Antoine Savine

antoine savine risk management derivatives quantitative finance volatility deep learning machine learning computational finance financial mathematics interest rates aad cva xva principal component analysis neural networks trading systems pricing models automatic differentiation tensorflow c++ neural-networks backpropagation vix variance swaps options dupire hans-jorgen flyger brian huge risk-neutral pricing risk premium multi-factor models libor market models interest rate models interest rate exotics heath-jarrow-morton cheyette quantitative libraries derivatives systems mathematical finance stochastic processes yield curve libor swaps scripting automatic diffrentiation rwa capital smoothing fuzzy logic