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Alan D. White
Peter L. Mitchelson/SIT Investment Associates Foundation Chair in Investment Strategy and Professor of Finance
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Ph.D., Toronto M.B.A., McMaster B.Eng, McGill
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Positions Held
Academic Positions
| 1987-Present |
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Associate Professor then full Professor, University of Toronto
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| 1983-1987 |
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Assistant Professor, York University
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Selected Articles and 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, Vol.3, 1996, pp. 26-36
- "The Impact of Default Risk on the Prices of Options and other Derivative Securities," Journal of Banking and Finance, June, 1995, pp.299-322
- "A Note on the Models of Hull and White for Pricing Options on the Term Structure: Response," with John Hull, Journal of Fixed Income, Vol.5, 1995, pp. 97-102
Books/Chapters
- Hull-White on Derivatives with John Hull, London: Risk Publications, 1996
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Academic/Professional Service
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Associate Editor, Journal of Financial and Quantitative Analysis, the Journal of Derivatives
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| 1988-1992 |
Finance Ph.D. Program Supervisor
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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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