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Information about:
Alan D. White

Personal Details | Affiliation | Works

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Personal Details

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

RePEc Short-ID: pwh19

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Affiliation

(in no particular order)

Finance
Rotman School of Management
University of Toronto
Location: Toronto, Canada
Homepage: http://www.mgmt.utoronto.ca/finance/
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Phone:
Fax:
Postal: 105 St. George St., Toronto, Ontario, M5S 3E6
Handle: RePEc:edi:dftorca (registered authors at this institution)

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Works

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Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

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

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This page was last updated on 2009-11-14.

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