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

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CV - Dominic O'Kane, PhD...
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EDHEC Publications

This method can handle both homogeneous and heterogeneous loss portfolios. We find that this simple algorithm provides an excellent fit to the exact...

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