Hull, John, 1946-
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Personality
- His Options, futures, and other deriv. securities, c1989:CIP t.p. (John Hull) galley (Toronto Univ.) data sht. (b. 3-5-46)
- LC data base, 9-2-88(hdg.: Hull, John C.; usage: John Hull, J.C. Hull)
- Introduction to futures and options markets, 1995:CIP t.p. (John Hull) call to pub. (middle initial "C")
- NLC 09-15-93(Hull, John, 1946- ;full name: John Campbell Hull; Faculty of Management, Univ. of Toronto)
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". 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. He has twin sons named Peter and David, and a wife named Michelle.
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