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White, Alan


 SSRN Author Rank: 1,638 by Downloads
 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

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. White, Alan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,233
Total
Citations
386
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Valuing Credit Default Swaps I: No Counterparty Default Risk | Show Abstract | Download This Paper |
NYU Working Paper No. FIN-00-021
Number of Pages in PDF File: 35
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
2,075
(3,597)
80

2.  
Valuing Derivatives: Funding Value Adjustments and Fair Value | Show Abstract | Download This Paper |
Financial Analysts Journal, Forthcoming, Rotman School of Management Working Paper No. 2245821
Number of Pages in PDF File: 27
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:
26 Mar 14
1,797
(4,608)
3

3.  
Valuing Credit Default Swaps Ii: Modeling Default Correlations | Show Abstract | Download This Paper |
NYU Working Paper No. FIN-00-022
Number of Pages in PDF File: 26
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
1,717
(4,988)
54

4.  
Hull, John C.
University of Toronto - Rotman School of Management
Predescu, Mirela
BNP Paribas, London
White, Alan
University of Toronto - Rotman School of Management
Posted:
21 Mar 05
1,094
(10,689)
10

5.  
LIBOR vs. OIS: The Derivatives Discounting Dilemma | Show Abstract | Download This Paper |
The Journal of Investment Management, Forthcoming, Rotman School of Management Working Paper No. 2211800
Number of Pages in PDF File: 27
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
988
(12,593)
4

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
Posted:
11 Nov 12
942
(13,510)
24

7.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
844
(15,953)
37

8.  
Modeling the Short Rate: The Real and Risk-Neutral Worlds | Show Abstract | Download This Paper |
Rotman School of Management Working Paper No. 2403067
Number of Pages in PDF File: 19
Hull, John C.
University of Toronto - Rotman School of Management
Sokol, Alexander
CompatibL
White, Alan
University of Toronto - Rotman School of Management
Posted:
02 Mar 14
Last Revised:
03 Jul 14
782
(17,852)
 

9.  
The General Hull-White Model and Super Calibration | Show Abstract | Download This Paper |
NYU Working Paper No. FIN-00-024
Number of Pages in PDF File: 20
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
545
(29,743)
3

10.  
Collateral and Credit Issues in Derivatives Pricing | Show Abstract | Download This Paper |
Rotman School of Management Working Paper No. 2212953
Number of Pages in PDF File: 36
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
08 Feb 13
Last Revised:
24 Jun 14
440
(39,294)
4

11.  
The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements | Show Abstract | Download This Paper |
Rotman School of Management Working Paper No. 2173171
Number of Pages in PDF File: 38
Predescu, Mirela
BNP Paribas, London
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
10 Nov 12
423
(41,276)
167

12.  
OIS Discounting, Interest Rate Derivatives, and the Modeling of Stochastic Interest Rate Spreads | Show Abstract | Download This Paper |
Forthcoming in Journal of Investment Management, Rotman School of Management Working Paper No. 2359610
Number of Pages in PDF File: 38
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
27 Nov 13
Last Revised:
18 Sep 14
260
(72,903)
 

13.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
23 Feb 14
Last Revised:
24 Dec 14
236
(80,574)
 

14.  
The Valuation of Market-Leveraged Stock Units | Show Abstract | Download This Paper |
Rotman School of Management Working Paper No. 2294785
Number of Pages in PDF File: 17
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
17 Jul 13
Last Revised:
08 Jan 14
90
(182,202)
 

15.  
Libor versus OIS: The Derivatives Discounting Dilemma | Show Abstract |
Journal of Investment Management (JOIM), Third Quarter 2013
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
15 Nov 14
 

16.  
CVA and Wrong-Way Risk | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 5, 2012, Rotman School of Management Working Paper No. 2151507
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
25 Sep 12
 

17.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
26 Oct 10
 

18.  
The Risk of Tranches Created from Mortgages | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 5, 2010
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
15 Oct 10
 

19.  
Merton's Model, Credit Risk and Volatility Skews | Show Abstract |
Journal of Credit Risk, Vol. 1, No. 1, pp. 3-28, Winter 2004/05
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
Posted:
28 Apr 05
 

20.  
How to Value Employee Stock Options | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 114-119, January/February 2004
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
13 Feb 04
 

21.  
The General Hull-White Model and Supercalibration | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 6, November/December 2001
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
22 Jan 02
 


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