Cass Business School | Groups
Financial Engineering Workshop - Alexander Antonov (Numerix)
Wednesday, March 22
6:10pm – 7:15pm 
Registration: 5:40pm - 6:10pm
Cass Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London, EC1Y 8TZ, Great Britain (UK)
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Event Details
Alexander Antonov, Senior Vice President of Quantitative Research at Numerix, will be giving a seminar aimed at practitioners titled "Algorithmic Differentiation for Callable Exotics: PV and XVA" on Wednesday 22nd March from 18:10 - 19:15.

Refreshments will also be available in room 2005 from 17:40.

File Attachments: Workshop Spring 2017 Poster.pdf

Where & When

Cass Business School, 106 Bunhill Row
Room 2005

Wednesday, March 22, 6:10pm – 7:15pm

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Alexander Antonov Dr. Alexander Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997 and joined Numerix in 1998 where he currently works as a Senior Vice President of Quantitative Research. His activity is concentrated on modeling and numerical methods of interest rates, cross currency, hybrid, credit, XVAs, CVA. During the course of his career, he has had over 20 articles published in industry journals.