John Hull, a professor of derivative products and risk management, is well-known in the field of derivative products and risk management. His research areas include credit risk, executive stock options, volatility curve market risk and interest rate derivatives. The Hull-White interest rate model developed by him and Professor Alan White won the Sunlight-Lohr Prize. He provides financial advice to many financial institutions in North America, Japan and Europe.

Professor John Hull has written financial monographs such as Risk Management and Financial Institutions, Options, Futures and Other Derivatives, and Basic Principles of Options and Futures Markets. These works have been translated into many languages and are widely used in trading halls all over the world. Hull has won many awards, including the prestigious Northrop Frye Teacher Award of the University of Toronto. 1999 was named financial engineer of the year by the International Association of Financial Engineers.

Professor John Hull currently works in rotman School of Management, University of Toronto, and has taught at York University, new york University, Cranfield University and London Business School. He is now the editorial board of eight academic magazines.