John C. Hull is a professor of Derivatives and

Risk Management Risk management is the identification, evaluation, and prioritization of risks, followed by the minimization, monitoring, and control of the impact or probability of those risks occurring. Risks can come from various sources (i.e, Threat (sec ...

at the

Rotman School of Management The Joseph L. Rotman School of Management (commonly known as the Rotman School of Management, the Rotman School or just Rotman) is a graduate business school at the University of Toronto, located at the St. George campus in Downtown Toronto. Th ...

at the

University of Toronto The University of Toronto (UToronto or U of T) is a public university, public research university whose main campus is located on the grounds that surround Queen's Park (Toronto), Queen's Park in Toronto, Ontario, Canada. It was founded by ...

. He is a respected researcher in the academic field of

quantitative finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that requ ...

(see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: "Options, Futures, and Other Derivatives" and "Fundamentals of Futures and Options Markets". He has also written "Risk Management and Financial Institutions" and "Machine Learning in Business: An Introduction to the World of Data Science" He studied mathematics at

Cambridge University The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209, the University of Cambridge is the List of oldest universities in continuous operation, wo ...

(

B.A. A Bachelor of Arts (abbreviated B.A., BA, A.B. or AB; from the Latin ', ', or ') is the holder of a bachelor's degree awarded for an undergraduate program in the liberal arts, or, in some cases, other disciplines. A Bachelor of Arts degree ...

M.A. A Master of Arts ( or ''Artium Magister''; abbreviated MA or AM) is the holder of a master's degree awarded by universities in many countries. The degree is usually contrasted with that of Master of Science. Those admitted to the degree have ...

), and holds an M.A. in

Operational Research Operations research () (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a branch of applied mathematics that deals with the development and application of analytical methods to improve management and ...

from

Lancaster University Lancaster University (officially The University of Lancaster) is a collegiate public university, public research university in Lancaster, Lancashire, England. The university was established in 1964 by royal charter, as one of several new univer ...

and a Ph.D. in

Finance Finance refers to monetary resources and to the study and Academic discipline, discipline of money, currency, assets and Liability (financial accounting), liabilities. As a subject of study, is a field of Business administration, Business Admin ...

from

Cranfield University Cranfield University is a postgraduate-only public research university in the United Kingdom that specialises in science, engineering, design, technology and management. Cranfield was founded as the College of Aeronautics (CoA) in 1946. Throug ...

. In 1999, he was awarded the Financial Engineer of the Year Award, by the

International Association of Financial Engineers The International Association for Quantitative Finance (IAQF), formerly the International Association of Financial Engineers (IAFE), is a non-profit professional society concerned with the fields of quantitative finance and financial engineering. ...

. He has also won many teaching awards, such as the University of Toronto's prestigious Northrop Frye award. He has twin sons named Peter and David, and a wife named Michelle.

Selected publications

*A Neural Network Approach to Understanding Implied Volatility Movements" Quantitative Finance, 2020, forthcoming (with Jay Cao and Jacky Chen) *Funding Long Shots" Journal of Investment Management, 17, 4, 2019 : 1-33 (with Andrew Lo and Roger Stein) *Interest Rate Trees: Extensions and Applications, Quantitative Finance, 18, 7 (2018): 1199-1209 (with Alan White) *Optimal Delta Hedging for Options, Journal of Banking and Finance, 82 (Sept 2017): 180-190 (with Alan White) *A Generalized Procedure for Building Trees for the Short Rate and its Application to Determining Market Implied Volatility Functions, Quantitative Finance, 15,3 (2015): 443-454 (with Alan White) *Collateral and Credit Issues in Derivatives Pricing, Journal of Credit Risk, 10, 3 (2014): 3-28 *The Risk of Tranches Created from Residential Mortgages; with Alan White; Financial Analysts Journal; Issue: 66, 5; 2010; Pages: 54-67 *The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model; with Mirela Predescu, and Alan White; Journal of Credit Risk; Issue: 6, 3; 2010 *OTC Derivatives and Central Clearing: Can All Transactions Be Handled; John Hull; Financial Stability Review; Issue: July; 2010; Pages: 71-80 *An Improved Implied Copula Model and its Application to the Valuation of Bespoke CDO Tranches; with Alan White; Journal of Investment Management; Issue: 8, 3; 2010; Pages: 11-31 *the Valuation of Correlation-Dependent Credit Derivatives; John Hull, mirela Predescu, and Alan White; Journal of Credit Risk; Issue: 6 (3); 2010; Pages: 99-132 *The Credit Crunch of 2007: What Went Wrong? Why? What Lessons Can Be Learned?; John Hull; Journal of Credit Risk; Issue: 5, 2; 2009; Pages: 3-18 *Dynamic Models of Portfolio Credit Risk; with Alan White; Journal of Derivatives; Issue: 15, 4; 2008; Pages: 9-28

References

External links

Home page of John Hull at the University of Toronto
This makes available many of his papers for download. Alumni of the University of Cambridge Alumni of Lancaster University Alumni of Cranfield University Living people Financial economists Academic staff of the University of Toronto Year of birth missing (living people) {{Canada-economist-stub