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Antoine Savine

Antoine Savine is a professional quantitative researcher with Danske Bank.

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Antoine Savine also lectures volatility and numerical finance at Copenhagen University.

Antoine is a PhD in Mathematics, an experienced C++ programmer and a key contributor to Danske Bank's unique systems, which won the In-House System of the Year Risk award.

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Antoine Savine is the author of the Modern Computational Finance books with Wiley.

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He is best known for his influential work on automatic differentiation (AAD), parallel Monte-Carlo simulations, volatility, scripting and financial risk management.

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