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JOHN C. HULL
Education
B.A. and M.A., Mathematics, Cambridge University, England 1965-68.
M.A., Operational Research, Lancaster University, England, 1969.
Ph.D., Finance, Faculty of Management, Cranfield University, England, 1973-76.
Dissertation title: "A Study of the Subjective Probability Assessments necessary
for the Analysis of the Risk in Major Capital Investment Opportunities."
Employment History
1988 to Present: Associate Professor (promoted to Professor in 1990), Finance, Joseph
L. Rotman School of Management, University of Toronto, Toronto, Ontario,
Canada.
1981-1988: Associate Professor, Finance, Faculty of Administrative Studies, York
University, Downsview, Ontario, Canada.
1976-1981: Lecturer (Promoted to Senior Lecturer in 1978), Finance and Accounting,
Cranfield School of Management, Cranfield University, England.
1973-1976: Lecturer, Quantitative Aspects of Management, Cranfield School of
Management, Cranfield University, England.
1971-1972: Senior Research Officer, London Graduate School of Business Studies,
London, England.
1969-1971: Corporate Planning Officer, British Shoe Corporation, Leicester, England.
Visiting Appointments
Fall 2000: Visiting Professor, Finance, Stern School of Business, New York University
1978-1979: Visiting Assistant Professor, Finance and Accounting, Faculty of Commerce
and Business Administration, The University of British Columbia, Canada.
1980-1981: Visiting Assistant Professor, Finance and Accounting, Faculty of Commerce
and Business Administration, The University of British Columbia, Canada.
Fall 1977: Visitor on Individual Studies Program at Harvard Business School.
Honours and Awards
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 Northrop Frye Award for linking teaching and research.
2001: Appointed Chairman of the Moody's Academic Advisory Committee
2000: Appointed Maple Financial Group Professor of Derivatives and Risk Management
at the Joseph L. Rotman School of Management
1999: Financial Engineer of the Year, awarded by the International Association of
Financial Engineers.
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1999: Won Roger Martin and Nancy Lang award for excellence in teaching
1999: Won award for best second year MBA teacher, University of Toronto
1996: Won outstanding teacher award at University of Toronto.
1989: Won with Alan White the Nikko-LOR Research Competition with a proposal
entitled "One factor interest-rate models and the valuation of interest-rate
derivative securities."
1989: Won the Graduate Student Business Council Award presented in recognition of
outstanding service by a faculty member to the students of the Faculty of
Management.
1987: Won with Alan White second prize in the Practical/Professional section of the
Montreal Exchange's IOM Award Competition for a paper entitled "Hedging
through the cap : implications for market efficiency, hedging and option pricing."
1985: Won with Alan White first prize in the Practical/Professional section of the
Montreal Exchange's 1984-85 IOM Awards Competition for a paper entitled "The
Use of Exchange-traded Currency Options to Hedge the Risks from writing Non-
Exchange-Traded Currency Options."
1984: Won with Nahum Biger first prize in the Practical/Professional section of the
Montreal Exchange's 1983-84 IOM Awards Competition for a paper entitled, "The
Valuation of Currency Options."
1965-68: Won a total of three prizes and a scholarship at Cambridge University.
Obtained first class honors in all three years. Graduated as Wrangler.
Journal Appointments
Associate Editor, Journal of Financial and Quantitative Analysis, 1991 to 1999.
Associate Editor, Journal of Derivatives, 1993 to present.
Associate Editor, Applied Mathematical Finance, 1993 to present.
Associate Editor, Review of Derivatives Research, 1993 to present.
Associate Editor, Journal of Financial Engineering, 1994 to 1998.
Associate Editor, Journal of Derivatives Use, Trading & Regulation, 1994 to present
Associate Editor, Canadian Journal of Administrative Studies, 1996 to present.
Associate Editor, Journal of Risk, 1998 to present
Associate Editor, Journal of Bond Trading and Management, 2001 to present.
Associate Editor, Journal of Derivatives Accounting, 2002 to present (chair, supervisory
academic committee)
Associate Editor, Journal of Credit Risk, 2004 to present
Associate Editor, Journal of Risk Managemnt in Financial Institutions, 2007 to present
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Books Authored
“Options, Futures, and Other Derivatives,” Prentice-Hall, Englewood Cliffs, New Jersey,
U.S.A., First edition 1989; second edition; 1993; third edition 1997, fourth edition 2000,
fifth edition 2003, sixth edition 2006 (includes instructor's manual, solution’s manual,
slides, and software; translated into many languages including German, French, Italian,
Korean, Japanese, Mandarin, Spanish, and Portuguese).
“Fundamentals of Futures and Options Markets,”Prentice-Hall, Englewood Cliffs, New
Jersey, U.S.A., first Edition 1991; second edition, 1995; third edition 1998; fourth edition
2001, fifth edition 2004, sixth edition, 2007 (includes instructors' manual, slides, and
software; translated into several languages including Italian, Japanese, Polish,
Portuguese, and Singaporean)
“Risk Management and Financial Institutions,” Prentice Hall, 2006 (includes instructor’s
manual, slides and software), translated into several languages.
Articles in Academic Journals and Books
Forwards and European Options on CDO Tranches” Journal of Credit Risk, 3, 2
(Summer 2007), 63-73 (with Alan White).
"Volatility Surfaces: Theory, Rules of Thumb, and Empirical Evidence," forthcoming,
Quantitative Finance (with Toby Daglish and Wulin Suo)
“Valuing Credit Derivatives Using an Implied Copula Approach,” Journal of
Derivatives, 14, 2 (Winter 2006), 8-28 (with Alan White)
“Bond Prices, Default Probabilities, and Risk Premiums”, Journal of Credit Risk, 1, 2
(2005) 53-60. (with Mirela Predescu and Alan White)
"Merton's Model, Credit Risk, and Volatility Skews" Journal of Credit Risk, 1, 1 (2004),
1-27, (with Izzy Nelken and Alan White)
"The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit
Rating Announcements," Journal of Banking and Finance, 28 (Nov 2004), 2789-2811
(with Mirela Predescu and Alan White)
"Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation,"
Journal of Derivatives, 12, 2 (Winter 2004), 8-23 (with Alan White)
"Accounting for Employee Stock Options: A Practical Approach to Handling Valuation
Issues" Journal of Derivatives Accounting, 1, 1 (March 2004), 3-9 (with Alan White).
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"How to Value Employee Stock Options," Financial Analysts Journal, 60, 1,
(January/February 2004), 114-119. (with Alan White)
“Valuing Credit Default Swap Options" Journal of Derivatives, 10, 3 (Spring 2003), 40-
50 (with Alan White)
“A methodology for assessing model risk and its application to the implied volatility
function model.” Journal of Financial and Quantitative Analysis, Vol. 37, No.2 (June
2002), 297-318 (with Wulin Suo)
“The general Hull-White model and supercalibration” Financial Analysts Journal, Vol.
57, No. 6 (Nov/Dec 2001), 34-43 (with Alan White)
“The Estimation of Default Probabilities: A Review of Alternative Methodologies and
Why They Give Different Results” pp171-180 in Mastering Risk, Volume 2, ed: Carol
Alexander, 2001, Prentice Hall, (with Alan White).
“Risk-neutral and real-world measures of default risk" in Visions of Risk, ed: Carol
Alexander, Pearson Education, 2000. (with Alan White)
“Valuing credit default swaps I: No counterparty default risk” Journal of Derivatives,
Vol. 8 No. 1 (Fall 2000), pp 29-40 (with Alan White)
“Valuing credit default swaps II: Modeling default correlations” Journal of Derivatives
Vol. 8 No. 3 (Spring 2001) pp12-22 (with Alan White)
“Forward rate volatilities, swap rate volatilities, and the implementation of the LIBOR
market model” Journal of Fixed Income, Vol. 10, No. 3, September 2000, pp 46-62
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