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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

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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

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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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