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)
Publications of Dominic O'Kane
Initial margin for non-centrally cleared OTC derivatives
EDHEC Risk Institute, EDHEC Position paper, July 2016
Counterparty Risk Minimisation by the Optimal Netting of OTC Derivative Trades
Journal of Derivatives, Volume 24, December 2016, Pages 48 - 65
Impact of Brexit on the City
BREXIT : CE QUI VA CHANGER… OU PAS, Volume 1, July 2017, Pages 1 - 2
Counterparty Risk Minimization by the Optimal Netting of OTC Derivative Trades
The Journal of Derivatives, February 2016
Optimising the Compression Cycle: Algorithms for Multilateral Netting in OTC Derivatives Markets
March 2014
Derniers articles EDHEC Vox
Fund managers play an important role in translating environmental concerns into asset prices
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Teodor Dyakov , Associate Professor
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Dominic O'Kane , Professor
Meet Dominic O’Kane, a master of algorithms using mathematics to decipher the world (and finance)
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Dominic O'Kane , Professor
Brexit as seen by the experts at EDHEC Business School
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Olivier Beddeleem ,
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Ludovic Cailluet , Professor, Associate Dean
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Arnaud Chéron ,
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Emmanuel Metais , Dean of EDHEC Business School
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Dominic O'Kane , Professor
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Nikolaos Tessaromatis , Professor
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Philippe Very , Professor of Strategy