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. His current focus is on climate metrics and the impact of climate change on investment. His previous focus was on asset pricing and financial stability in the derivatives market. He holds a PhD in Theoretical Physics from Oxford University which he followed with a post-doctoral position at Imperial College London. Prior to joining EDHEC Business School, he spent three years at Salomon Brothers and nine years at Lehman Brothers, where he became a managing director and head of quantitative research in Europe. Dominic has taught at Oxford University, Yale University and the London Business School. His research has been published in such journals as Quantitative Finance, Finance and Stochastics, and the Journal of Derivatives. He is the author of a book on the valuation and risk management of credit derivatives.

Publications of Dominic O'Kane

15.05.2023 - EDHEC publication

The Impact of Climate Change News on Low-minus-High Carbon Intensity Portfolios

Dominic O'Kane

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023

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, Dominic O'Kane

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023

05.07.2021 - Article in a non peer reviewed journal

Handbook of Fixed Income Securities

Dominic O'Kane

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

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

Bankers, Markets & Investors (ex-Banque & Marchés), April 2017, Pages 25 - 35

01.12.2016 - Article in a peer reviewed journal

Optimising the multilateral netting of fungible OTC derivatives

Dominic O'Kane

Quantitative Finance, Volume 17, February 2017, Pages 1523 - 1534