John Hull

Maple Financial Professor of Derivatives and Risk Management, and Academic Director of the Financial Innovation Hub at Rotman, University of Toronto

John Hull is the Maple Financial Professor of Derivatives and Risk Management and Academic Director of the Financial Innovation Hub at Rotman. He has been awarded the title University Professor, an honor granted to only about 2% of the faculty at University of Toronto. His research has an applied focus and has been concerned with the impact of stochastic volatility on the pricing and hedging of options, the valuation of interest rate derivatives and credit derivatives, numerical procedures, the calculation of value at risk and expected shortfall, the evaluation of model risk, and the regulation of financial institutions. Recently, in his research and teaching he has focused on machine learning and its applications to finance. He is best known for his books: Machine Learning in Business: An Introduction to the World of Data Science (now in its 3rd edition), Risk Management and Financial Institutions (now in its 6th edition), Options, Futures, and Other Derivatives (now in its 11th 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.