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Jan Ericsson

Not to be confused with: Johan Parmler

Personal Details

First Name:Jan
Middle Name:
Last Name:Ericsson
Suffix:
RePEc Short-ID:per28
[This author has chosen not to make the email address public]
http://people.mcgill.ca/jan.ericsson/

Affiliation

(in no particular order)

Desautels Faculty of Management
McGill University

Montréal, Canada
http://www.mcgill.ca/desautels/
RePEc:edi:fmmcgca (more details at EDIRC)

Desmarais Global Finance Research Centre
Desautels Faculty of Management
McGill University

Montréal, Canada
http://www.mcgill.ca/desautels/research/centres/dgfc/
RePEc:edi:frcmcca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jan Ericsson & Kris Jacobs & Rodolfo A. Oviedo, 2004. "The Determinants of Credit Default Swap Premia," CIRANO Working Papers 2004s-55, CIRANO.
  2. Ericsson, Jan & Reneby, Joel, 2003. "Valuing Corporate Liabilities," SIFR Research Report Series 15, Institute for Financial Research.
  3. Reneby, Joel & Ericsson, Jan, 2001. "The Valuation of Corporate Liabilities: Theory and Tests," SSE/EFI Working Paper Series in Economics and Finance 445, Stockholm School of Economics, revised 07 Jan 2003.
  4. Olivier Renault & Jan Ericsson, 2000. "Liquidity and Credit Risk," FMG Discussion Papers dp362, Financial Markets Group.
  5. Ericsson, Jan & Reneby, Joel, 1999. "A Note on Contingent Claims Pricing with Non-Traded Assets," SSE/EFI Working Paper Series in Economics and Finance 314, Stockholm School of Economics, revised 01 Jul 2002.
  6. Ericsson, Jan & Reneby, Joel, 1996. "Stock Options as Barrier Contingent Claims," SSE/EFI Working Paper Series in Economics and Finance 137, Stockholm School of Economics, revised Sep 2002.
  7. Ericsson, Jan & Reneby, Joel, 1995. "A Framework for Valuing Corporate Securities," SSE/EFI Working Paper Series in Economics and Finance 89, Stockholm School of Economics, revised 03 Dec 1998.

Articles

  1. Ericsson, Jan & Jacobs, Kris & Oviedo, Rodolfo, 2009. "The Determinants of Credit Default Swap Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(1), pages 109-132, February.
  2. Jan Ericsson & Olivier Renault, 2006. "Liquidity and Credit Risk," Journal of Finance, American Finance Association, vol. 61(5), pages 2219-2250, October.
  3. Jan Ericsson & Joel Reneby, 2005. "Estimating Structural Bond Pricing Models," The Journal of Business, University of Chicago Press, vol. 78(2), pages 707-735, March.
  4. Jan Ericsson & Joel Reneby, 2003. "Stock options as barrier contingent claims," Applied Mathematical Finance, Taylor & Francis Journals, vol. 10(2), pages 121-147.
  5. Jan Ericsson & Joel Reneby, 1998. "A framework for valuing corporate securities," Applied Mathematical Finance, Taylor & Francis Journals, vol. 5(3-4), pages 143-163.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (3) 2001-06-14 2004-11-22 2005-03-20
  2. NEP-ACC: Accounting and Auditing (1) 2001-06-14
  3. NEP-BEC: Business Economics (1) 2005-03-20
  4. NEP-CFN: Corporate Finance (1) 2003-10-05
  5. NEP-FMK: Financial Markets (1) 2005-03-20
  6. NEP-RMG: Risk Management (1) 2003-10-05

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