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Derivatives: Markets, Valuation, and Risk Management by ROBERT E. WHALEY

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About the Author

Robert E. Whaley is the Valere Blair Potter Professor of Management at the Owen Graduate School of Management, Vanderbilt University. He received his bachelors of commerce degree from the University of Alberta, and his masters of business administration and doctorate degrees from the University of Toronto. His past academic appointments include Duke University, the University of Chicago, and the University of Alberta.

Professor Whaley's current research interests are in the areas of market microstructure, market volatility, hedge fund performance, index construction, and employee compensation. Much of his past work focused on investigations of the effects of program trading on stock prices, the expiration day effects of index futures and options, and the valuation of option and futures option contracts and the efficiency of the markets in which they trade. His research has been published in the top academic and practitioner journals, and he is a frequent presenter at major conferences and seminars. He has also published six books, including a textbook on the theory and applications of futures and option contracts.

Professor Whaley holds a number of editorial positions including Associate Editor of Journal of Futures Markets, Journal of Derivatives, Journal of Risk, Pacific-Basin Finance Journal and Advances in Futures and Options Research. His past editorial positions included Review of Futures Markets, Journal of Finance, Journal of Financial Economics, Management ...

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