He holds a Ph.D. in
financial economics from the
University of British Columbia, and from the
Imperial College of Science and Technology, an M.Sc. and DIC in statistics and operational research, and a B.Sc. and ARCS in physics. His current research is focused on (a) pricing credit risky securities, (b) the impact of news on the price dynamics of
oil futures and (c) pricing contracts in
commodity markets. He is an associate editor
Journal of Credit Risk and the
International Journal of Theoretical and Applied Finance. He is a member of the advisory board of the
International Review of Applied Financial Issues and Economics, and the
International Review of Banking and Financial Studies. He is an individual member of the Centre for Financial Industries, the
Fields Institute. He was previously editor of the
Journal of Credit Risk and an associate editor of the
Journal of Derivatives,
Journal of Finance and
Mathematical Finance. He was a senior vice president, fixed income research,
Lehman Brothers, New York. Prior to joining Lehman Brothers, he was vice president, Risk Management Division,
Canadian Imperial Bank of Commerce, Toronto, Ontario. He was the Bank of Montreal chair of banking and finance and professor of economics at
Queen’s University and professor of economics,
University of Toronto. ==Works==