Instructor

Jan Ericsson

Practical Experience:

Dr. Jan Ericsson is an associate professor of finance at the Desautels Faculty of Management, McGill University, and a research affiliate of the Swedish Institute for Financial Research. He holds a Ph.D. in finance from the Stockholm School of Economics.

His research interests lie in the domain of corporate capital structure and credit risk, investigating the interaction between financing and investment decisions in a framework capable of producing quantitative answers. He has special expertise in the development and analysis of structural credit risk pricing models to understand compensation for default risk as well as the interdependence of credit and liquidity risk.

Dr. Ericsson’s current research focuses on risk premiums in corporate bond and credit derivative markets; his paper “Can Structural Models price Default? Evidence from Bond and Credit Derivative Markets“, with Hao Wang and Joel Reneby, was recipient of the Best Fixed Income Paper prize at the 2006 Financial Management Association conference. His work has been presented more than 60 times at conferences and seminars across North America, Europe and Asia.

Education:

PhD, Stockholm School of Economics, Finance

MSc, Stockholm School of Economics, Finance

Courses:

Structured Credit Modeling