Antoine Savine
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Personal Information
Organization / Workplace
Copenhagen, Copenhagen Denmark
Occupation
Deep Analytics
Industry
Finance / Banking / Insurance
Website
www.antoinesavine.com
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.
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antoine savine risk management derivatives quantitative finance volatility deep learning machine learning computational finance financial mathematics interest rates aad cva xva 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 quantitative libraries derivatives systems mathematical finance stochastic processes yield curve libor swaps scripting automatic diffrentiation rwa capital smoothing fuzzy logic
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Personal Information
Organization / Workplace
Copenhagen, Copenhagen Denmark
Occupation
Deep Analytics
Industry
Finance / Banking / Insurance
Website
www.antoinesavine.com
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.
Tags
antoine savine risk management derivatives quantitative finance volatility deep learning machine learning computational finance financial mathematics interest rates aad cva xva 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 quantitative libraries derivatives systems mathematical finance stochastic processes yield curve libor swaps scripting automatic diffrentiation rwa capital smoothing fuzzy logic
See more