Alan White
Professor of FinancePeter L. Mitchelson/SIT Investment Associates Foundation Chair in Investment Strategy at Rotman School of Management

Schools
- Rotman School of Management
Links
Biography
Rotman School of Management
Bio
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
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.
Selected Publications - Papers
Corporate Governance and Dual Class Equity with Chris Robinson and John Rumsey Canadian Journal of Administrative Sciences
Using Hull-White Interest Rate Trees with John Hull Journal of Derivatives 1996
A Note on the Models of Hull and White for Pricing Options on the Term Structure: Response with John Hull Journal of Fixed Income 1995
The Impact of Default Risk on the Prices of Options and other Derivative Securities Journal of Banking and Finance 1995
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 investm
Videos
Strengths of the Rotman Master of Finance: Alan White
Read about executive education
Books
Hull-White on Derivatives with John Hull; London: Risk Publications; 1996
Papers
- Hull-White on Derivatives with John Hull; London: Risk Publications; 1996
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