Dominic O'Kane


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


Dominic O’Kane is a research director at EDHEC-Risk Climate Impact Institute and a professor of finance at EDHEC Business School. Dominic has taught at Oxford University, Yale University and the London Business School. He spent 1994-2006 in the financial industry, with three years at Salomon Brothers and nine years at Lehman Brothers, where he became a managing director and head of quantitative research in Europe. He is the author of a book on the valuation and risk management of credit derivatives. His researched has been published in journals including Bankers, Market & Investors, Quantitative Finance, Finance and Stochastics and the Journal of Derivatives. He holds a doctorate in theoretical physics from Oxford University, which he followed with a post-doctoral position at Imperial College London.

Publications of Dominic O'Kane

01.04.2024 - EDHEC publication

Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)

Riccardo Rebonato, Gianfranco Gianfrate, Dherminder Kainth, Dominic O'Kane, Teodor Dyakov, Frédéric Ducoulombier

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024

01.04.2024 - EDHEC publication

Climate Salience and the Demand for Green Stocks by Mutual Funds Around the World

Dominic O'Kane, Teodor Dyakov

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024

17.01.2024 - EDHEC publication

(Newsletter #3) Climate and Finance: is it now, or right now?

Noël Amenc, Gianfranco Gianfrate, Frédéric Blanc-Brude, Riccardo Rebonato, Teodor Dyakov, Frédéric Ducoulombier, Dominic O'Kane, Emmanuel Jurczenko, Emmanuel Metais

EDHEC VOX, January 2024

11.12.2023 - EDHEC publication

Meet Dominic O’Kane, a master of algorithms using mathematics to decipher the world (and finance)

Dominic O'Kane

EDHEC Risk Climate Impact Institute, EDHEC VOX, December 2023

02.11.2023 - Article in a peer reviewed journal

Investigating the Influence of News Sources and Language Models on Climate Beta Estimates

Jean-Michel Maeso, Dominic O'Kane

Journal of Portfolio Management, Volume 50, November 2023, Pages 1 - 25

Derniers articles EDHEC Vox


Brexit as seen by the experts at EDHEC Business School

  • Olivier Beddeleem ,
  • Ludovic Cailluet , Professor, Associate Dean
  • Arnaud Chéron ,
  • Emmanuel Metais , Dean of EDHEC Business School
  • Dominic O'Kane , Professor
  • Nikolaos Tessaromatis , Professor
  • Philippe Very , Professor of Strategy