Dr. Alan White
Academic Affiliate, Equity Methods

Professor of Finance at the University of Toronto

Dr. White's expertise spans across numerous fields of finance, ranging from derivative securities, to options, to foreign exchange management. His most recent research includes insight into the valuation of and hedging of derivative securities by investment banks, market risk exposure of investment banks, and global risk management for investment banks. His research into employee stock option valuation, with Dr. John Hull, has been reflected by the FASB in FAS123R and is the basis of most lattice models now appearing in commercial software solutions.

Dr. White is a uniquely talented financial engineer, whose understanding of the theoretical and practical valuation complexities is second-to-none. Dr. White has immense practical experience in option valuation, having consulted numerous international firms in this field, leveraging his own ground-breaking research into lattice models and the superior valuations they typically provide. He is also an associate editor of the Journal of Financial and Quantitative Analysis and the Journal of Derivatives.