IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Jan Ericsson

This is information that was supplied by Jan Ericsson in registering through RePEc. If you are Jan Ericsson , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jan
Middle Name:
Last Name:Ericsson
Suffix:
RePEc Short-ID:per28
Email:[This author has chosen not to make the email address public]
Homepage:http://people.mcgill.ca/jan.ericsson/
Postal Address:
Phone:
(in no particular order)
Location: Montréal, Canada
Homepage: http://www.mcgill.ca/desautels/
Email:
Phone: (514) 398-4000
Fax: (514) 398-3876
Postal: 1001 Sherbrooke Street West, Montréal, Québec, Canada H3A 1G5
Handle: RePEc:edi:fmmcgca (more details at EDIRC)
Location: Montréal, Canada
Homepage: http://www.mcgill.ca/desautels/research/centres/dgfc/
Email:
Phone: (514) 398-4056
Fax: (514) 398-3876
Postal: 1001 Sherbrooke St. West, Montréal, Québec CANADA H3A 1G5
Handle: RePEc:edi:frcmcca (more details at EDIRC)
in new window

  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 19 Dec 2002.
  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 Feb 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 01 Feb 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 Oct 1998.
  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(01), 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, 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.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2001-06-14. Author is listed
  2. NEP-BEC: Business Economics (1) 2005-03-20. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2003-10-05. Author is listed
  4. NEP-FIN: Finance (3) 2001-06-14 2004-11-22 2005-03-20. Author is listed
  5. NEP-FMK: Financial Markets (1) 2005-03-20. Author is listed
  6. NEP-RMG: Risk Management (1) 2003-10-05. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jan Ericsson should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.