John Hull

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John C. Hull
Residence Canada
Fields Finance
Financial Engineering
Mathematical Finance
Derivatives
Risk Management
Institutions Toronto University, 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[1][2]

John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.

Unusually, he is both a very well respected researcher in the academic field of quantitative finance (see for example the Hull-White model), and also the author of (among other works) two books on financial derivatives that have become market practitioners' standard texts: "Options, Futures, and Other Derivatives" and "Fundamentals of Futures and Options Markets".

He currently holds associate editorship 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 in Cambridge University, and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University.

[edit] References

University of Toronto, Rotman School of Management, Faculty Profile Page: John C. Hull. Retrieved on 2007-06-21.

Rotman Master of Finance Program Brochure (PDF). Joseph L. Rotman School of Management, University of Toronto. Retrieved on 2007-06-21.

  1. ^ IAFE Events Archive, Awards. Retrieved on 2007-06-21.
  2. ^ Finnegan, Jim. "IAFE Holds Annual Award Dinner", Financial Engineering News. Retrieved on 2007-06-21. 

[edit] External links

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