Peter L. Mitchelson / SIT Investment Associates Foundation Professor of Investment Strategy
University of Toronto - Rotman School of Management
105 St. George Street
Toronto, Ontario M5S 3E6
Canada
416-978-3689 (Phone)
416-971-3048 (Fax)
email address
|
|
SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
|
| . |
White, Alan's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
5,424 |
Total
Citations
353 |
|
|
|
|
|
1.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
1,366
(5,504)
|
49
|
|
| |
|
| |
|
|
|
2.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
1,315
(5,858)
|
77
|
|
| |
|
| |
|
|
|
3.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management Predescu, Mirela
BNP Paribas, London White, Alan
University of Toronto - Rotman School of Management
|
|
962
(9,846)
|
9
|
|
| |
|
| |
Credit derivatives, correlation, structural model, CDO, valuation
|
|
|
4.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
643
(18,069)
|
37
|
|
| |
|
| |
|
|
|
5.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
388
(35,375)
|
3
|
|
| |
|
| |
|
|
|
6.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management Predescu, Mirela
BNP Paribas, London White, Alan
University of Toronto - Rotman School of Management
|
|
298
(48,595)
|
21
|
|
| |
|
| |
risk-neutral default probabilities, historical default probabilities, credit default swaps
|
|
|
7.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
| Posted: |
|
04 Feb 13
|
|
Last Revised:
|
|
11 Apr 13
|
|
161
(91,822)
|
1
|
|
| |
|
| |
LIBOR, OIS, Derivatives, Discounting
|
|
|
8.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
109
(127,153)
|
|
|
| |
|
| |
Derivatives Pricing, Collateral, Credit Risk, CVA, DVA, FVA
|
|
|
9.
|
|
|
Predescu, Mirela
BNP Paribas, London Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
98
(137,067)
|
156
|
|
| |
|
| |
|
|
|
10.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
| Posted: |
|
07 Apr 13
|
|
Last Revised:
|
|
01 May 13
|
|
84
(152,784)
|
|
|
| |
|
| |
Derivatives, FVA, Fair Value
|
|
|
11.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
|
|
|
| |
|
| |
Derivatives, Credit Derivatives Markets and Instruments, Modeling and Pricing Credit Derivatives, Portfolio Management, Risk Management, Risk Management, Portfolio Risk Management, Fixed Income
|
|
|
12.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
|
|
|
| |
|
| |
CDO, implied copula, parameterization, bespokes
|
|
|
13.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
|
|
|
| |
|
| |
Fixed Income, Structured Products, Asset-Backed Securities (ABS), Collateralized Debt Obligations (CDOs)
|
|
|
14.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management Nelken, Izzy
Super Computer Consulting, Inc. White, Alan
University of Toronto - Rotman School of Management
|
|
|
|
|
| |
|
| |
Merton's model, credit risk, volatility skews, credit default swap market
|
|
|
15.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
|
|
|
| |
|
| |
Equity Investments: fundamental analysis and valuation models; Financial Statement Analysis: accounting and financial reporting issues
|
|
|
16.
|
|
|
Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
16
of 16 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo2 in 0.297 seconds
|
