Antoine Savine

Antoine Savine

Guest Lecturer


Publication year:
  1. 2018
  2. Published
  3. Published

    From Model to Market Risks : The Implicit Function Theorem (IFT) Demystified. / Savine, Antoine.

    SSRN: Social Science Research Network, 2018.

    Research output: Working paperResearch

  4. 2017
  5. Published

    LSM Reloaded : Differentiate xVA on your iPad Mini. / Huge, Brian Norsk; Savine, Antoine.

    Social Science Research Network (SSRN), 2017.

    Research output: Working paperResearch

  6. Published

    Modern Computational Finance : Parallel Simulations and AAD, Derivatives Cash-Flow Scripting, LSM and xVA. / Savine, Antoine.

    Department of Mathematical Sciences, Faculty of Science, University of Copenhagen, 2017.

    Research output: Book/ReportPh.D. thesisResearch

  7. 1999
  8. Published

    Theory of Volatility. / Savine, Antoine.

    1999, Application of generalized derivatives and Tanaka's formula to mathematical and numerical finance.

    Research output: Other contributionNet publication - Internet publicationResearch

ID: 176682140