John C. Hull

Q: What Schools Are Affiliated With John C. Hull

John C. Hull is affiliated with the following schools: Lancaster University, University of Toronto, University of Cambridge, Cranfield University

John C. Hull 's AcademicInfluence.com Rankings

John C. Hull

Economics

#891

World Rank

#1054

Historical Rank

economics Degrees

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Economics

Why Is John C. Hull Influential?

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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"

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John C. Hull 's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

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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Other Resources About John C. Hull

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What Schools Are Affiliated With John C. Hull ?

John C. Hull is affiliated with the following schools: