Jan Ericsson


Desautels Faculty of Management

Finance

 

Photo of Jan Ericsson

Associate Professor - Finance, Desautels Faculty of Management
Academic Director Investment Management Program
Desmarais Faculty Scholar
Research affiliate Swedish Institute for Financial Research (SIFR)


Bronfman Building, Rm 594 [Map]
1001 rue Sherbrooke Ouest Montreal Quebec Canada
Montreal, Quebec
H3A 1G5
 
 
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Contact:

Susan E Lovasik [Email]
 


MSc Stockholm School of Economics, Finance
PhD Stockholm School of Economics, Finance

Curriculum vitae
 

Professor Ericsson joined the Desautels Faculty of Management in the autumn of 1999 with a PhD from the Stockholm School of Economics (1997). A former Marie Curie Fellow at the Catholic University of Louvain, Belgium, he is now an associate professor , coordinator of the finance group, and a fellow at the Stockholm Institute for Financial Research (SIFR).

Ericsson’s current research focuses on risk premia in corporate bond and credit derivative markets, and has been published in, among others, the Journal of Business and the Journal of Finance. Recently, his paper “Can Structural Models price Default? Evidence from Bond and Credit Derivative Markets, “ joint with Hao Wang and Joel Reneby, was recipient of the Best Fixed Income Paper prize at the 2006 FMA. His work has been presented more than 60 times at conferences and seminars across North America, Europe and Asia.

At McGill, Professor Ericsson has given derivatives, and fixed income courses at BCOM, MBA and PhD levels. Currently, he teaches introductory finance in the undergraduate and the MBA Japan programs. Additional pedagogic experiences are under the auspices of the Norwegian School of Management, the Stockholm School of Economics, and the Catholic University of Louvain.

At the executive level, Ericsson has spearheaded single- and multi-name credit derivative courses, as well as general seminars on derivatives theory in Montreal, Stockholm, and New York. He has also acted as guest speaker at industry conferences in North America and the Caribbean. Furthermore, Professor Ericsson has carried out consulting projects for a Nordic real estate investment firm, the Swedish National Debt Office, as well as for a hedge fund startup in Scandinavia