Dr. John Hull

Biography

John Hull is a Professor Emeritus at the Rotman School of Management, University of Toronto, and holds the Maple Financial Group Chair in Derivatives Risk Management. He is recognized for his academic contributions with the title of University Professor, an honor granted to only 2% of the faculty at the University of Toronto. His research emphasizes the applied impacts of stochastic volatility on pricing and hedging options, the valuation of interest rate derivatives and credit derivatives, and developing numerical procedures for value-at-risk and expected shortfall calculations. Hull has made significant contributions to the field of finance, particularly in machine learning applications within finance. He is the author of several influential books, including 'Machine Learning in Business' and 'Options, Futures, and Derivatives', which are widely used in trading rooms and classrooms globally. Hull teaches various courses, including 'Machine Learning for Financial Innovation' and 'Regulation of Financial Institutions', and has been involved in developing the Master of Financial Risk Management and Master of Finance programs at Rotman.

Research Interests