Alan D. White
Bio
Alan White is a Professor Emeritus of Finance. He is an internationally recognized authority on financial engineering. He is well known for his work with Rotman Professor John Hull concerning the development of the Hull-White Interest Rate Model and associated numerical procedures. He teaches courses in Corporate Finance, Financial Management, Business Finance, Derivative Securities, Options, Futures, Money Markets and Foreign Exchange Management. He is the Associate Editor of Journal of Financial and Quantitative Analysis and the Journal of Derivatives.
Academic Positions
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1987-Present
Associate Professor then full Professor, University of Toronto
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1983-1987
Assistant Professor, York University
Selected Publications - Papers
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Corporate Governance and Dual Class Equity
with Chris Robinson and John Rumsey
Canadian Journal of Administrative Sciences
Issue:forthcoming
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Using Hull-White Interest Rate Trees
with John Hull
Journal of Derivatives
Issue:Vol.3
1996
Pages: pp. 26-36
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A Note on the Models of Hull and White for Pricing Options on the Term Structure: Response
with John Hull
Journal of Fixed Income
Issue:Vol.5
1995
Pages: pp. 97-102
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The Impact of Default Risk on the Prices of Options and other Derivative Securities
Journal of Banking and Finance
Issue:June
1995
Pages: pp.299-322
Selected Publications - Books and Chapters
Research and Teaching Interests
Teaches courses in corporate finance, financial management, business finance, derivative securities, options, futures, money markets and foreign exchange management. Research includes valuation of and hedging of derivative securities by investment banks; market risk exposure of investment banks; credit risk exposure of investment banks; and global risk management for investment banks.
Academic / Professional Service
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1994-
Associate Editor, Journal of Derivatives