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Quantitative Finance

Those of you who like my articles, presentations and training posts in mathematical and computational finance may want to follow me on Medium:

http://medium.com/@antoine_savine

I find Medium to be a very convenient publishing platform, I posted a selection of existing content there with the intention to publish future content on the platform.

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Published by Antoine Savine

Antoine Savine is a French mathematician, academic and a leading derivatives research professional with Danske Bank in Copenhagen. Antoine also teaches Volatility and Computational Finance at Copenhagen University. He is the author of Modern Computational Finance with John Wiley and Sons. Antoine holds a PhD in Mathematics, and is best known for his work on volatility and interest rate models. He was influential in the development of cashflow scripting, the application of generalized derivatives to volatility, and the wide adoption of AAD in financial systems.

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