Dominic O'Kane

Professor

EDHEC Climate 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

Publications of Dominic O'Kane

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


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
|

CAHIER INSTITUT LOUIS BACHELIER, Volume 22, September 2016, Pages 14 - 15


13.07.2016 - EDHEC publication

Brexit : ce qui va changer… ou pas

Dominic O'Kane
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EDHEC Augmented Law Institute, EDHEC Augmented Law Institute Publication, July 2016



Derniers articles EDHEC Vox

31.01.2020

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