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- John C Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto He is both a very well respected researcher in the academic field of quantitative finance (see for example the Hull-White model), and also the author of (among other works) two books on financial derivatives that have become market practitioners' standard texts: "Options, Futures, and Other Derivatives" and "Fundamentals of Futures and Options Markets" He currently holds associate editorship of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004) He studied Mathematics in Cambridge University, and holds an MA in Operational Research from Lancaster University and a PhD in Finance from Cranfield University In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers
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