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John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the
University of Toronto The University of Toronto (UToronto or U of T) is a public research university in Toronto, Ontario, Canada, located on the grounds that surround Queen's Park. It was founded by royal charter in 1827 as King's College, the first institution ...
. 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 of financial markets. In general, there exist two separate branches of finance that require ...
(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 , mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Schola ...
( B.A. & M.A.), and holds an M.A. in
Operational Research Operations research ( en-GB, operational research) (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a discipline that deals with the development and application of analytical methods to improve decis ...
from
Lancaster University , mottoeng = Truth lies open to all , established = , endowment = £13.9 million , budget = £317.9 million , type = Public , city = Bailrigg, City of Lancaster , country = England , coor = , campus = Bailrigg , faculty = 1 ...
and a Ph.D. in
Finance Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of ...
from
Cranfield University , mottoeng = After clouds light , established = 1946 - College of Aeronautics 1969 - Cranfield Institute of Technology (gained university status by royal charter) 1993 - Cranfield University (adopted current name) , type = Public research uni ...
. 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 dedicated to fostering the fields of quantitative finance and financial engin ...
. 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.

Biography and Quotes made by John C. Hull Alumni of the University of Cambridge Alumni of Lancaster University Alumni of Cranfield University Living people Financial economists University of Toronto faculty Year of birth missing (living people) {{Canada-economist-stub