User:Asavine

Antoine Savine is a mathematician, and finance academic and practitioner. A PhD in Mathematics from the Copenhagen University and a quantitative researcher at Danske Bank, he also teaches at Copenhagen University. Previously, he was Global Head of Credit, Hybrid, Inflation, Forex and Fixed Income Derivatives Analytics at BNP-Paribas, and also held positions at Nikko Securities and Gen Re. He is the author of the bestselling Modern Computational Finance: AAD and Parallel Simulations (John Wiley and Sons, ISBN 978-1119539452). In Mathematical Finance, he has been influential in the development of scripting and Automatic differentiation, and has also contributed to volatility modelling.