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John C. Hull (economist)

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For other people named John Hull, see John Hull (disambiguation).
John C. Hull
Born (1946-03-05) March 5, 1946 (age 78)
Alma materCranfield University, England (PhD)
Lancaster University, England (MA)
Cambridge University, England (BA & MA)
Known forHull-White model
Options related publications
Awards1999, IAFE Financial Engineer of the Year[1][2]
Scientific career
FieldsFinance
Financial Engineering
Mathematical Finance
Derivatives
Risk Management
InstitutionsUniversity of Toronto, Canada
York University, Canada
Cranfield School of Management, England

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.[3][4]

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"[5] and "Fundamentals of Futures and Options Markets".[6]

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.

Selected Publications

  • 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

  1. ^ "IAFE Events Archive, Awards". Retrieved 2007-06-21.
  2. ^ Finnegan, Jim. "IAFE Holds Annual Award Dinner". Financial Engineering News. Retrieved 2007-06-21.
  3. ^ "University of Toronto, Rotman School of Management, Faculty Profile Page: John C. Hull". Retrieved 2007-06-21.
  4. ^ "Rotman Master of Finance Program Brochure" (PDF). Joseph L. Rotman School of Management, University of Toronto. Retrieved 2007-06-21.
  5. ^ http://www.rotman.utoronto.ca/~hull/ofod/
  6. ^ "404Handler". Rotman.utoronto.ca. Retrieved 2014-02-01. {{cite web}}: Cite uses generic title (help)


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