  John C. Hull 7^{th} Most Prolific Credit Author in DefaultRisk.com 1^{st} Most Popular Author in DefaultRisk.com
University of Toronto  Finance Group Director, Bonham Center for Finance and Maple Financial Group Chair in Derivatives and Risk Management Rotman School of Management 105 St. George St. Toronto, Ontario M5S 3E6 Canada  Cranfield University, Ph. D. (Finance) (1976)
 His most popular books include "Options, Futures, and Other Derivatives" (now in its seventh edition) and "Fundamentals of Futures and Options Markets" (now in its sixth edition). Both books (published by Prentice Hall) have been translated into several languages and are widely used in trading rooms throughout the world.
 Financial risk management, credit risk and valuation of defaultable securities, valuation and hedging of derivative securities, term structure of interest rate modeling, financial innovation and security design.
Contact:   Email address secured by Enkoder.  Phone  +1 (416) 9788615  Fax  +1 (416) 9713048  email 

Publications: that are posted on DefaultRisk.com Credit Pricing Bond Prices, Default Probabilities and Risk Premiums by John Hull of the University of Toronto, Mirela Predescu of the University of Toronto, and Alan White of the University of Toronto (136K PDF)  11 pages  September 2004 Hull, John and Alan White, " The Impact of Default Risk on the Prices of Options and Other Derivative Securities", Journal of Banking & Finance, Vol. 19, No. 2, (May 1995), pp. 299322. Credit Modeling Dynamic Models of Portfolio Credit Risk: A simplified approach by John Hull of the University of Toronto, and Alan White of the University of Toronto (348K PDF)  53 page  April 2008 Merton's Model, Credit Risk, and Volatility Skews by John Hull of the University of Toronto, Izzy Nelken of Super Computer Consulting Incorporated, and Alan White of the University of Toronto (180K PDF)  26 pages  Winter 2004/05 Credit Derivatives Valuing Derivatives: Funding Value Adjustments and Fair Value by John Hull of University of Toronto, and Alan White of University of Toronto (293K PDF)  25 pages  September 16. 2013 CVA and Wrong Way Risk by John Hull of University of Toronto, and Alan White of University of Toronto (468K PDF)  25 pages  July 6, 2012 The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements by John Hull of the University of Toronto, Mirela Predescu of the University of Toronto, and Alan White of the University of Toronto (243K PDF)  38 pages  January 2004 The Valuation of Credit Default Swap Options by John Hull of the University of Toronto, and Alan White of the University of Toronto (209K PDF)  28 pages  January 2003 Valuing Credit Default Swaps I: No Counterparty Default Risk by John Hull of the University of Toronto, and Alan White of the University of Toronto (368K PDF)  35 pages  April 2000 Collateralized Debt Obligations The Risk of Tranches Created from Residential Mortgages by John Hull of the University of Toronto, and Alan White of the University of Toronto (254K PDF)  34 page  March 2010 The Valuation of CorrelationDependent Credit Derivatives Using a Structural Model by John Hull of the University of Toronto, Mirela Predescu of the Oxford University, and Alan White of the University of Toronto (195K PDF)  36 pages  October 2009 An Improved Implied Copula Model and its Application to the Valuation of Bespoke CDO Tranches by John Hull of the University of Toronto, and Alan White of the University of Toronto (1,458K PDF)  35 pages  June 2009 Forwards and European Options on CDO Tranches by John Hull of the University of Toronto, and Alan White of the University of Toronto (67K PDF)  17 pages  March 2007 Valuing Credit Derivatives Using an Implied Copula Approach by John Hull of the University of Toronto, and Alan White of the University of Toronto (431K PDF)  41 pages  November 2006 Valuation of a CDO and an n^{th} to Default CDS Without Monte Carlo Simulation by John Hull of the University of Toronto, and Alan White of the University of Toronto (287K PDF)  40 pages  September 2004 Credit Correlation Valuing Credit Default Swaps II: Modeling Default Correlations by John Hull of the University of Toronto, and Alan White of the University of Toronto (308K PDF)  26 pages  April 2000 Other Credit Papers Collateral and Credit Issues in Derivatives Pricing by John Hull of University of Toronto, and Alan White of University of Toronto (444K PDF)  25 pages  January 2013 LIBOR vs OIS: The Derivatives Discounting Dilemma by John Hull of University of Toronto, and Alan White of University of Toronto (385K PDF)  27 pages  January 2013 Ratings Arbitrage and Structured Products by John Hull of the University of Toronto, and Alan White of the University of Toronto (1K PDF)  1 pages  Fall 2012 The FVA Debate Continued by John Hull of University of Toronto, and Alan White of University of Toronto (88K PDF)  3 pages  September 2012 CCPs, Their Risks, and How They can be Reduced by John Hull of University of Toronto (392K PDF)  27 pages  July 16, 2012 Is FVA a Cost for Derivatives Desks? by John Hull of University of Toronto, and Alan White of University of Toronto (570K PDF)  57 pages  June 27, 2012 OTC Derivatives and Central Clearing: Can all transactions be cleared? by John Hull of the University of Toronto (186K PDF)  17 pages  April 2010 The Credit Crunch of 2007: What went wrong? Why? What lessons can be learned? by John C. Hull of the University of Toronto (329K PDF)  18 pages  May 2009 Hull, John, " Assessing Credit Risk in a Financial Institution's OffBalance Sheet Commitments", Journal of Financial and Quantitative Analysis, Vol. 24, No. 4, (December 1989), pp. 489501. Related Papers Hull, John and Alan White, " Numerical procedures for implementing term structure models II: TwoFactor Models", Journal of Derivatives, Vol. 2, No. 2, (Winter 1994), pp. 3749. Hull, John and Alan White, " Numerical procedures for implementing term structure models I: SingleFactor Models", Journal of Derivatives, Vol. 2, No. 1, (Fall 1993), pp. 716. Hull, John and Alan White, " Pricing InterestRateDerivative Securities", Review of Financial Studies, Vol. 3, No. 4, (Winter 1990), pp. 573592. Books:  Risk Management and Financial Institutions 3^{rd} Edition by John C. Hull, Wiley, (May 8, 2012), Paperback, 672 pages   Fundamentals of Futures and Options Markets, 7^{th} Edition by John C. Hull Prentice Hall College Div, (March 14, 2010), Hardcover, 624 pages   Options, Futures and Other Derivatives, 8^{th} Edition , with CDROM by John C. Hull, Prentice Hall, (February 12, 2011), Hardcover, 862 pages   HullWhite on Derivatives by John Hull and Alan White, Risk Books, (June 1, 1996), Paperback, 365 pages 
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