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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)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Derivative pricing, Machine learning, Risk-Management, Model design and Implementation

Bio

Publications of Dominic O'Kane

16.03.2023 - EDHEC publication

EDHEC Climate and Finance special issue

Riccardo Rebonato, Vincent Bouchet, Benoit Vaucher, Benjamin Herzog, Noël Amenc, Frédéric Blanc-Brude, Emanuele Chini, Jean-Michel Maeso, Dominic O'Kane, Irene Monasterolo
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EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023

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05.07.2021 - Article in a non peer reviewed journal

Handbook of Fixed Income Securities

Dominic O'Kane
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Handbook of Fixed Income Securities, Volume 9th edition, July 2021, Pages 1657 - 1710

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20.03.2017 - Article in a peer reviewed journal

An Examinination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps

Jean-Christophe Meyfredi, Dominic O'Kane
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Bankers, Markets & Investors (ex-Banque & Marchés), April 2017, Pages 25 - 35

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01.12.2016 - Article in a peer reviewed journal

Optimising the multilateral netting of fungible OTC derivatives

Dominic O'Kane
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Quantitative Finance, Volume 17, February 2017, Pages 1523 - 1534

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01.08.2016 - Article in a non peer reviewed journal

Comment réduire le risque de contrepartie sur les produits dérivés de gré à gré non compensés centralement ?

Dominic O'Kane
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CAHIER INSTITUT LOUIS BACHELIER, Volume 22, September 2016, Pages 14 - 15

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