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  Alan D. White

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

Degrees
 
Ph.D., Toronto
M.B.A., McMaster
B.Eng, McGill
Email  

Positions Held

Academic Positions
1987-Present   Associate Professor then full Professor, University of Toronto
1983-1987   Assistant Professor, York University


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

Academic/Professional Service

Associate Editor, Journal of Financial and Quantitative Analysis, the Journal of Derivatives
1988-1992 Finance Ph.D. Program Supervisor

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.