About: Alan White (economist)

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Alan D. White is a University of Toronto finance professor, a specialist in financial engineering, best known for the Hull-White interest rate model and associated numerical procedures, authored with John Hull.

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rdfs:label	Alan White (economist) (en)
rdfs:comment	Alan D. White is a University of Toronto finance professor, a specialist in financial engineering, best known for the Hull-White interest rate model and associated numerical procedures, authored with John Hull. (en)
dcterms:subject	Living people Year of birth missing (living people) University of Toronto alumni University of Toronto faculty McMaster University alumni Canadian economists Financial economists McGill University Faculty of Education alumni
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Link from a Wikipage to another Wikipage	Rotman School of Management University of Toronto Living people Year of birth missing (living people) McGill University McMaster University Employee stock option Credit derivative MBA Structured finance BEng University of Toronto alumni University of Toronto faculty John C. Hull (economist) Journal of Financial and Quantitative Analysis McMaster University alumni Canadian economists Financial economists McGill University Faculty of Education alumni Assistant professor Financial engineering Hull–White model PhD York University Stochastic volatility Numerical methods dbr:Journal_of_Derivatives
Link from a Wikipage to an external page	https://web.archive.org/web/20160303202422/http:/www.mie.utoronto.ca/qfrm2012/QFRM2012Program.pdf
sameAs	Alan White (economist) Alan White (economist) Alan White (economist) Alan White (economist) Alan White (economist) Alan White (economist)
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has abstract	Alan D. White is a University of Toronto finance professor, a specialist in financial engineering, best known for the Hull-White interest rate model and associated numerical procedures, authored with John Hull. He is the Peter L. Mitchelson/SIT Investment Associates Foundation Chair in Investment Strategy and Professor of Finance at the Rotman School of Management. He is the associate editor of Journal of Financial and Quantitative Analysis and the . Previously, he was assistant professor at York University. His highest cited paper is The pricing of options on assets with stochastic volatilities at 4900 citations, according to Google Scholar. His research is in the areas of executive stock options, the rating of structured finance products and in best practice risk management approaches. With John Hull, he has made "seminal contributions"[1] to the literature on stochastic volatility models, and credit derivative models. He is the co-author of Hull-White On Derivatives (ISBN 1899332456).He holds a PhD Finance (University of Toronto 1983), MBA (McMaster University) and BEng (McGill University). (en)
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is Link from a Wikipage to another Wikipage of	List of quantitative analysts Employee stock option Credit default option Credit default swap Quantitative analysis (finance) Hull–White model Alan White
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