| John C. Hull | |
| Residence | |
|---|---|
| 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. Country to "Dominion of Canada" or "Canadian Federation" or anything else please read the Talk Page The field of finance refers to the concepts of Time, Money and Risk and how they are interrelated Computational finance or financial engineering is a cross-disciplinary field which relies on Mathematical finance, numerical methods and Computer simulations Mathematical finance is the branch of Applied mathematics concerned with the Financial markets. Derivatives are Financial instruments whose values depend on the value of other underlying financial instruments For non-business risks see Risk or the disambiguation page Risk analysis. This article is about the University of Toronto's St George Campus Country to "Dominion of Canada" or "Canadian Federation" or anything else please read the Talk Page York University (Université York is a public Research university located in Toronto, Ontario. Country to "Dominion of Canada" or "Canadian Federation" or anything else please read the Talk Page Cranfield School of Management, part of Cranfield University has provided management training since the late 1940s England is a Country which is part of the United Kingdom. Its inhabitants account for more than 83% of the total UK population whilst its mainland Alma mater is Latin for "nourishing mother" It was used in Ancient Rome as a title for the mother Goddess, and in Medieval Cranfield University is a British postgraduate University based on two Campuses with a research-oriented focus England is a Country which is part of the United Kingdom. Its inhabitants account for more than 83% of the total UK population whilst its mainland Lancaster University (officially " The University of Lancaster " is a British University in Lancaster, Lancashire, England is a Country which is part of the United Kingdom. Its inhabitants account for more than 83% of the total UK population whilst its mainland The University of Cambridge (often Cambridge University) located in Cambridge, England, is the second-oldest university in the England is a Country which is part of the United Kingdom. Its inhabitants account for more than 83% of the total UK population whilst its mainland In Financial mathematics, the Hull-White model is a model of future Interest rates In its most generic formulation it belongs to the class of no-arbitrage Options are financial instruments that convey the right but not the obligation to engage in a future transaction on some Underlying security, or in a Futures The International Association of Financial Engineers (IAFE is a non-profit professional society dedicated to fostering the field of Financial engineering. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto. For non-business risks see Risk or the disambiguation page Risk analysis. The Rotman School of Management is the University of Toronto 's business school This article is about the University of Toronto's St George Campus
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". In Financial mathematics, the Hull-White model is a model of future Interest rates In its most generic formulation it belongs to the class of no-arbitrage
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. The University of Cambridge (often Cambridge University) located in Cambridge, England, is the second-oldest university in the A. in Operational Research from Lancaster University and a Ph. Operations Research (OR in North America South Africa and Australia and Operational Research in Europe is an interdisciplinary branch of applied Mathematics and Lancaster University (officially " The University of Lancaster " is a British University in Lancaster, Lancashire, D. in Finance from Cranfield University. The field of finance refers to the concepts of Time, Money and Risk and how they are interrelated Cranfield University is a British postgraduate University based on two Campuses with a research-oriented focus
University of Toronto, Rotman School of Management, Faculty Profile Page: John C. Hull. Retrieved on 2007-06-21. Year 2007 ( MMVII) was a Common year starting on Monday of the Gregorian calendar in the 21st century. Events 524 - Godomar, King of the Burgundians defeats the Franks at the Battle of Vézeronce.
Rotman Master of Finance Program Brochure (PDF). Joseph L. Rotman School of Management, University of Toronto. Retrieved on 2007-06-21. Year 2007 ( MMVII) was a Common year starting on Monday of the Gregorian calendar in the 21st century. Events 524 - Godomar, King of the Burgundians defeats the Franks at the Battle of Vézeronce.