What is he best known for?
The fields of study he is best known for:
- Finance
- Statistics
- Derivative
The scientist’s investigation covers issues in Econometrics, Credit default swap, Bond, Credit risk and Financial economics.
His Econometrics research focuses on Valuation and how it relates to Interest rate.
His Credit default swap course of study focuses on Credit rating and Monetary economics, Carry, Bond credit rating, iTraxx and Credit default swap index.
His studies in Bond integrate themes in fields like Actuarial science and Credit derivative.
His research in Credit risk intersects with topics in Issuer, Financial system and Swap.
Many of his research projects under Financial economics are closely connected to Stochastic volatility jump with Stochastic volatility jump, tying the diverse disciplines of science together.
His most cited work include:
- The Pricing of Options on Assets with Stochastic Volatilities (3363 citations)
- Pricing Interest-Rate-Derivative Securities (1591 citations)
- The relationship between credit default swap spreads, bond yields, and credit rating announcements (727 citations)
What are the main themes of his work throughout his whole career to date?
Alan White mainly focuses on Econometrics, Actuarial science, Financial economics, Credit risk and Credit default swap.
His Econometrics study incorporates themes from Interest rate and Interest rate derivative.
His work deals with themes such as Arbitrage, Portfolio, Bond, Collateralized debt obligation and Fair value, which intersect with Actuarial science.
He studies Financial economics, focusing on Volatility swap in particular.
Alan White works mostly in the field of Volatility swap, limiting it down to topics relating to Forward volatility and, in certain cases, Volatility risk and Moneyness, as a part of the same area of interest.
Alan White works mostly in the field of Credit risk, limiting it down to topics relating to Bond valuation and, in certain cases, Risk neutral.
He most often published in these fields:
- Econometrics (43.94%)
- Actuarial science (33.33%)
- Financial economics (28.79%)
What were the highlights of his more recent work (between 2010-2018)?
- Econometrics (43.94%)
- Actuarial science (33.33%)
- Financial economics (28.79%)
In recent papers he was focusing on the following fields of study:
Alan White mostly deals with Econometrics, Actuarial science, Financial economics, Interest rate and Volatility.
His Econometrics research includes themes of Stock options and Interest rate derivative.
Alan White has researched Actuarial science in several fields, including Arbitrage and Libor.
His research in Financial economics is mostly concerned with Derivative.
His Bond credit rating study integrates concerns from other disciplines, such as Credit default swap and Credit derivative.
His study in the field of Variance swap, Forward volatility and Volatility swap is also linked to topics like Piecewise linear function.
Between 2010 and 2018, his most popular works were:
- CVA and Wrong-Way Risk (63 citations)
- LIBOR vs. OIS: The Derivatives Discounting Dilemma (60 citations)
- Optimal delta hedging for options (26 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Statistics
- Derivative
His primary scientific interests are in Actuarial science, Finance, Arbitrage, End user and Default risk.
Alan White interconnects Credit crunch, Overnight indexed swap, Financial economics and Discounting in the investigation of issues within Actuarial science.
Yield spread and Fair value are the primary areas of interest in his Finance study.
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