John C. Hull is a professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
[3][4] He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: "Options, Futures, and Other Derivatives"[5] and "Fundamentals of Futures and Options Markets".
[6] He has also written "Risk Management and Financial Institutions" and "Machine Learning in Business: An Introduction to the World of Data Science" He studied mathematics at Cambridge University (B.A.
In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers.
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