ANTOINE SAVINE is a mathematician and derivatives practitioner with leading investment banks since 1995. Antoine was the Global Head of Fixed Income Derivatives Research for BNP-Paribas for 10 years, and presently works with Danske Bank, whose xVA system won the In-House System of the Year 2015 Risk Award. Antoine's Computational Finance books provide a unique practitioner insight into the implementation of derivatives models.
Antoine lectures in the University of Copenhagen's Masters of Science in Mathematics-Economics, including Volatility Modeling and Numerical Finance, for which his book AAD and Parallel Simulations is the curriculum. Antoine holds a Masters from the University of Paris (Jussieu) and a PhD from the University of Copenhagen, both in Mathematics. He is best known for his work on volatility, multi-factor interest rate models, scripting, AAD and parallel Monte-Carlo.