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Alan D. White

Alan D. White

Professor of Finance

Degrees:

PhD, University of Toronto
MBA, McMaster University
BEng, McGill University

Bio

Alan White is a 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

    Issue: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

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

  • 1994-

    Associate Editor, Journal of Derivatives

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