Antoine Savine (@asavine)
github

asavine

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  • Stars
    star
    214
  • Global Rank 116,865 (Top 5 %)
  • Followers 190
  • Following 4
  • Registered about 8 years ago
  • Most used languages
    C++
         50.0 %
    Jupyter Notebook
         33.3 %
    C
         16.7 %
  • Location πŸ‡©πŸ‡° Denmark
  • Country Total Rank 506
  • Country Ranking
    C++
         33
    Jupyter Notebook
         35
    C
         143

Top repositories

1

CompFinance

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
C++
121
star
2

CompFinLecture

Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
Jupyter Notebook
54
star
3

Scripting

Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)
C++
15
star
4

xlCppTutorial

Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine
C
13
star
5

InterestingNotebooks

Interesting notebooks collected all over the place
Jupyter Notebook
5
star
6

WilmottArticle

Companion code to the series of articles on AAD in Wilmott Magazine
C++
3
star