This presentation entitled “Efficient MVA by Backward Differentiation” was given by Dr. Alexandre Antonov of Numerix at The 13th Fixed Income Conference in Florence, Italy on October 19th.
The presentation addresses:
Dr. Alexandre Antonov, Senior Vice President, Quantitative Research, Numerix
Dr. Antonov holds the honor of Risk Magazine's 2016 Quant of the Year. He first began studying Physics and Mathematics at the Moscow Institute of Physics and Technology, followed by the Landau Institute for Theoretical Physics (PhD in 1997) and The Laboratory of Theoretical and High Energy Physics at the University of Paris VI. In March 1998 Alexandre he joined Numerix based in Paris taking on a number of positions during his tenure with the company including Quantitative Analyst, Senior Quantitative Analyst, Vice President and Senior Vice President. During the course of his career Dr. Antonov has had over twenty articles published in industry journals, including six that have appeared on the pages of Risk Magazine.
Complete the form to the right to download this slide deck from Dr. Alexandre Antonov's October 2017 Fixed Income Conference presentation.
Complete the form below to download this slide deck from Dr. Alexandre Antonov's October 2017 Fixed Income Conference presentation.
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