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John C. Hull

SSRN Author Rank: 1,218 by Downloads and 1,457 by Citations

 Professor
 

University of Toronto - Rotman School of Management


 105 St. George Street
 Toronto, Ontario M5S 3E6
 Canada
 (416) 978-8615 (Phone)
 416-971-3048 (Fax)
 email address


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. John C. Hull's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,169
Total
Citations
379
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
2,210
(3,174)
81

2.  
Valuing Derivatives: Funding Value Adjustments and Fair Value | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Forthcoming, Rotman School of Management Working Paper No. 2245821
Number of Pages in PDF File: 27
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
07 Apr 13
Last Revised:
26 Mar 14
1,916
(4,384)
2

3.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
1,803
(4,796)
55

4.  
Hull, John C.
University of Toronto - Rotman School of Management
Predescu, Mirela
BNP Paribas, London
White, Alan
University of Toronto - Rotman School of Management
Posted:
21 Mar 05
1,123
(12,026)
11

5.  
LIBOR vs. OIS: The Derivatives Discounting Dilemma | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Investment Management, Forthcoming, Rotman School of Management Working Paper No. 2211800
Number of Pages in PDF File: 27
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Feb 13
Last Revised:
11 Apr 13
1,107
(9,472)
2

6.  
Hull, John C.
University of Toronto - Rotman School of Management
Predescu, Mirela
BNP Paribas, London
White, Alan
University of Toronto - Rotman School of Management
Posted:
11 Nov 12
1,057
(10,021)
24

7.  
Modeling the Short Rate: The Real and Risk-Neutral Worlds | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2403067
Number of Pages in PDF File: 19
Hull, John C.
University of Toronto - Rotman School of Management
Sokol, Alexander
CompatibL
White, Alan
University of Toronto - Rotman School of Management
Posted:
02 Mar 14
Last Revised:
03 Jul 14
933
(11,260)
 

8.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
914
(15,637)
37

9.   Incl. Electronic Paper
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
08 Feb 13
Last Revised:
22 Jul 16
599
(31,674)
2

10.  
The General Hull-White Model and Super Calibration | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-00-024
Number of Pages in PDF File: 20
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
565
(31,256)
3

11.  
The Changing Landscape for Derivatives | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2428983
Number of Pages in PDF File: 12
Hull, John C.
University of Toronto - Rotman School of Management
Posted:
26 Apr 14
520
(32,010)
 

12.  
Predescu, Mirela
BNP Paribas, London
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
10 Nov 12
483
(30,018)
162

13.  
OIS Discounting, Interest Rate Derivatives, and the Modeling of Stochastic Interest Rate Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Journal of Investment Management, Rotman School of Management Working Paper No. 2359610
Number of Pages in PDF File: 38
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
27 Nov 13
Last Revised:
18 Sep 14
320
(48,784)
 

14.  
Optimal Delta Hedging for Options | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2658343
Number of Pages in PDF File: 37
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
09 Sep 15
Last Revised:
28 Jul 16
298
(17,630)
 

15.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
23 Feb 14
Last Revised:
24 Dec 14
265
(69,163)
 

16.  
Hull, John C.
University of Toronto - Rotman School of Management
Suo, Wulin
Queen's School of Business
Posted:
04 Nov 08
151
(140,448)
 

17.  
The Valuation of Market-Leveraged Stock Units | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2294785
Number of Pages in PDF File: 17
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
17 Jul 13
Last Revised:
08 Jan 14
96
(188,522)
 

18.  
Multi-Curve Modeling Using Trees | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2601457
Number of Pages in PDF File: 27
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
03 May 15
Last Revised:
28 Nov 15
73
(162,137)
 

19.  
Funding Long Shots | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2773108
Number of Pages in PDF File: 23
Hull, John C.
University of Toronto - Rotman School of Management
Posted:
01 May 16
0
(332,925)
 

20.  
Libor versus OIS: The Derivatives Discounting Dilemma | Show Abstract |
Journal of Investment Management (JOIM), Third Quarter 2013
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
15 Nov 14
 

21.  
CVA and Wrong-Way Risk | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 5, 2012, Rotman School of Management Working Paper No. 2151507
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
25 Sep 12
 

22.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
26 Oct 10
 

23.  
The Risk of Tranches Created from Mortgages | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 5, 2010
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
15 Oct 10
 

24.  
Suo, Wulin
Queen's School of Business
Hull, John C.
University of Toronto - Rotman School of Management
Daglish, Toby C.
Victoria University of Wellington - School of Economics & Finance
Posted:
12 Dec 09
 

25.  
Merton's Model, Credit Risk and Volatility Skews | Show Abstract |
Journal of Credit Risk, Vol. 1, No. 1, pp. 3-28, Winter 2004/05
Hull, John C.
University of Toronto - Rotman School of Management
Nelken, Izzy
Super Computer Consulting, Inc.
White, Alan
University of Toronto - Rotman School of Management
Posted:
28 Apr 05
 

26.  
How to Value Employee Stock Options | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 114-119, January/February 2004
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
13 Feb 04
 

27.  
The General Hull-White Model and Supercalibration | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 6, November/December 2001
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
22 Jan 02
 

28.  
Hull, John C.
University of Toronto - Rotman School of Management
Posted:
03 May 00
 


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