Dominic O'Kane
Titolo
Citata da
Citata da
Anno
Modelling single-name and multi-name credit derivatives
D O'Kane
John Wiley & Sons, 2011
2282011
Valuation of credit default swaps
D O’Kane, S Turnbull
Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003
1942003
A note on the large homogeneous portfolio approximation with the Student-t copula
L Schloegl, D O’Kane
Finance and Stochastics 9 (4), 577-584, 2005
1062005
Domains of solutions and replica symmetry breaking in multilayer neural networks
R Monasson, D O'Kane
EPL (Europhysics Letters) 27 (2), 85, 1994
761994
Why the simplest notion of neocortex as an autoassociative memory would not work
D O'kane, A Treves
Network: Computation in Neural Systems 3 (4), 379-384, 1992
601992
Base correlation explained
D O’Kane, M Livesey
Lehman Brothers, Fixed Income Quantitative Credit Research 346, 2004
592004
Short-and long-range connections in autoassociative memory
D O'Kane, A Treves
Journal of Physics A: Mathematical and General 25 (19), 5055, 1992
591992
The link between Eurozone sovereign debt and CDS prices
D O'Kane
EDHEC-Risk Institute, 2012
492012
Explaining the basis: cash versus default swaps
D O’Kane, R McAdie
Lehman Brothers Structured Credit Research 5, 78-79, 2001
472001
Credit derivatives explained
D O’kane
Lehman Brothers, 3-7, 2001
472001
Flux cutting in single crystals: Experiment and phenomenological model
D Lpez, G Nieva, F De La Cruz, HJ Jensen, D O’Kane
Physical Review B 50 (13), 9684, 1994
381994
Credit spreads explained
D O’Kane, S Sen
Journal of Credit Risk 1 (2), 61-78, 2005
372005
Modelling credit: Theory and practice
D O’Kane, L Schloegl
Lehman Brothers Analytical Research Series, 2001
292001
The Lehman Brothers guide to exotic credit derivatives
D O’Kane, M Naldi, S Ganapati, A Berd, C Pedersen, L Schloegl, ...
Lehman Brothers, 2003
272003
The restructuring clause in credit default swap contracts
D O'Kane, CM Pedersen, SML Turnbull
Lehman Brothers, 2003
232003
LH+: A fast analytical model for CDO hedging and risk management
A Greenberg, D O’Kane, L Schloegl
Lehman Brothers Quantitative Credit Research Quarterly, 2004-Q2, 2004
182004
Introduction to asset swaps
D O’Kane
Lehman Brothers, Analytical Research Series, 2000
172000
An analytical portfolio credit model with tail dependence
D O’Kane, L Schloegl
Quantitative Credit Research, Lehman Brothers, 2003
162003
Up-front credit default swaps
D O’Kane, S Sen
Quantitative Credit Research Quarterly, 2003
112003
The Lehman Brothers Guide to Exotic Credit Derivatives
L Brothers, D O'Kane
Incisive Risk Waters Group, 2003
102003
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20