Antoine Savine is a professional quantitative researcher in finance, affiliated with Danske Bank and Copenhagen university. Antoine lectures volatility and numerical finance and he is the author of the Modern Computational Finance books with Wiley.

Antoine holds a PhD in Mathematics, he is an experienced C++ programmer and a key contributor to Danske Bank's multi award winning risk management systems.

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

Antoine just published his current research differential machine learning on arXiv and welcoming feedback and suggestions from the community.