Robert E. Whaley Explained

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]

Notes and References

1. Web site: Robert E. Whaley . . 21 December 2018.
2. Web site: The creator of Wall Street's 'fear gauge' says people don't understand it as well as they should . . 21 December 2018.
3. Web site: Where Volatility Goes to Die . Barron's . 21 December 2018.
4. Book: Whaley . Robert E. . Derivatives: Markets, Valuation, and Risk Management.