Robert E. Whaley

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Robert Whaley
Robert e whaley.jpg
Occupation Professor
Employer Vanderbilt University
Location Nashville, TN
Website https://rewhaley.com/

Robert E. Whaley is a finance professor at Vanderbilt University's Owen Graduate School of Management.[1]

Whaley is a derivatives expert and developed a number of indices, most notably the Chicago Board Options Exchange's Volatility Index or VIX.

Background

Whaley developed the VIX for the CBOE in 1993. The initial VIX as created by Whaley was a measurement based on the implied volatilities of eight options series on the OEX.[2] (The VIX was overhauled in 2003 to reflect expected volatility based on the S&P 500.) He also developed the CBOE's NASDAQ Volatility Index (VXN) in 2000, the CBOE's NASDAQ-100 BuyWrite Index (BXM) in 2001 and was co-developer of the Nasdaq OMX Alpha Indexes in 2010.

Whaley has editorial roles at a number of finance related journals, authors articles and books and frequently speaks at financial seminars.

He was was awarded the Joseph W. Sullivan Options Industry Achievement Award in 2015.[3]

Whaley travels to Ireland at least two times a year and built a fully functioning Irish-styled pub in his basement.[4][5]

Education

Whaley received a Bachelor of Commerce degree from the University of Alberta in 1975, an MBA from the University of Toronto in 1976 and a Ph.D. from the University of Toronto in 1978.[6]

References

  1. Faculty Directory, Robert E. Whaley. Vanderbilt University.
  2. Derivatives on Market Volatility: Hedging Tools Long Overdue. The Journal of Derivatives.
  3. Robert E. Whaley homepage. Robert E. Whaley website.
  4. Sunday Review: Robert Whaley. The New York Times.
  5. The Whaley Tavern: The Bar. The Whaley Tavern.
  6. Robert E. Whaley curriculum Vitae. Vanderbilt University.