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Alexandre Antonov
Chief Analyst at Danske Bank

Profile

Alexandre Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997. He worked for Numerix during 1998-2017, then in Standard Chartered bank in London as a director. Currently, AA is a chief analyst at Danske bank in Copenhagen and concentrates on pricing, risk and XVA analytics.

His activity is concentrated on modeling and numerical methods for interest rates, cross currency, hybrid, credit and CVA/FVA/MVA. AA is a published author for multiple publications in mathematical finance and a frequent speaker at financial conferences.

He has received a Quant of Year Award of Risk magazine in 2016.


Agenda Sessions

  • Black Basket Analytics for Mid-Curves and Spread-Options

    14:00