Author

John Hull

Maple Financial Group Professor of Derivatives and Risk Management at the Rotman School of Management, University of Toronto; co-developer of the Hull-White interest rate model.

1Books in store

Derivatives textbooks, Hull-White modelKnown for

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

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.

Bio from Wikipedia, the free encyclopedia.

Notable works Options, Futures, and Other DerivativesRisk Management and Financial InstitutionsFundamentals of Futures and Options Markets

HonoursFinancial Engineer of the Year, IAFE (1999) · University Professor, University of Toronto (2016)