https://www.rotman.utoronto.ca/news-eve ... john-hull/
A much adored and longstanding member of the community at the University of Toronto’s Rotman School of Management passed away on January 31.
Professor Emeritus John Hull was an internationally recognized authority on derivatives and risk management. He joined the University of Toronto in 1988. His research had an applied focus and was concerned with the impact of stochastic volatility on the pricing and hedging of options, the valuation of interest rate derivatives and credit derivatives, numerical procedures, the calculation of value at risk and expected shortfall, the evaluation of model risk, and the regulation of financial institutions. In recent years, in his research and teaching he focused on machine learning and its applications to finance. He was a consultant to many financial institutions and governments worldwide and won numerous teaching and research awards, including the University of Toronto’s prestigious Northrop Frye award. In 2016, he was named a University Professor at the University of Toronto—a title reserved for only a small per cent of professors who have truly transformed their fields.
While his research insights were widely adopted by both practitioners and academics, he was also known for his many textbooks that amplified his global impact and reflected his unique skill in translating financial complexities into real-world applications. His books can be found on the desks of financial trading rooms and university classrooms around the world with translations into many languages. His best-known books include
- Machine Learning in Business: An Introduction to the World of Data Science (now in its 3rd edition),
- Risk Management and Financial Institutions (now in its 6th edition),
- Options, Futures, and Other Derivatives (now in its 11th edition), and
- Fundamentals of Futures and Options Markets (now in its 9th edition).