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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:

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