Modelling single-name and multi-name credit derivatives D O'Kane
John Wiley & Sons, 2008
272 2008 Valuation of credit default swaps D O’Kane, S Turnbull
Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003
226 2003 A note on the large homogeneous portfolio approximation with the Student-t copula L Schloegl, D O’Kane
Finance and Stochastics 9, 577-584, 2005
120 2005 Domains of solutions and replica symmetry breaking in multilayer neural networks R Monasson, D O'Kane
Europhysics letters 27 (2), 85, 1994
85 1994 Short-and long-range connections in autoassociative memory D O'Kane, A Treves
Journal of Physics A: Mathematical and General 25 (19), 5055, 1992
68 1992 Base correlation explained D O’Kane, M Livesey
Lehman Brothers, Fixed Income Quantitative Credit Research 346, 2004
66 2004 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
64 1992 Credit spreads explained D O’Kane, S Sen
Journal of Credit Risk 1 (2), 61-78, 2005
59 2005 The link between Eurozone sovereign debt and CDS prices D O'Kane
EDHEC-Risk Institute, 2012
58 2012 Credit derivatives explained D O’kane
Lehman Brothers, 3-7, 2001
55 2001 Explaining the basis: cash versus default swaps D O’Kane, R McAdie
Lehman Brothers Structured Credit Research 5, 78-79, 2001
48 2001 Flux cutting in single crystals: Experiment and phenomenological model D López, G Nieva, F De La Cruz, HJ Jensen, D O’Kane
Physical Review B 50 (13), 9684, 1994
39 1994 The Lehman Brothers guide to exotic credit derivatives D O’Kane, M Naldi, S Ganapati, A Berd, C Pedersen, L Schloegl, ...
Lehman Brothers, 2003
32 2003 Modelling credit: Theory and practice D O’Kane, L Schloegl
Lehman Brothers Analytical Research Series, 2001
26 2001 Introduction to asset swaps D O’Kane
Lehman Brothers, Analytical Research Series, 2000
23 2000 The restructuring clause in credit default swap contracts D O'Kane, CM Pedersen, SML Turnbull
Lehman Brothers, 2003
21 2003 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
19 2004 An analytical portfolio credit model with tail dependence D O’Kane, L Schloegl
Quantitative Credit Research, Lehman Brothers, 2003
17 2003 The Lehman Brothers Guide to Exotic Credit Derivatives L Brothers
Incisive Risk Waters Group, 2003
16 2003 Optimising the multilateral netting of fungible OTC derivatives D O’Kane
Quantitative Finance 17 (10), 1523-1534, 2017
15 2017