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Robert E. Whaley

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Robert E. Whaley is Valere Blair Potter Professor of Management and Director of the Financial Markets Research Center at the Owen Graduate School of Management at Vanderbilt University. [1] Whaley developed the Market Volatility Index (VIX) for the Chicago Board Options Exchange in 1993. [2] [3]

He graduated with a Bachelor of Commerce degree from the University of Alberta in 1975, and an MBA (1976) and PhD (1978) from the University of Toronto. [1] He previously taught at Duke University, the University of Chicago, and the University of Alberta. [4]

References

  1. 1 2 "Robert E. Whaley". Vanderbilt University . Retrieved 21 December 2018.
  2. ↑ "The creator of Wall Street's 'fear gauge' says people don't understand it as well as they should". Business Insider . Retrieved 21 December 2018.
  3. ↑ "Where Volatility Goes to Die". Barron's. Retrieved 21 December 2018.
  4. ↑ Whaley, Robert E. (2 January 2012). Derivatives: Markets, Valuation, and Risk Management. Wiley. p. 960. ISBN   978-0471786320 . Retrieved 14 January 2026.
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