John C. Hull
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| Alma mater | Cranfield University, England (PhD) Lancaster University, England (MA) Cambridge University, England (BA &MA) |
| Known for | Hull-White model Options related publications |
| Awards | 1999, IAFE Financial Engineer of the Year[1][2] |
| Scientific career | |
| Fields | Finance Financial Engineering Mathematical Finance Derivatives Risk Management |
| Institutions | University of Toronto, Canada York University, Canada Cranfield School of Management, England |
John C. Hull 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] 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.[7]
He has twin sons named Peter and David, and a wife named Michelle.[citation needed]
{{cite web}}: Cite uses generic title (help)
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