Author: John C.Hull
A trading book:
- Trading books are a form of accounting ledger that contains records of all tradeable financial assets of a bank.
- Trading books are subject to gains and losses that affect the financial institution directly.
- Losses in a bank’s trading book can have a cascading effect on the global economy, such as those that occurred during the 2008 financial crisis.
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For advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, financial engineering or risk management.
John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
Hull is an editor of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004).
He studied Mathematics at Cambridge University (B.A. & M.A.), and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University. In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers. He has twin sons named Peter and David, and a wife named Michelle.
He is a author of selected publications such as:
- A Neural Network Approach to Understandfing Implied Volatility Movements” Quantitative Finance, 2020, forthcoming (with Jay Cao and Jacky Chen)
- Funding Long Shots” Journal of Investment Management, 17, 4, 2019 : 1-33 (with Andrew Lo and Roger Stein)
- Interest Rate Trees: Extensions and Applications, Quantitative Finance, 18, 7 (2018): 1199-1209 (with Alan White)
- Optimal Delta Hedging for Options, Journal of Banking and Finance, 82 (Sept 2017): 180-190 (with Alan White)
Bio from Wikipedia, the free encyclopedia.