Antoine Savine
Antoine Savine

Guest Lecturer


Publication year:
  1. 2018
  2. 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

  3. 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

  4. 2017
  5. 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

  6. 1999
  7. Published

    Theory of Volatility

    Savine, Antoine, 1999

    Research output: Other contributionNet publication - Internet publicationResearch

ID: 176682140