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QuantMinds International
7 - 10 November, 2022
W Barcelona

Alexander 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.

His activity is concentrated on modeling and numerical methods for interest rates, cross currency, credit and XVA, as well as Machine Learning and its applications. AA is an 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

  • Alternatives to Deep Neural Networks for Function Approximations in Finance

    14:00

Speakers at this event