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[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]

  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.
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