EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Research News Research Papers Books Features Interviews Indexes and Benchmarking EDHEC-Risk Efficient Equity Indices Equity Index Research EDHEC-Risk Alternative Indexes EDHEC-Risk IEIF Commercial Property Indices Hedge Fund Indices Literature EDHEC-Risk's Position on the Eligibility of Hedge Fund Indices for UCITS Assessing the Quality of Stock Market Indices EDHEC-Risk European ETF Survey Core-Satellite Investing Amundi ETF "Core-Satellite and ETF Investment" Research Chair Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Alpha League Table IPE/EDHEC-Risk Institute Institutional Asset Management Awards (IAMA) Rating the Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification EDHEC-Risk European Alternative Diversification Practices Survey Hedge Fund Style Allocation EDHEC-Risk Funds of Hedge Funds Reporting Survey The Amaranth Case The Hedge Fund Debate Core-Satellite Investing Newedge "Advanced Modelling for Alternative Investments" Research Chair Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies Use of Derivatives in Asset Management FBF "Structured Products and Derivatives" Research Chair ALM and Asset Management Solvency II Impact of IFRS & Solvency II on ALM & AM in Insurance Companies Managing Pension Assets Benefits of Hedge Funds in ALM ALM Decisions in Private Banking AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair ORTEC Finance "Private Asset-Liability Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair UFG "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair Rothschild & Cie "The Case for Inflation-Linked Bonds: Issuers' and Investors' Perspectives" Research Chair Operational Risks and Performance MiFID TCA in Europe: Current & Best Practices Mitigating Hedge Funds Operational Risks CACEIS "Risk and Regulation in the European Fund Management Industry" Research Chair EDHEC-Risk Publications Reports, Studies, Surveys and Position Papers Academic Publications All EDHEC-Risk Publications Investment Management Review Editorial Policy Subscriptions Events Events organised by EDHEC-Risk Institute CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation Seminar, New York, 30 March-1 April 2010 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, Singapore, 18-20 May 2010 Conférence de la Gestion Institutionnelle Française 2010, Paris, 8-9 juin 2010 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 13-15 July 2010 EDHEC-Risk Institutional Days 2010, Monaco, 8-9 December, 2010 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs International Advisory Board Partners Team EDHEC-Risk News Press Releases EDHEC-Risk in the Press Careers EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Institute PhD in Finance EDHEC-Risk Institute Executive MSc in Risk and Investment Management Investment Management Seminars Contact Us Contact Us
EDHEC-Risk Executive Education

O'Kane Credit Risk Seminar: Pricing and Risk-Managing Credit Derivatives

 15-16 May, 2008 - The Dorchester, London

Seminar Instructor


Dominic O'Kane is affiliated Professor of Finance at EDHEC Business School.

Before joining EDHEC, Dr. O'Kane spent ten years with Lehman Brothers in London, where he was a Managing Director and ran the European Fixed Income Quantitative Research group. This group of quantitative analysts was responsible for the pricing and risk models used across the investment bank's credit, interest rate, currency, and commodity derivative businesses. Previously, Dr. O'Kane spent two years at Salomon Brothers.

For most of his time at Lehman Brothers, Dr. O'Kane worked for the credit derivatives trading desk where he developed models for pricing and risk-managing a broad range of credit derivatives. He was also involved in advising clients on credit modelling issues and wrote papers on subjects such as default swaps, pricing CDS, and understanding base correlation. In 2005 he and his team were voted number one for Quantitative Credit Research and Modelling in an investor poll conducted by Euromoney.

At EDHEC Business School, Dr. O'Kane teaches the Advanced Credit Modelling module in the MSc in Risk and Asset Management programme and contributes to the work of the EDHEC Risk and Asset Management Research Centre. His research has been published in Finance and Stochastics, Risk Magazine, and by Lehman Brothers.

Dr. O'Kane has contributed to The Handbook of Fixed Income Securities(McGraw-Hill Professional) and to Professional Perspectives on Fixed Income Portfolio Management (Wiley Finance). He is the author of the forthcoming Modelling Single-Name and Multi-Name Credit Derivatives (Wiley Finance). Dominic O'Kane has frequently lectured at industry conferences and taught many executive courses.

Dr. O'Kane holds a PhD in theoretical physics from the University of Oxford and a first class degree in physics from Imperial College London, where he also worked as a postdoctoral research fellow in the mathematics department.

O'Kane Credit Risk Seminar:

Attachments

Brochure