Abstract

<b>John Hull</b>, the Maple Financial Professor of Derivatives and Risk Management at the <b>Rotman School of Management</b> at the <b>University of Toronto</b>, is very well known in the field of quantitative finance. He has published dozens of papers and several books, including the classic <b><i>Options, Futures, and Other Derivatives</i></b>, which is widely used in university classrooms and trading rooms around the world. Hull’s work spans a wide range of topics, including interest rates, credit derivatives, volatility and risk management. He will be speaking at the <b>Global Derivatives Trading &amp; Risk Management Conference</b> and is studying new areas of securitization, as he explained to <b>Institutional Investor Journals</b> in this pre-conference interview.

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