O'KANE Dominic, PhD

Professor, EDHEC-Risk Institute

Speciality : Finance
Expertise : Derivative pricing, Machine learning, Risk-Management, Model design and Implementation

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : [email protected]

Main academic publications

Bankers, Market & Investors (2012 ; 2017), Quantitative Finance (2014 ; 2017), Journal of Derivatives (2011 ; 2016), Handbook of Fixed Income Securities, Journal of Credit Risk (2005 ; 2011), Professional Perspectives on Fixed Portfolio Management (2003), Network Computation in Neural Systems (1992), Journal of Physics (1992 ; 1993), Physical Review (1994)

Documents to download

Pdf
CV - Dominic O'Kane, PhD...
(298.79 KB)

EDHEC Publications

Olivier Beddeleem, professeur de droit à l’EDHEC, propose une grille de lecture basée sur l’article 50 du traité européenne, et rappelle les...
Coming into effect in September 2016, this new framework is based on the recommendations of the BCBS/IOSCO Working Group on Margin Requirements (WGMR...
The Journal of Derivatives, Winter 2016, Vol. 24, No. 2: pp. 48-65
In compression, market participants share position information via a third party company, TriOptima, which then proposes a set of trades which will “...

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