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Alan D. White

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Personal Details

First Name: Alan
Middle Name: D.
Last Name: White
Suffix:

RePEc Short-ID: pwh19

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

Finance
Rotman School of Management
University of Toronto
Location: Toronto, Canada
Homepage: http://www.rotman.utoronto.ca/FacultyAndResearch/AcademicAreas/Finance.aspx
Email:
Phone: 416.978.3499
Fax:
Postal: 105 St. George St., Toronto, Ontario, M5S 3E6
Handle: RePEc:edi:dftorca (more details at EDIRC)

Works

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Working papers

  1. Alan G. White & Jaison R. Abel & Ernst R. Berndt & Cory W. Monroe, 2004. "Hedonic Price Indexes for Personal Computer Operating Systems and Productivity Suites," NBER Working Papers 10427, National Bureau of Economic Research, Inc.
  2. Jaison R. Abel & Ernst R. Berndt & Alan G. White, 2003. "Price Indexes for Microsoft's Personal Computer Software Products," NBER Working Papers 9966, National Bureau of Economic Research, Inc.

Articles

  1. Hull, John & Predescu, Mirela & White, Alan, 2004. "The relationship between credit default swap spreads, bond yields, and credit rating announcements," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(11), pages 2789-2811, November.
  2. Hull, John & White, Alan, 1995. "The impact of default risk on the prices of options and other derivative securities," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(2), pages 299-322, May.
  3. Hull, John & White, Alan, 1993. "One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 28(02), pages 235-254, June.
  4. Hull, John & White, Alan, 1990. "Pricing Interest-Rate-Derivative Securities," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 3(4), pages 573-92.
  5. Hull, John & White, Alan, 1990. "Valuing Derivative Securities Using the Explicit Finite Difference Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 25(01), pages 87-100, March.
  6. Hull, John & White, Alan, 1988. "The Use of the Control Variate Technique in Option Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 23(03), pages 237-251, September.
  7. Hull, John C & White, Alan D, 1987. " The Pricing of Options on Assets with Stochastic Volatilities," Journal of Finance, American Finance Association, American Finance Association, vol. 42(2), pages 281-300, June.
  8. Hull, John & White, Alan, 1987. "Hedging the risks from writing foreign currency options," Journal of International Money and Finance, Elsevier, Elsevier, vol. 6(2), pages 131-152, June.

Chapters

  1. Alan G. White & Jaison R. Abel & Ernst R. Berndt & Cory W. Monroe, 2010. "Hedonic Price Indexes for Personal Computer Operating Systems and Produtivity Suites," NBER Chapters, in: Contributions in Memory of Zvi Griliches, pages 787-807 National Bureau of Economic Research, Inc.
  2. Alan G. White, 2009. "Comment on "Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory"," NBER Chapters, in: Price Index Concepts and Measurement, pages 425-427 National Bureau of Economic Research, Inc.
  3. Jaison R. Abel & Ernst R. Berndt & Alan G. White, 2007. "Price Indexes for Microsoft," NBER Chapters, in: Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches, pages 269-289 National Bureau of Economic Research, Inc.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-INO: Innovation (1) 2003-09-14. Author is listed
  2. NEP-MIC: Microeconomics (1) 2004-06-07. Author is listed
  3. NEP-NET: Network Economics (1) 2003-09-14. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. Number of Registered Citing Authors
  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Wu-Index

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