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John E. Hund Photo

John E. Hund

Visiting Assistant Professor of Finance

McNair Hall, Room 263


Dr. John Hund has been a visiting professor at Rice University since July 2006. Previously, Dr. Hund was a visiting professor at the University of Texas at Austin, where he was an award-winning teacher of advanced corporate finance and fixed income analytics. Dr. Hund was also selected to teach Money and Capital Markets in the Option II Executive MBA program at the McCombs School. Prior to his time at Texas, Dr. Hund was an Assistant Professor in the Finance Group at Tulane University from August, 2000 until August 2004. His research focuses on the estimation of default risk, primarily in emerging markets, as well as the influence of default on corporate decision making. At Tulane, he taught Fixed Income Analytics in the MBA program, Risk Management and Financial Innovation in the undergraduate program, and lectured on asset pricing at the Ph.D. level.

Dr. Hund received his Ph.D. from the Finance Department at the University of Texas at Austin in August, 2000. His dissertation centered on volatility in sovereign debt markets, and measures of sovereign risk. He completed his doctoral coursework in 1994 and was awarded a University Continuing Fellowship and the Lola Wright Foundation Fellowship.

After completing his coursework, Dr. Hund co-founded and comanaged the Financial Engineering Group at BankBoston, the 15th largest bank in the U.S. and a world leader in emerging market debt trading. At BankBoston, he was responsible for developing models and analytics to price and hedge proprietary interest rate, currency, and emerging market structured products and for recommending and marketing hedging strategies to corporate and institutional clients. Dr. Hund also taught both basic and advanced courses in options theory to traders, salespeople and senior corporate bank lending personnel. He was responsible for specifying and supervising risk management and trading systems for high yield bonds, emerging market sovereign instruments and OTC derivatives. He has presented original research at numerous industry conferences sponsored by Risk Magazine, including LatinRisk 1996 and 2000, and was the highest rated speaker at Credit Derivative conferences in New York, London, and Hong Kong. Dr. Hund has been invited to teach training courses in "Correlation Estimation and Trading" and "Advanced Techniquies for Modeling Credit Risk" for Risk Magazine, and has presented at the flagship Risk Congresses in Europe and the U.S. and has published several articles on credit risk. He has consulted for FleetBoston (now BankAmerica) and other money center banks on advanced topics in proprietary analytics for credit and emerging market derivatives. He also serves as an expert witness in legal cases involving derivatives and corporate appropriateness.

Mr. Hund graduated, magna cum laude, from Williams College in 1987 with a B.A. in Political Economy and concentration in Russian, Soviet, and Eastern European Studies and is a member of Phi Beta Kappa. He worked in high yield bond structuring and principal investments groups at Lehman Brothers for several years and was also awarded a doctoral fellowship to study Political Science at The University of California, Los Angeles.