Residence Canada Name John Hull | Role Author | |
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Fields Finance
Financial Engineering
Mathematical Finance
Derivatives
Risk Management Institutions University of Toronto, Canada
York University, Canada
Cranfield School of Management, England Alma mater Cranfield University, England (PhD)
Lancaster University, England (MA)
Cambridge University, England (BA & MA) Known for Hull-White model
Options related publications Notable awards 1999, IAFE Financial Engineer of the Year Education Cranfield University, Lancaster University, University of Cambridge Books Options - Futures - and Other, Fundamentals of Futures and Optio, Risk management and finan, Options - futures - and other, Introduction to futures and optio | ||
John hull on risk management
John C. Hull (born March 5, 1946) is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
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He is a respected researcher in the academic field of quantitative finance (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".
Hull is an editor of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004).
He studied Mathematics at Cambridge University (B.A. & M.A.), and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University. In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers. He has twin sons named Peter and David, and a wife named Michelle.