Alan White (economist)

Alan D. White is a Canadian financial engineering academic.

He is a emeritus professor of finance at the University of Toronto and is best known for the Hull-White interest rate model and associated numerical procedures, authored with John Hull.

Previously, he was assistant professor at York University.

[1] His highest cited paper is The pricing of options on assets with stochastic volatilities at 4900 citations, according to Google Scholar.

[2] His research is in the areas of executive stock options, the rating of structured finance products and in best practice risk management approaches.