Faculty News
Professor Menachem Brenner's creation of the volatility index is featured
—
Excerpt from The Wall Street Journal -- "Menachem Brenner, a finance professor at New York University, and Dan Galai of the Hebrew University of Jerusalem called their version 'Sigma' and say they pitched it to various exchanges years before the Chicago Board Options Exchange rolled out its volatility index in 1993."
Read more
Read more