John Hull的个人网页及相关资料下载
John Hull的个人网页：

http://www.rotman.utoronto.ca/%7Ehull/

主要书籍：
Options, Futures, and Other Derivatives, Seventh Edition：http://www.rotman.utoronto.ca/%7Ehull/ofod/
Fundamentals of Futures and Options Markets, Sixth Edition：http://www.rotman.utoronto.ca/%7Ehull/ifom/
Risk Management and Financial Institutions：http://www.rotman.utoronto.ca/%7Ehull/riskman/rmlist.htm

John Hull相关PAPER下载：http://www.rotman.utoronto.ca/%7Ehull/DownloadablePublications/
PAPER列表：

Interest Rate Derivatives

Using Hull-White Interest Rate Trees,
Journal of Derivatives, Vol. 3, No. 3, (Spring 1996), pp. 26-36 (with Alan White)

The General Hull-White Model and SuperCalibration
Financial Analysts Journal, 57, 6, (Nov-Dec) 2001 (with Alan White)

Forward Rate Volatilities, Swap Rate Volatilities, and the Implementation of the LIBOR Market Model,
Journal of Fixed Income, Vol. 10, No. 3 (Sept 2000), pp 46-62 (with Alan White)

Value at Risk

Value at Risk When Daily Changes are Not Normally Distributed,
Journal of Derivatives, Vol. 5, No. 3, (Spring 1998), pp. 9-19 (with Alan White)

Incorporating Volatility Updating into Value at Risk Calculations,
Journal of Derivatives, Vol. 6, No. 1, (Fall 1998), pp. 5-19 (with Alan White)

Model Risk and Volatility Surfaces

A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model,
Journal of Financial and Quantitative Analysis, Vol. 37, No. 2, (June 2002), pp 297-318 (with Wulin Suo)

Volatility Surfaces: Theory, Rules of Thumb, and Empirical Evidence
Quantitative Finance, 7, 5 (October 2007), pp 507-524 (with Toby Daglish and Wulin Suo)

Employee Stock Options

How to Value Employee Stock Options
Financial Analysts Journal, Vol. 60, No. 1, January/February 2004, 114-119 (with Alan White)

Accounting for Employee Stock Options: A Practical Approach to Handling the Valuation Issues:
Journal of Derivatives Accounting, Vol. 1, No. 1 (2004), pp 3-9. (with Alan White)

Credit Risk and Credit Derivatives

Valuing Credit Default Swaps I: No Counterparty Default Risk,.
Journal of Derivatives, Vol. 8, No. 1, (Fall 2000), pp. 29-40 (with Alan White)

Valuing Credit Default Swaps II: Modeling Default Correlations,
Journal of Derivatives, Vol. 8, No. 3, (Spring 2001), pp. 12-22 (with Alan White)

The Valuation of Credit Default Swap Options
Journal of Derivatives, 10, 3 (Spring 2003) pp. 40-50 (with Alan White)

The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements
Journal of Banking and Finance, 28 (Nov. 2004) pp 2789-2811 (with Mirela Predescu and Alan White)

Merton's Model, Credit Risk, and Volatility Skews
Journal of Credit Risk Vol 1, No 1 (2004) pp 1-27 (with Izzy Nelken and Alan White)

Valuation of a CDO and nth to Default CDS Without Monte Carlo Simulation
Journal of Derivatives,12, 2 (Winter 2004) pp 8-23 (with Alan White)

Bond Prices, Default Probabilities, and Risk Premiums
Journal of Credit Risk, Vol 1, No. 2 (Spring 2005), 53-60 (with Mirela Predescu and Alan White)

The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model
Working Paper, University of Toronto (with Mirela Predescu and Alan White)

Valuing Credit Derivatives Using an Implied Copula Approach
Journal of Derivatives, 14, 2 (Winter 2006) pp 8-28 (with Alan White)

Dynamic Models of Portfolio Credit Risk: A Simplified Approach
Journal of Derivatives, 15, 4 (Summer 2008) pp 9-28 (with Alan White)

Forward and European Options on CDO Tranches
Journal of Credit Risk, Vol 3, No 2 (Summer 2007), 63-73 (with Alan White)

An Improved Implied Copula Model and its Application to the Valuation of Bespoke CDO Tranches
Working Paper, University of Toronto (with Alan White)

The Credit Crunch of 2007: What Went Wrong? Why? What Lessons Can Be Learned
Working Paper, University of Toronto