Education
University of British Columbia. Imperial College London.
University of British Columbia. Imperial College London.
His research has focused on crand market risk models, counterparty risk modeling, pricing Credit default swap tranches, and forward default premiums. He has authored over fifty academic papers and has published two books on derivatives. He is a professor of the C.T. Bauer College of Business at the University of Houston.
He is an Associate Editor of the Journal of Mathematical Finance, International Journal of Theoretical and Applied Finance, and the Journal of Derivatives.
Previously, he was a Professor at Queen"s University and at the University of Toronto. He was Senior Vice President, Fixed Income Research, Lehman Brothers, New York, and Vice President, Risk Management Division, Canadian Imperial Bank of Commerce.
He holds a Doctor of Philosophy in Financial Economics (University of British Columbia, 1974), an Master of Science in Statistics and Operational Research and a Bachelor of Science Physics (both Imperial College).