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Antoine Savine
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Mathematical and Computational Finance
Mathematical and Computational Finance

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Antoine Savine
Antoine Savine
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Sobol sequences explained by Antoine Savine
Sobol sequences explained
Sobol sequences explained
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I am working on a set of exercises and assignments for the chapters of the Modern Computational Finance book. In the meantime, interested readers will find below the final hand-in for the computational finance lecture of autumn 2018 at Copenhagen…
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A topic Modern Computational Finance was created on Quora for exchanging questions, answers, suggestions and comments about the book, and, more generally the topics of Monte-Carlo simulations, quasi-random number generators, parallel implementation in C++…
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The RiO 2018 conference in mathematical finance, organized by IMPA, was held in Buzios, Rio de Janeiro, Brazil, on 24-28 November 2018, to celebrate the 60th birthday of Bruno Dupire, one of the most influential figures in the history of financial…
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https://www.slideshare.net/AntoineSavine/presentations For those of you who like my posts and stories, I am working on a few nice talks and workshops on introductory automatic differentiation, deep learning, Monte-Carlo simulations and parallel…
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