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14 - My Life and Research Strategy

Published online by Cambridge University Press:  05 June 2014

John Hull
Affiliation:
University of Toronto
Michael Szenberg
Affiliation:
Touro College, New York
Lall Ramrattan
Affiliation:
Pace University, New York
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Summary

It is an honor to be invited to contribute to this volume. Indeed, I am somewhat overawed when I look at the list of other academics who are contributing. There can be no question that my career path has been different from theirs. I did not get my PhD from a top school, and my research has tended to be influenced as much by practitioners as by other academics. My research strategy (and life philosophy) may therefore be an outlier, but I hope it will nevertheless be of interest to readers.

My Background

My undergraduate degree was in math at Cambridge University in England. The Mathematical Tripos lasted three years. The courses in the first two years (Parts IA and IB of the Tripos) were compulsory. In the third year (Part II of the Tripos), students specialized in pure or applied math. I chose pure math simply because I enjoyed it. At the time I made this choice, I had no firm ideas about a future career. (Of course, applied math would have been somewhat more useful given the way my career actually developed.)

Type
Chapter
Information
Eminent Economists II
Their Life and Work Philosophies
, pp. 203 - 212
Publisher: Cambridge University Press
Print publication year: 2014

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References

Biger, N. and Hull, J. C. (1983). “Valuation of Currency Options,” Financial Management 12, no. 1: 24–28.CrossRefGoogle Scholar
Cox, J. C., Ingersoll, J. E., and Ross, S. A. (1985). “An Intertemporal General Equilibrium Model of Asset Prices,” Econometrica 53: 363–384.CrossRefGoogle Scholar
Hull, J. C. (2014). Fundamentals of Futures and Options Markets, 8th ed. Upper Saddle River, NJ: Pearson.Google Scholar
Hull, J. C. (2012a). Options, Futures, and Other Derivatives, 8th ed. Upper Saddle River, NJ: Pearson.Google Scholar
Hull, J. C. (2012b). Risk Management and Financial Institutions, 3rd ed. Hoboken, NJ: John Wiley and Sons.Google Scholar
Hull, J. C. and White, A. (1987a). “Hedging the Risks from Writing Foreign Currency Options,” Journal of International Money and Finance 6, no. 2: 131–152.CrossRefGoogle Scholar
Hull, J. C. and White, A. (1987b). “The Pricing of Options on Assets with Stochastic Volatilities,” Journal of Finance 42, no. 2: 281–300.CrossRefGoogle Scholar
Hull, J. C. and White, A. (1990). “Pricing Interest-Rate Derivative Securities”, Review of Financial Studies 3, no. 4: 573–592.CrossRefGoogle Scholar
Hull, J. C. and White, A. (2012). “CVA and Wrong-Way Risk,” Financial Analysts Journal 68, no. 5: 58–69.CrossRefGoogle Scholar

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