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Alan D. White

Allen White

    Alan D. White

    Peter L. Mitchelson/SIT Investment Associates Foundation Chair in Investment Strategy
    Professor of Finance

    Degrees: PhD, University of Toronto
    MBA, McMaster University
    BEng, McGill University
    Email: Send an email to Alan D. White


    Alan White is the Peter L. Mitchelson/SIT Investment Associates Foundation Chair in Investment Strategy and Professor 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

    1987-Present  Associate Professor then full Professor; University of Toronto
    1983-1987  Assistant Professor; York University

    Selected Publications - Papers

    • Corporate Governance and Dual Class Equity; with Chris Robinson and John Rumsey; Canadian Journal of Administrative Sciences; forthcoming
    • Using Hull-White Interest Rate Trees; with John Hull; Journal of Derivatives; Issue: Vol.3; 1996; Pages: pp. 26-36
    • 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
    • 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

    • Hull-White on Derivatives with John Hull; London: Risk Publications; 1996

    Academic / Professional Service

    1994-  Associate Editor; Journal of Derivatives

    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.  

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