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Alan D. White

Personal Details

First Name:Alan
Middle Name:D.
Last Name:White
Suffix:
RePEc Short-ID:pwh19
[This author has chosen not to make the email address public]

Affiliation

Finance
Rotman School of Management
University of Toronto

Toronto, Canada
http://www.rotman.utoronto.ca/FacultyAndResearch/AcademicAreas/Finance.aspx

: 416.978.3499

105 St. George St., Toronto, Ontario, M5S 3E6
RePEc:edi:dftorca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

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, 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, 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, vol. 28(02), pages 235-254, June.
  4. 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.
  5. Hull, John & White, Alan, 1990. "Pricing Interest-Rate-Derivative Securities," Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 573-592.
  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, 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, 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, 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.

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