# John C. Hull

#6,693

Most Influential Person Now

Canadian economist

## John C. Hull 's AcademicInfluence.com Rankings

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Economics

## Why Is John C. Hull Influential?

(Suggest an Edit or Addition)According to Wikipedia, 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 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"

## John C. Hull 's Published Works

### Published Works

- Options, Futures, and Other Derivatives (1989) (7003)
- The Pricing of Options on Assets with Stochastic Volatilities (1987) (4315)
- Pricing Interest-Rate-Derivative Securities (1990) (2174)
- Options, futures, and other derivative securities (1989) (1382)
- The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements (2004) (1158)
- Risk Management And Financial Institutions (2006) (745)
- Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation (2004) (602)
- One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993) (489)
- Options, futures & other derivatives (2003) (424)
- Numerical Procedures for Implementing Term Structure Models I (1994) (392)
- Valuing Derivative Securities Using the Explicit Finite Difference Method (1990) (388)
- The impact of default risk on the prices of options and other derivative securities (1995) (370)
- Valuing Credit Default Swaps I (2000) (339)
- Efficient Procedures for Valuing European and American Path-Dependent Options (1993) (328)
- Fundamentals of Futures and Options Markets (2001) (328)
- Value at Risk When Daily Changes in Market Variables are not Normally Distributed (1998) (300)
- INCORPORATING VOLATILITY UPDATING INTO THE HISTORICAL SIMULATION METHOD FOR VALUE AT RISK (1998) (291)
- Valuing Credit Default Swaps II (2000) (271)
- Numerical Procedures for Implementing Term Structure Models II (1994) (226)
- Merton's model, credit risk and volatility skews (2005) (201)
- The Use of the Control Variate Technique in Option Pricing (1988) (193)
- Valuing Credit Derivatives Using an Implied Copula Approach (2006) (172)
- Bond Prices, Default Probabilities and Risk Premiums (2005) (170)
- Using Hull-White Interest Rate Trees (1996) (159)
- Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model (2000) (157)
- How to Value Employee Stock Options (2004) (154)
- The Valuation of Currency Options (1983) (145)
- The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model (2005) (142)
- Introduction To Futures And Options Markets (1991) (127)
- A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model (2002) (125)
- CVA and Wrong-Way Risk (2012) (119)
- LIBOR vs. OIS: The Derivatives Discounting Dilemma (2013) (113)
- Hedging the Risks from Writing Foreign Currency Options (1987) (90)
- The Valuation of Credit Default Swap Options (2003) (90)
- Volatility surfaces: theory, rules of thumb, and empirical evidence (2007) (86)
- The credit crunch of 2007: what went wrong? Why? What lessons can be learned? (2009) (81)
- The General Hull–White Model and Supercalibration (2000) (73)
- Optimal Delta Hedging for Options (2017) (72)
- Dynamic Models of Portfolio Credit Risk (2008) (63)
- Utility and its Measurement (1973) (53)
- Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments (1989) (50)
- OTC derivatives and central clearing: can all transactions be cleared? (2010) (43)
- The Risk of Tranches Created from Mortgages (2010) (38)
- Collateral and Credit Issues in Derivatives Pricing (2014) (33)
- Dealing with Dependence in Risk Simulations (1977) (30)
- Deep Hedging of Derivatives Using Reinforcement Learning (2019) (29)
- The evaluation of risk in business investment (1980) (29)
- Operational Research Applied to Health Services (1981) (26)
- AN IMPROVED IMPLIED COPULA MODEL AND ITS APPLICATION TO THE VALUATION OF BESPOKE CDO TRANCHES (2010) (24)
- A neural network approach to understanding implied volatility movements (2019) (20)
- A NOTE ON THE RISK‐ADJUSTED DISCOUNT RATE METHOD (1986) (20)
- ACCOUNTING FOR EMPLOYEE STOCK OPTIONS: A PRACTICAL APPROACH TO HANDLING THE VALUATION ISSUES (2004) (19)
- LEASE EVALUATION IN THE UK: CURRENT THEORY AND PRACTICE (1980) (18)
- The Risk of Tranches Created from Residential Mortgages (2010) (17)
- EFFICIENT PROCEDURES FOR VALUING EUROPEAN AND (1993) (15)
- A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions (2014) (14)
- CCPs: Their Risks, and How They Can Be Reduced (2012) (14)
- Modeling the Short Rate: The Real and Risk-Neutral Worlds (2014) (14)
- THE JOURNAL OF DERIVATIVES (2004) (14)
- Ratings Arbitrage and Structured Products (2012) (12)
- FORWARDS AND EUROPEAN OPTIONS ON CDO TRANCHES (2007) (12)
- A Note on the Models of Hull and White for Pricing Options on the Term Structure (1995) (12)
- OIS Discounting, Interest Rate Derivatives, and the Modeling of Stochastic Interest Rate Spreads (2014) (9)
- Funding Long Shots * (2017) (8)
- The Accuracy of the Means and Standard Deviations of Subjective Probability Distributions (1978) (8)
- The Bargaining Positions of the Parties to a Lease Agreement (1982) (8)
- The Changing Landscape for Derivatives (2014) (8)
- Hull-White on derivatives : a compilation of articles (1996) (7)
- The input to and output from risk evaluation models (1977) (7)
- The Perfect Copula: The Valuation of Correlation-Dependent Derivatives Using the Hazard Rate Path Approach (2005) (5)
- An Overview of Contingent Claims Pricing (2009) (4)
- Fundamentals of futures and options markets : solutions manual and study guide (2008) (4)
- THE INTERPRETATION OF THE OUTPUT FROM A SENSITIVITY ANALYSIS IN INVESTMENT APPRAISAL (1978) (4)
- Funding Long Shots (2016) (4)
- Credit Ratings and the Securitization of Subprime Mortgages (2010) (4)
- A Study of the Subjective Probability Assessments necessary for the analysis of the Risk in Major Capital Investment Opportunities. (1976) (2)
- Synthetic Data: A New Regulatory Tool (2021) (2)
- Multi-Curve Modeling Using Trees (2015) (2)
- RATINGS, MORTGAGE SECURITIZATIONS, AND THE APPARENT CREATION OF VALUE (2011) (2)
- Interest rate trees: extensions and applications (2017) (2)
- Deep Learning for Exotic Option Valuation (2021) (2)
- Reducing the number of probabilistic variables in risk simulation (1977) (1)
- 2. Derivatives and Risk Management The Financial Crisis of 2007: Another Case of Irrational Exuberance (2009) (1)
- Risk in Capital Investment Proposals: Three Viewpoints (1986) (1)
- FVA and electricity bill valuation adjustment - much of a difference? (2016) (1)
- Risk Management Financial Institutions (2010) (1)
- INTRODUCING RISK EVALUATION INTO AN ORGANISATION (1980) (1)
- Valuing Exotic Options and Estimating Model Risk (2021) (1)
- BASIC PRINCIPLES OF INVESTMENT APPRAISAL (1980) (0)
- The first history of derivatives (2002) (0)
- A note on risk simulation (1975) (0)
- A Test of the Use of the Implied Volatility Function Model to Price Exotic Options (2000) (0)
- Risk Management and Financial Institutions Ed. 5 (2018) (0)
- The Valuation of Currency Options: Reply (1984) (0)
- Quantitative Models for Production Management (A Review). (1975) (0)
- 1 FUNDING LONG SHOTS (2016) (0)
- Chapter 8 – CASE STUDY (1980) (0)
- SEQUENTIAL INVESTMENT DECISIONS (1980) (0)
- The Valuation of Market-Leveraged Stock Units (2014) (0)
- VALUATION MODEL WITH CLOSED-FORM SOLUTIONS TO SIMULATE THE EFFECTS OF NON-DIVERSIFIABLE JUMPS IMPOSED ON THE VALUE OF DERIVATIVES (2013) (0)
- Quantifying Credit Risk: Why Different Approaches Produce Different Answers (2009) (0)
- Chapter 4 – DEALING WITH DEPENDENCE IN RISK SIMULATION (1980) (0)
- “How to Value Employee Stock Options”: Authors' Response (2005) (0)
- SAS System for Regression, SAS System for Linear Models (1992) (0)
- The Impact of Inflation on Corporate Financial Performance (1976) (0)
- The Application of Decision Analysis to a New Product Planning Decision — A Comment (1973) (0)
- The Impact of Stock Relief on the Attractiveness of Capital Investment Opportunities (1981) (0)
- Chapter 20 – Credit Derivatives (2013) (0)
- Practical Applications of From Derivatives to Mega-Funds: An Interview with John Hull (2016) (0)
- The Credit Crisis of 2007 and Its Implications for Risk Management (2013) (0)
- SOME PROCEDURES FOR QUANTIFYING RISK (1980) (0)
- USING THE RESULTS FROM A SENSITIVITY ANALYSIS (1980) (0)
- FORECASTING AND THE ASSESSMENT OF SUBJECTIVE PROBABILITY DISTRIBUTIONS (1980) (0)
- Risk Management and Financial Institutions Ed. 4 (2015) (0)
- Mathematical Finance: A Very Short Introduction (2019) (0)
- Chapter 7 – RISK AND RETURN — SOME THEORETICAL IDEAS (1980) (0)
- Gamma and vega hedging using deep distributional reinforcement learning (2022) (0)

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## What Schools Are Affiliated With John C. Hull ?

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