Publications by Antoine Savine

Books by Antoine Savine

AAD and Parallel Simulations

Scripting for financial derivatives

Selected Articles by Antoine Savine

Financial cash-flow scripting: beyond valuation

Modern Computational Finance: AAD and Parallel Simulations (preview)

From model to market risks: The implicit function theorem (IFT), demystified

Theory of Volatility

LSM Reloaded: Differentiate xVA on your iPad mini

Stories on Medium by Antoine Savine

A brief history of scripting

Modern Computational Finance: AAD and Parallel Simulations (story)

Two questions to test your quant skills

Introduction to Interest Rate Models

Recommended reading in machine learning

Exporting C++ to Excel: a quick and painless tutorial

Slides on SlideShare by Antoine Savine

A brief history of discounting

Practical implementation of AAD

Fuzzy logic and financial risk

 

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