Alan D. White is a Canadian financial engineering academic. He is a emeritus professor of finance at the University of Toronto and is best known for the Hull-White interest rate model and associated numerical procedures, authored with John Hull.
Selected publications
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; 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 Books • Hull-White on Derivatives with John Hull; London: Risk Publications; 1996 ==References==