Porteføljeforvalter i J.P. Morgan Chase New York, Paloma Partners (milliard dollar fond) i USA, Den norske Bank Oslo, Trading, Research, Risikostyring.
Erfaring fra handel i internasjonale markeder innen aksjer, valuta, renter og råvarer(metaller, olje, elkraft og soft commodities).
Doktorgrad (PhD) i matematisk finans fra NTNU Trondheim
Gartner fra Dømmesmoen Garnterskole
SELECTED PUBLICATIONS
BOOKS:
Haug, E. G. (2007): "The Complete Guide to Option Pricing Formulas,," McGraw-Hill
Haug, E. G. (2007): Derivatives Models on Modesl, John Wiley and Sons
PAPERS:
Frydenberg, S., Westgaard, S., and Haug, E. G. (2011): "Distribution and Statistical Behavior of Implied Volatility," Business Valuation Review, 29(4) May
Haug, E. G., and Taleb, N. (2011): "Option traders use (very) sophisticated heuristics, never the Black-Scholes-Merton formula," Journal of Economic Behavior and Organization
Haug, E. G. and Stevenson, J., (2009): "Options Embedded in Physical Money," Wilmott Magazine
Haug, E. G., (2009): "The History of Option Pricing and Hedging" a chapter in the new book "Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal" Editors Hafner and Zimmmermann, Spriner Verlag.
Haug, E. G., and Taleb, N., (2009): ""Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula," Wilmott Magazine
Haug, E. G., (2006): "Practical Valuation of Power Derivatives" Wilmott Magazine January
Haug, E. G., (2004): "Why so Negative to Negative Probabilities" Wilmott Magazine Sep/Oct
Haug, E. G., (2004): "Space Time Finance, The Relativity Theory's Implications for Mathematical Finance," Wilmott Magazine
Haug, E. G. and Javaheri, A. and Wilmott, P. (2004): "GARCH and Volatility Swaps," Quantitative Finance, Volume 4, October
Haug, E. G., and Haug, J. and Lewis, A. (2003): "Back to Basics: A New Approch to the Discrete Dividend Problem" Wilmott Magazine, September
Haug, E. G., and Haug, J. and Margrabe, W., (2003): "Asian Pyramid Power" Wilmott Magazine
Haug,. E. G. (2001): "Closed Form Valuation of American Barrier Options," International Journal of Theoretical and Applied Finance
Haug., E. G. (1993): "Opportunities and Perils of Using Option Sensitivities," The Journal of Financial Engineering
Haug., E. G. (1984): "Inntekter," Mikrodata nr 2 |
