@article {Hull1, author = {John Hull}, editor = {Mack, Barbara J.}, title = {Practical Applications of From Derivatives to Mega-Funds: An Interview with John Hull }, volume = {4}, number = {1}, pages = {1--3}, year = {2016}, doi = {10.3905/icbi.2016.4.1.001}, publisher = {Institutional Investor Journals Umbrella}, abstract = {From Derivatives to Mega-Funds: An Interview with John Hull John Hull John Hull , the Maple Financial Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto , is very well known in the field of quantitative finance. He has published dozens of papers and several books, including the classic Options, Futures, and Other Derivatives , which is widely used in university classrooms and trading rooms around the world.Hull{\textquoteright}s work spans a wide range of topics, including interest rates, credit derivatives, volatility and risk management. He will be speaking at the Global Derivatives Trading \& Risk Management Conference and is studying new areas of securitization, as he explained to Institutional Investor Journals in this pre-conference interview.}, issn = {2329-0196}, URL = {https://pa.pm-research.com/content/4/1/1.4}, eprint = {https://pa.pm-research.com/content/4/1/1.4.full.pdf}, journal = {Practical Applications} }