Antoine SavineinTowards Data ScienceDifferential Machine LearningUnreasonably Effective Function Approximation With Novel Use of DerivativesMay 4, 20202May 4, 20202
Antoine SavineinTowards Data ScienceAutomatic Differentiation Explained in 15minVideo Tutorial with Application in Machine Learning and FinanceApr 17, 2020Apr 17, 2020
Antoine SavineSobol Sequence Explained by Antoine SavineSobol is best practice for financial Monte-Carlo for a decade but its mechanics are poorly understood. We (hopefully) remedy the situation.Dec 6, 20182Dec 6, 20182
Antoine SavineA brief history of scripting for financial derivatives by Antoine Savine and Jesper AndreasenJesper Andreasen and Antoine Savine on scriptingNov 12, 2018Nov 12, 2018
Antoine SavineModern Computational Finance: AAD and Parallel Simulations by Antoine SavineModern Computational Finance by Antoine SavineNov 9, 2018Nov 9, 2018
Antoine SavineFrom model to market risks by Antoine SavineAntoine Savine on model to market risksNov 9, 2018Nov 9, 2018
Antoine SavineTwo questions to test your quant skills by Antoine SavineDo you have what it takes to be a quant? (Antoine Savine on Quora)Oct 1, 2018Oct 1, 2018
Antoine SavineIntroduction to Interest Rate Models by Antoine SavineLecture on Interest Rate Models by Antoine SavineOct 1, 2018Oct 1, 2018
Antoine SavineExporting C++ code to Excel : a quick and painless tutorial by Antoine SavineAntoine Savine: C++ to ExcelSep 26, 20181Sep 26, 20181