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Alan White (economist)


Alan D. White is a University of Toronto finance professor, and internationally recognized authority on 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 Journal of Derivatives. Previously, he was Assistant Professor at York University.

His research is in the areas of , 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 models, and credit derivative models. He is the co-author of Hull-White On Derivatives ().

He holds a PhD Finance (University of Toronto 1983), MBA (McMaster University) and BEng (McGill University).




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