Antoine Savine is a mathematician, academic and professional with financial derivatives. After globally running quantitative research for a leading French investment bank for ten years, Antoine Savine joined Jesper Andreasen in Copenhagen to participate in the development of Danske Bank’s systems, which won the In-House System of the Year 2015 Risk award.
Antoine Savine also lectures at Copenhagen University’s Masters of Science in Mathematics-Economics, with topics including Volatility Modeling and Numerical Finance, for which he wrote the curriculum AAD and Parallel Simulations with Wiley.
Antoine Savine holds a Masters in Mathematics from the University of Paris-Jussieu and a PhD in Mathematics from Copenhagen University. He is best known for his influential work on risk management, volatility, multi-factor interest rate models, scripting, AAD and parallel Monte-Carlo.