| Modelling single-name and multi-name credit derivatives D O'Kane John Wiley & Sons, 2008 | 270 | 2008 |
| Valuation of credit default swaps D O’Kane, S Turnbull Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003 | 227 | 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 | 117 | 2005 |
| Domains of solutions and replica symmetry breaking in multilayer neural networks R Monasson, D O'Kane Europhysics letters 27 (2), 85, 1994 | 84 | 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 | 70 | 1992 |
| Base correlation explained D O’Kane, M Livesey Lehman Brothers, Fixed Income Quantitative Credit Research 346, 2004 | 65 | 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 | 65 | 1992 |
| The link between Eurozone sovereign debt and CDS prices D O'Kane EDHEC-Risk Institute, 2012 | 59 | 2012 |
| Credit spreads explained D O’Kane, S Sen Journal of Credit Risk 1 (2), 61-78, 2005 | 58 | 2005 |
| Credit derivatives explained D O’kane Lehman Brothers, 3-7, 2001 | 54 | 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 | 31 | 2003 |
| Modelling credit: Theory and practice D O’Kane, L Schloegl Lehman Brothers Analytical Research Series, 2001 | 28 | 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 | 22 | 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 | 18 | 2004 |
| An analytical portfolio credit model with tail dependence D O’Kane, L Schloegl Quantitative Credit Research, Lehman Brothers, 2003 | 18 | 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 | 13 | 2017 |
