John C. Hull (economist)
{{Short description|Canadian economist}}
{{Other people|John Hull}}
{{Infobox scientist
| name = John C. Hull
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| image_size = 200px
| caption = John C. Hull
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| field = Finance
Financial Engineering
Mathematical Finance
Derivatives
Risk Management
| work_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)
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| known_for = Hull-White model
Options related publications
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| prizes = 1999, IAFE Financial Engineer of the Year
{{cite web|url=http://www.iafe.org/award.html |title=IAFE Events Archive, Awards |access-date=2007-06-21 |url-status=dead |archive-url=https://web.archive.org/web/20070527234854/http://www.iafe.org/award.html |archive-date=2007-05-27 }}
{{cite news | first = Jim | last = Finnegan | title = IAFE Holds Annual Award Dinner | url = http://www.fenews.com/fen37/one_time_articles/iafe_duffie/iafe_duffie.html | publisher = Financial Engineering News | access-date = 2007-06-21}}
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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.{{cite web
|url=http://www.rotman.utoronto.ca/facbios/viewFac.asp?facultyID=hull
|title=University of Toronto, Rotman School of Management, Faculty Profile Page: John C. Hull
|access-date=2007-06-21
|archive-url=https://web.archive.org/web/20160303230430/http://www.rotman.utoronto.ca/facbios/viewFac.asp?facultyID=hull
|archive-date=2016-03-03
|url-status=dead
|url=http://www.rotman.utoronto.ca/mfin/MFin%20Brochure.pdf
|title= Rotman Master of Finance Program Brochure
|access-date= 2007-06-21
|publisher= Joseph L. Rotman School of Management, 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"{{Cite web|url=http://www.rotman.utoronto.ca/~hull/ofod/|title = The page cannot be found - Rotman School of Management}} and "Fundamentals of Futures and Options Markets".{{cite web|url=http://www.rotman.utoronto.ca/~hull/ifom/index.html |title=404Handler |publisher=Rotman.utoronto.ca |date= |access-date=2014-02-01}} 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 (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 also won many teaching awards, such as the University of Toronto's prestigious Northrop Frye award.{{cite web|url=https://tofbooks.com/book-author/john-c-hull/ |title=John C. Hull - ToF Books}}
He has twin sons named Peter and David, and a wife named Michelle.{{citation needed|date=January 2022}}
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; [https://web.archive.org/web/20121105105104/http://www.risk.net/journal-of-credit-risk/journal/2160651/journal-credit-risk-volume-number-fall-2010 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; [https://web.archive.org/web/20121105105104/http://www.risk.net/journal-of-credit-risk/journal/2160651/journal-credit-risk-volume-number-fall-2010 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; [http://www.risk.net/journal-of-credit-risk/technical-paper/2160738/the-credit-crunch-2007-wrong-why-what-lessons-learned 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
- [http://www-2.rotman.utoronto.ca/~hull/ Home page of John Hull at the University of Toronto]. This makes available many of his papers for download.
{{Authority control}}
{{DEFAULTSORT:Hull, John}}
Category:Alumni of the University of Cambridge
Category:Alumni of Lancaster University
Category:Alumni of Cranfield University
Category:Academic staff of the University of Toronto
Category:Year of birth missing (living people)
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