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Alan White

Not to be confused with: Alan D. White

Personal Details

First Name:Alan
Middle Name:
Last Name:White
Suffix:
RePEc Short-ID:pwh61
https://finpricing.com/lib/IrCurve.html

Affiliation

FinPricing (FinPricing)

http://www.finpricing.com
USA, New York

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Alan White & Virginia Gibson, 2009. "Office markets and space usage - Charting the future for workplaces," ERES eres2009_ind_100, European Real Estate Society (ERES).
  2. Maloney, Thomas R. & Gruttadaurio, Joann & Nelson, Walter & Park, Kristen & Petzen, Joan & White, Alan, 1990. "Employee Recruitment and Selection: Teaching Manual," EB Series 186150, Cornell University, Department of Applied Economics and Management.
  3. Kauffman, Jonas B. III & Brake, John R. & Crispell, Carl & Hutt, Guy & Knoblauch, Wayne A. & Milligan, Robert & Petzen, Joan & Smith, Stuart & White, Alan, 1989. "Managing with Finance," EB Series 186111, Cornell University, Department of Applied Economics and Management.
  4. Derek C. Angus & Mark A. Kelley & Robert Schmitz & Alan White & John Popovich, "undated". "Current and Projected Workforce Requirements for Care of the Critically Ill and Patients with Pulmonary Disease," Mathematica Policy Research Reports 33f21cd28e424d729fc73da7e, Mathematica Policy Research.

Articles

  1. Hull, John & White, Alan, 2017. "Optimal delta hedging for options," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 180-190.
  2. Teo, Chin Hai & Ng, Chirk Jenn & Booth, Andrew & White, Alan, 2016. "Barriers and facilitators to health screening in men: A systematic review," Social Science & Medicine, Elsevier, vol. 165(C), pages 168-176.
  3. John Hull & Alan White, 2015. "A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 443-454, March.
  4. White, A. & Richardson, L.C. & Li, C. & Ekwueme, D.U. & Kaur, J.S., 2014. "Erratum: Breast cancer mortality among American Indian and Alaska Native women, 1990-2009 (Am J Public Health (2014) 104 (S432-S438) DOI: 10.2105/AJPH.2013.301720)," American Journal of Public Health, American Public Health Association, vol. 104(8), pages 1-6.
  5. White, A. & Richardson, L.C. & Li, C. & Ekwueme, D.U. & Kaur, J.S., 2014. "Breast cancer mortality among American Indian and Alaska native women, 1990û2009," American Journal of Public Health, American Public Health Association, vol. 104(S3), pages 432-438.
  6. Heard, Joanna & Malcolm, Bill & Jackson, T. & Tocker, J. & Graham, P. & White, A., 2013. "Whole farm analysis versus activity gross margin analysis: a sheep farm example," AFBM Journal, Australasian Farm Business Management Network, vol. 10, pages 1-14.
  7. Lee, L.M. & Heilig, C.M. & White, A., 2012. "Ethical justification for conducting public health surveillance without patient consent," American Journal of Public Health, American Public Health Association, vol. 102(1), pages 38-44.
  8. Alan White, 2011. "Guest Editor's introduction," Housing Policy Debate, Taylor & Francis Journals, vol. 21(4), pages 475-479, September.
  9. Graham, Phil & White, A., 2010. "Sheep enterprises—what are the differences?," AFBM Journal, Australasian Farm Business Management Network, vol. 7(1), pages 1-9, October.
  10. Alan White & Howard Birnbaum & Dov Rothman & Nathaniel Katz, 2009. "Development of a budget-impact model to quantify potential cost savings from prescription opioids designed to deter abuse or ease of extraction," Applied Health Economics and Health Policy, Springer, vol. 7(1), pages 61-70, March.
  11. 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.
  12. A. White & E.M. Daniel & M. Wilkinson, 2004. "The impact of e-marketplaces on buyer–supplier relationships: a cross industry perspective of the "move to the middle" hypothesis," International Journal of Information Technology and Management, Inderscience Enterprises Ltd, vol. 3(2/3/4), pages 127-140.
  13. 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.
  14. 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(2), pages 235-254, June.
  15. 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(1), pages 87-100, March.
  16. Hull, John & White, Alan, 1990. "Pricing Interest-Rate-Derivative Securities," The Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 573-592.
  17. 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(3), pages 237-251, September.
  18. 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. Hull, John & White, Alan, 2013. "Credit Derivatives," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1363-1396, Elsevier.

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