Espen Haug
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Espen Gaarder Haug is an author, quantitative trader and arbitrageur specializing in options and other derivatives. He holds a Ph.D. degree from NTNU (Norwegian University of Science and Technology). He is best known for his book "The Complete Guide to Option Pricing Formulas" 2nd edition McGraw-Hill 2006. He is also a regular columnist for Wilmott Magazine. Espen G. Haug has worked as a trader for J.P. Morgan Chase in New York City, Chemical Banking, Amaranth Advisors, Paloma Partners, Tempus Financial Engineering and Den norske Bank.[citation needed]
Contents |
[edit] Major writings
- (2006) The Complete Guide to Option Pricing Formulas 2nd edition. New York: McGraw-Hill. ISBN 0071389970.
[edit] See also
[edit] References
- Wilmott, Paul (2005). Best of Wilmott 2. New York: John Wiley & Sons. ISBN 0470017384.