金融工程最牛的人....
从今天开始读他的书和论文....
JOHN C. HULL 的CV
JOHN C. HULL
Education
B.A. and M.A., Mathematics, Cambridge University, England 1965-68.
M.A., Operational Research, Lancaster University, England, 1969.
Ph.D., Finance, Faculty of Management, Cranfield University, England, 1973-76.
Dissertation title: "A Study of the Subjective Probability Assessments necessary
for the Analysis of the Risk in Major Capital Investment Opportunities."
Employment History
1988 to Present: Associate Professor (promoted to Professor in 1990), Finance, Joseph
L. Rotman School of Management, University of Toronto, Toronto, Ontario,
Canada.
1981-1988: Associate Professor, Finance, Faculty of Administrative Studies, York
University, Downsview, Ontario, Canada.
1976-1981: Lecturer (Promoted to Senior Lecturer in 1978), Finance and Accounting,
Cranfield School of Management, Cranfield University, England.
1973-1976: Lecturer, Quantitative Aspects of Management, Cranfield School of
Management, Cranfield University, England.
1971-1972: Senior Research Officer, London Graduate School of Business Studies,
London, England.
1969-1971: Corporate Planning Officer, British Shoe Corporation, Leicester, England.
Visiting Appointments
Fall 2000: Visiting Professor, Finance, Stern School of Business, New York University
1978-1979: Visiting Assistant Professor, Finance and Accounting, Faculty of Commerce
and Business Administration, The University of British Columbia, Canada.
1980-1981: Visiting Assistant Professor, Finance and Accounting, Faculty of Commerce
and Business Administration, The University of British Columbia, Canada.
Fall 1977: Visitor on Individual Studies Program at Harvard Business School.
Honours and Awards
2006: In an industry survey by ICBI, voted the academic who has made the most
contribution to the derivatives industry over the previous five years.
2002: Included by the magazine Risk in its Hall of Fame as one of the 50 people who
have “made a profound contribution to the field of risk management”
2002: Winner of the Northrop Frye Award for linking teaching and research.
2001: Appointed Chairman of the Moody's Academic Advisory Committee
2000: Appointed Maple Financial Group Professor of Derivatives and Risk Management
at the Joseph L. Rotman School of Management
1999: Financial Engineer of the Year, awarded by the International Association of
Financial Engineers.
2
1999: Won Roger Martin and Nancy Lang award for excellence in teaching
1999: Won award for best second year MBA teacher, University of Toronto
1996: Won outstanding teacher award at University of Toronto.
1989: Won with Alan White the Nikko-LOR Research Competition with a proposal
entitled "One factor interest-rate models and the valuation of interest-rate
derivative securities."
1989: Won the Graduate Student Business Council Award presented in recognition of
outstanding service by a faculty member to the students of the Faculty of
Management.
1987: Won with Alan White second prize in the Practical/Professional section of the
Montreal Exchange's IOM Award Competition for a paper entitled "Hedging
through the cap : implications for market efficiency, hedging and option pricing."
1985: Won with Alan White first prize in the Practical/Professional section of the
Montreal Exchange's 1984-85 IOM Awards Competition for a paper entitled "The
Use of Exchange-traded Currency Options to Hedge the Risks from writing Non-
Exchange-Traded Currency Options."
1984: Won with Nahum Biger first prize in the Practical/Professional section of the
Montreal Exchange's 1983-84 IOM Awards Competition for a paper entitled, "The
Valuation of Currency Options."
1965-68: Won a total of three prizes and a scholarship at Cambridge University.
Obtained first class honors in all three years. Graduated as Wrangler.
Journal Appointments
Associate Editor, Journal of Financial and Quantitative Analysis, 1991 to 1999.
Associate Editor, Journal of Derivatives, 1993 to present.
Associate Editor, Applied Mathematical Finance, 1993 to present.
Associate Editor, Review of Derivat