Catherine Shalen

Former Director at CBOE Research Department

Speaker

Catherine Shalen is an independent researcher interested in the theory and trading of derivatives. She was Director in the CBOE Research Department., where she contributed to the formulation of the CBOE VIX Index to support VIX futures. She also developed the CBOE SKEW Index and several option overlay indexes. Prior to CBOE, she worked at the CBOT and the CME, a trifecta. She also taught finance at UIC. She holds a PhD in finance from the Columbia Graduate School of Business.