Antoine Savine

Antoine Savine

Guest lecturer


Publication year:
  1. 1999
  2. Published

    Theory of Volatility

    Savine, Antoine, 1999

    Research output: Other contributionNet publication - Internet publicationResearch

  3. 2017
  4. Published

    LSM Reloaded: Differentiate xVA on your iPad Mini

    Huge, B. N. & Savine, Antoine, 10 May 2017, Social Science Research Network (SSRN), 46 p.

    Research output: Working paperResearch

  5. 2018
  6. Published

    From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified

    Savine, Antoine, 31 Oct 2018, SSRN: Social Science Research Network, 6 p.

    Research output: Working paperResearch

  7. Published

    Modern Computational Finance: AAD and Parallel Simulations - with professional implementation in C++

    Savine, Antoine, 13 Nov 2018, Wiley. 592 p.

    Research output: Book/ReportBookEducation

  8. 2019
  9. Published

    Computation Graphs for AAD and Machine Learning: Part I: Introduction to Computation Graphs and Automatic Differentiation

    Savine, Antoine, 2019, In : Wilmott. 104, p. 36-61

    Research output: Contribution to journalJournal articleResearch

  10. 2020
  11. Published

    Computation Graphs for AAD and Machine Learning: Part III: Application to Derivatives Risk Sensitivities

    Savine, Antoine, 2020, In : Wilmott. 106, p. 24–39

    Research output: Contribution to journalJournal articleResearch

  12. Published

    Computation Graphs for AAD and Machine Learning: Part II: Adjoint Differentiation and AAD

    Savine, Antoine, 2020, In : Wilmott. 105, p. 32–45

    Research output: Contribution to journalJournal articleResearch

  13. Differential Machine Learning: the shape of things to come

    Huge, B. & Savine, Antoine, 2020, 51 p.

    Research output: Working paperResearch

ID: 176682140