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Modelling Single-name and Multi-name Credit Derivatives

Dominic O'Kane
ISBN: 978-0-470-51928-8
Hardcover
520 pages
August 2008
List Price: US $152.00
Government Price: US $101.76
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Modelling Single-name and Multi-name Credit Derivatives (0470519282) cover image
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Dominic O'Kane is an affiliated Professor of Finance at the French business school EDHEC which is based in Nice, France. Until May 2006, Dominic O'Kane was a managing director and ran the European Fixed Income Quantitative Research group at Lehman Brothers, the US investment bank. Dominic spent seven of his nine years at Lehman Brothers working as a quant for the credit derivatives trading desk.

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