep Analytics
Industry
Finance / Banking / Insurance
Website
About
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.
Contact Details
Tags
antoine savine
risk management
derivatives
quantitative finance
volatility
xva
cva
aad
deep learning
machine learning
computational finance
financial mathematics
interest rates
quantitative libraries
derivatives systems
mathematical finance
stochastic processes
yield curve
libor
swaps
scripting
automatic diffrentiation
rwa
capital
smoothing
fuzzy logic
principal component analysis
neural networks
trading systems
pricing models
automatic differentiation
tensorflow
c++
neural-networks
backpropagation
vix
variance swaps
options
dupire
hans-jorgen flyger
brian huge
risk-neutral pricing
risk premium
multi-factor models
libor market models
interest rate models
interest rate exotics
heath-jarrow-morton
cheyette
See more
Users being followed by Antoine Savine