Robert E. Whaley
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[edit]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[edit]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[edit]
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