
Dominic O'Kane
Professor
EDHEC-Risk Climate Impact Institute Research Director
Main contributions
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)
Publications of Dominic O'Kane
EDHEC Climate and Finance special issue
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023
Handbook of Fixed Income Securities
Handbook of Fixed Income Securities, Volume 9th edition, July 2021, Pages 1657 - 1710
An Examinination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps
Bankers, Markets & Investors (ex-Banque & Marchés), April 2017, Pages 25 - 35
Optimising the multilateral netting of fungible OTC derivatives
Quantitative Finance, Volume 17, February 2017, Pages 1523 - 1534
Comment réduire le risque de contrepartie sur les produits dérivés de gré à gré non compensés centralement ?
CAHIER INSTITUT LOUIS BACHELIER, Volume 22, September 2016, Pages 14 - 15