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John Hull

Professor of FinanceUniversity ProfessorMaple Financial Group Chair in Derivatives and Risk Management Co-Director, Master of Finance programCo-Director, Rotman Master of Financial Risk Management program at Rotman School of Management

Schools

  • Rotman School of Management

Expertise

Links

    Biography

    Maple Financial Group Chair in Derivatives and Risk Management
    Professor of Finance, Co-Director of the Rotman Master of Finance program Degrees:PhD, Cranfield University MA, Lancaster University MA, University of Cambridge BA, University of Cambridge

    Rotman School of Management

    Bio

    John Hull is the Maple Financial Professor of Derivatives and Risk Management at Rotman. His research has an applied focus and is concerned with risk management, bank regulation, and valuation of derivatives. He is best known for his books Risk Managemen_t and _Financial Institutions (now in its 4th. edition), Options, Futures, and Other Derivatives (now in its 9th edition), and Fundamentals of Futures and Options Markets (now in its 9th edition). His books have been translated into many languages and are widely used in trading rooms throughout the world, as well as in the classroom. John is also co-director of the Rotman Master of Financial Risk Management program. 

    Academic Positions

    2000-Present  Maple Financial Group Chair in Derivatives and Risk Management

    1990-Present  Professor; Finance, Rotman School of Management, University of Toronto

    1988-1990  Associate Professor; Finance, Faculty of Management, University of Toronto

    1981-1988  Associate Professor; Finance, Faculty of Administrative Studies, York University

    1976-1981  Lecturer (promoted to Senior Lecturer in 1978); Finance and Accounting, Cranfield School of Management

    1973-1976  Lecturer; Quantitative Aspects of Management, Cranfield School of Management, Cranfield, England

    1971-1972  Senior Research Officer; London Graduate School of Business, London, England

    Honors and Awards

    2016  Fellowship; Fields Institute

    2016  University Professor; University of Toronto

    2013  Harry M. Markowitz Award for Best Paper; Journal of investment Management

    2013  Canadian Risk manager of the Year Award; PRMIA

    2013  Outstanding contribution to RiskMinds; ICBI

    2010  Graham and Dodd Scroll Award; Financial Analysts Journal

    2010  Harry Markowitz Special Distinction Award; Journal of Investment Management

    2010  Lifetime Achievement Award; Risk magazine

    2010  Higher Standard Award; PRMIA

    2009  Elected to Fixed Income Hall of Fame; FIASI

    2008  History Makers Award; PRMIA

    2006  In an industry survey by ICBI voted the academic who has made the most contribution to the derivatives industry over the previous five years

    2002  Included by the magazine Risk in its Hall of Fame as one of the 50 people who have made a profound contribution to the field of risk management

    2002  Winner of the University of Toronto''s Northrop Frye Award for successfully linking teaching and research

    2001  Appointed Chairman of Moodys Academic Advisory Committee

    1999  IAFE Financial Engineer of the Year

    1999  Roger and Nancy Martin Award for Excellence in Teaching; Rotman

    1999  Best Second Year Teacher Award; Rotman

    1996  Outstanding Teacher Award; Rotman

    1989  (With Alan White) Nikko-LOR Research Competition

    1989  The GBC Award presented in recognition of outstanding service by a faculty member to the students of the Faculty of Management; Rotman

    Videos

    Read about executive education

    Books

    Fundamentals of Futures and Options Markets; John Hull; Prentice Hall; Issue: 9th Edition; 2016

    Multicurve Modeling with Trees; John Hull and Alan White; in Challenges in Derivatives, edited by Kathrin Glau, Matthias Scherer, and Rudi Zagst, Springer; 2016

    Risk Management and Financial Institutions; John Hull; Wiley; Issue: 4th Edition; 2015

    Options, Futures and Other Derivatives; John Hull; Prentice Hall; Issue: 10th Edition; 2014

    My Research Philosophy; John Hull; in Eminent Economists-Their Life and Work Philosophies, edited by Michael Szenburg and Lall Ramrattan, Cambridge University Press; 2014

    Ratings, Mortgage Securitizations, and the Apparent Creation of Value; John Hull and Alan White; Chapter 7 in Rethinking the Financial System, edited by Alan Blinder, Bob Solow, and Andrew Lo, Russell Sage/Century Foundation; 2012

    Hull-White on Derivatives; Risk Publications; 1996

    Credit Derivatives; John Hull and Alan White; Chapter 22 in Handbook of Economics and Finance, edited by George Constantinides, Milton Harris, and Rene Stulz, Elsevier

    Should a Derivatives Dealer Make a Funding Value Adjustment; John Hull and Alan White; Chapter 10 in Counterparty Credit Risk edited by Eduardo Canabarro and Michael Pykhtin, Risk Books

    Papers

    • Fundamentals of Futures and Options Markets; John Hull; Prentice Hall; Issue: 9th Edition; 2016
    • Multicurve Modeling with Trees; John Hull and Alan White; in Challenges in Derivatives, edited by Kathrin Glau, Matthias Scherer, and Rudi Zagst, Springer; 2016
    • Risk Management and Financial Institutions; John Hull; Wiley; Issue: 4th Edition; 2015
    • Options, Futures and Other Derivatives; John Hull; Prentice Hall; Issue: 10th Edition; 2014
    • My Research Philosophy; John Hull; in Eminent Economists-Their Life and Work Philosophies, edited by Michael Szenburg and Lall Ramrattan, Cambridge University Press; 2014
    • Ratings, Mortgage Securitizations, and the Apparent Creation of Value; John Hull and Alan White; Chapter 7 in Rethinking the Financial System, edited by Alan Blinder, Bob Solow, and Andrew Lo, Russell Sage/Century Foundation; 2012
    • Hull-White on Derivatives; Risk Publications; 1996
    • Credit Derivatives; John Hull and Alan White; Chapter 22 in Handbook of Economics and Finance, edited by George Constantinides, Milton Harris, and Rene Stulz, Elsevier
    • Should a Derivatives Dealer Make a Funding Value Adjustment; John Hull and Alan White; Chapter 10 in Counterparty Credit Risk edited by Eduardo Canabarro and Michael Pykhtin, Risk Books

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