Feedback to SSRN

 
  • Selected
  • Entire List
 

White, Alan


 SSRN Author Rank: 1,920 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

  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.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. White, Alan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,264
Total
Citations
383
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 |
NYU Working Paper No. FIN-00-021
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
1,910
(3,804)
80

2.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
1,625
(5,033)
53

3.  
Valuing Derivatives: Funding Value Adjustments and Fair Value | Show Abstract | Download |
Financial Analysts Journal, Forthcoming, Rotman School of Management Working Paper No. 2245821
Accepted Paper Series
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
1,331
(7,076)
2

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
1,061
(10,297)
10

5.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
783
(16,389)
37

6.  
LIBOR vs. OIS: The Derivatives Discounting Dilemma | Show Abstract | Download |
The Journal of Investment Management, Forthcoming, Rotman School of Management Working Paper No. 2211800
Accepted Paper Series
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
762
(17,038)
3

7.  
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
755
(17,247)
24

8.  
The General Hull-White Model and Super Calibration | Show Abstract | Download |
NYU Working Paper No. FIN-00-024
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
520
(29,073)
3

9.  
Modeling the Short Rate: The Real and Risk-Neutral Worlds | Show Abstract | Download |
Rotman School of Management Working Paper No. 2403067
Working Paper Series
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
420
(38,559)
 

10.  
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
351
(47,606)
168

11.  
Collateral and Credit Issues in Derivatives Pricing | Show Abstract | Download |
Rotman School of Management Working Paper No. 2212953
Working Paper Series
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
316
(54,305)
3

12.  
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:
20 Sep 14
176
(100,470)
 

13.  
OIS Discounting, Interest Rate Derivatives, and the Modeling of Stochastic Interest Rate Spreads | Show Abstract | Download |
Forthcoming in Journal of Investment Management, Rotman School of Management Working Paper No. 2359610
Accepted Paper Series
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
172
(102,561)
 

14.  
The Valuation of Market-Leveraged Stock Units | Show Abstract | Download |
Rotman School of Management Working Paper No. 2294785
Working Paper Series
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
82
(180,090)
 

15.  
CVA and Wrong-Way Risk | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 5, 2012, Rotman School of Management Working Paper No. 2151507
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
25 Sep 12
 

16.  
An Improved Implied Copula Model and its Application to the Valuation of Bespoke CDO Tranches | Show Abstract |
Journal of Investment Management, Third Quarter, 2010
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
26 Oct 10
 

17.  
The Risk of Tranches Created from Mortgages | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 5, 2010
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
15 Oct 10
 

18.  
Merton's Model, Credit Risk and Volatility Skews | Show Abstract |
Journal of Credit Risk, Vol. 1, No. 1, pp. 3-28, Winter 2004/05
Accepted Paper Series
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
 

19.  
How to Value Employee Stock Options | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 114-119, January/February 2004
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
13 Feb 04
 

20.  
The General Hull-White Model and Supercalibration | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 6, November/December 2001
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
22 Jan 02
 


Records 1 - 20 of 20 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 0.297 seconds