John C. Hull

5.4k total citations
53 papers, 3.2k citations indexed

About

John C. Hull is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, John C. Hull has authored 53 papers receiving a total of 3.2k indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 17 papers in Economics and Econometrics and 8 papers in Accounting. Recurrent topics in John C. Hull's work include Credit Risk and Financial Regulations (22 papers), Stochastic processes and financial applications (20 papers) and Banking stability, regulation, efficiency (9 papers). John C. Hull is often cited by papers focused on Credit Risk and Financial Regulations (22 papers), Stochastic processes and financial applications (20 papers) and Banking stability, regulation, efficiency (9 papers). John C. Hull collaborates with scholars based in Canada, United Kingdom and United States. John C. Hull's co-authors include Alan White, Mirela Predescu, Graham Hubbard, Zissis Poulos, Wulin Suo, Andrew W. Lo, Roger Stein, Andreas Veneris, Charles Martineau and Zeyu Wang and has published in prestigious journals such as European Journal of Operational Research, Journal of the Operational Research Society and Financial Analysts Journal.

In The Last Decade

John C. Hull

49 papers receiving 2.7k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
John C. Hull Canada	22	2.7k	1.1k	587	344	320	53	3.2k
Jin‐Chuan Duan Singapore	33	3.4k 1.2×	1.7k 1.5×	609 1.0×	206 0.6×	444 1.4×	83	3.8k
André F. Perold United States	20	1.6k 0.6×	1.0k 1.0×	799 1.4×	557 1.6×	221 0.7×	46	2.3k
Jérôme Detemple United States	30	3.1k 1.1×	1.9k 1.8×	604 1.0×	311 0.9×	551 1.7×	83	3.7k
Giovanni Barone‐Adesi Switzerland	20	2.1k 0.8×	1.1k 1.0×	176 0.3×	180 0.5×	417 1.3×	79	2.3k
Stuart M. Turnbull United States	25	4.2k 1.5×	1.4k 1.3×	1.3k 2.2×	301 0.9×	355 1.1×	57	4.7k
Peter Ritchken United States	27	2.0k 0.7×	905 0.8×	207 0.4×	344 1.0×	334 1.0×	95	3.0k
Jakša Cvitanić United States	32	3.0k 1.1×	2.0k 1.8×	392 0.7×	1.0k 3.0×	211 0.7×	103	3.5k
Chi-fu Huang United States	23	2.4k 0.9×	2.0k 1.9×	426 0.7×	797 2.3×	479 1.5×	46	3.4k
Stephen Figlewski United States	32	3.9k 1.4×	2.6k 2.4×	888 1.5×	357 1.0×	998 3.1×	83	4.6k
Gerald D. Gay United States	18	1.4k 0.5×	974 0.9×	892 1.5×	136 0.4×	206 0.6×	60	2.2k

Countries citing papers authored by John C. Hull

Since Specialization

Citations

This map shows the geographic impact of John C. Hull's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by John C. Hull with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites John C. Hull more than expected).

Fields of papers citing papers by John C. Hull

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by John C. Hull. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by John C. Hull. The network helps show where John C. Hull may publish in the future.

Co-authorship network of co-authors of John C. Hull

This figure shows the co-authorship network connecting the top 25 collaborators of John C. Hull. A scholar is included among the top collaborators of John C. Hull based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with John C. Hull. John C. Hull is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Hull, John C., et al.. (2022). Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning. SSRN Electronic Journal.

2.

Hull, John C., et al.. (2019). Deep Hedging of Derivatives Using Reinforcement Learning. SSRN Electronic Journal. 7 indexed citations

3.

Hull, John C., et al.. (2018). A Neural Network Approach to Understanding Implied Volatility Movements. SSRN Electronic Journal. 8 indexed citations

4.

Hull, John C. & Alan White. (2013). Collateral and Credit Issues in Derivatives Pricing. SSRN Electronic Journal. 11 indexed citations

5.

Hull, John C. & Alan White. (2012). CVA and Wrong-Way Risk. SSRN Electronic Journal. 10 indexed citations

6.

Hull, John C. & Alan White. (2012). Libor vs. OIS: The Derivatives Discounting Dilemma. SSRN Electronic Journal. 56 indexed citations

7.

Hull, John C. & Alan White. (2010). The Risk of Tranches Created from Mortgages. SSRN Electronic Journal. 1 indexed citations

8.

Hull, John C.. (2009). The Credit Crunch of 2007: What Went Wrong? Why? What Lessons Can be Learned?. RePEc: Research Papers in Economics. 161–174.

9.

Suo, Wulin, et al.. (2009). Volatility Surfaces: Theory, Rules of Thumb and Empirical Evidence. 7 indexed citations

10.

Hull, John C.. (2006). Risk management and financial institutions. CERN Document Server (European Organization for Nuclear Research). 409 indexed citations

11.

Hull, John C. & Alan White. (2004). How to Value Employee Stock Options. SSRN Electronic Journal. 9 indexed citations

12.

Hull, John C. & Alan White. (2004). Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation. The Journal of Derivatives. 12(2). 8–23. 313 indexed citations

13.

Hull, John C. & Alan White. (2001). The General Hull–White Model and Supercalibration. Financial Analysts Journal. 57(6). 34–43. 5 indexed citations

14.

Hull, John C. & Alan White. (2001). Valuing Credit Default Swaps II. The Journal of Derivatives. 8(3). 12–21. 201 indexed citations

15.

Hull, John C. & Alan White. (2000). Valuing Credit Default Swaps Ii: Modeling Default Correlations. The Faculty Digital Archive (New York University). 50 indexed citations

16.

Hull, John C. & Alan White. (2000). Valuing Credit Default Swaps I: No Counterparty Default Risk. SSRN Electronic Journal. 67 indexed citations

17.

Hull, John C. & Alan White. (2000). Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model. The Journal of Fixed Income. 10(2). 46–62. 47 indexed citations

18.

Hull, John C.. (1986). A NOTE ON THE RISK‐ADJUSTED DISCOUNT RATE METHOD. Journal of Business Finance & Accounting. 13(3). 445–450. 18 indexed citations

19.

Hull, John C. & Graham Hubbard. (1980). LEASE EVALUATION IN THE UK: CURRENT THEORY AND PRACTICE. Journal of Business Finance & Accounting. 7(4). 619–638. 12 indexed citations

20.

Hull, John C.. (1977). The input to and output from risk evaluation models. European Journal of Operational Research. 1(6). 368–375. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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