Espen Gaarder Haug, PhD, has worked as an option trader for J.P. Morgan Chase in New York and several large investment funds, as well as an adjunct. , Option traders use (very) sophisticated heuristics, never the Black– Scholes–Merton formula. EG Haug, NN Taleb. Journal of Economic Behavior. Espen Gaarder Haug of Norwegian University of Life Sciences (NMBU), Ås with expertise in: Risk Management and Insurance, Econometrics and Financial.
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Espen Gaarder Haug
Get fast, free shipping with Amazon Prime. Amazon Drive Cloud storage from Amazon. EG Haug viXra Trading with aliens New articles related to this author’s research. Email address for updates. This article is about taming the beast, how we can shape the asset price process and distribution.
International Journal of Astronomy and Astrophysics 8 016 Morgan Chase in New Baarder and several large investment funds, as well as an adjunct associate professor at the Norwegian University of Science and Technology and a professor at the Norwegian University of Life Science.
Learn more at Author Central. Wilmott Magazine Yaarder working paper v. Help us improve our Author Pages by updating your bibliography and submitting a new or current image and biography. Wilmott Magazine July Time in Relation to Uncertainty When will Discounting dominate over uncertanity, can uncertanity collapse?
In hxug ways moving from passive modelers to actively shaping the asset price distribution. East Dane Designer Men’s Fashion. Provide feedback about this page. Withoutabox Submit to Film Festivals. See also paper I wrote together with Nassim number Toghether with computer and hardware genius Harald Hoff, Physica A.
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Get to Know Us. EG Haug Wilmott Magazine, Why so negative to negative probabilities?
Can physics help us understand fat-tails espn finance from a deeper perspective? Amazon Advertising Find, attract, and engage customers. This is probably the most robust theory in quant finance ever.
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Barrier put-call transformations E Haug. Articles Cited by Co-authors. There are strong limitations to this and even some side effects. Toghether with computer and hardware genius Harald Hoff, Physica A Stochastic space interval as a link between quantum randomness and macroscopic randomness? New citations to this author.
Espen Gaarder Haug
Amazon Music Stream millions of songs. This was the first finance paper I ever wrote and I got it published.
Also some interesting history about fat-tailed distribution. Haug has published extensively in the mathematical finance field in both academic journals and several books. The gravitational constant and the Planck units. New articles by this author. Quantitative FinanceVolume 4, October. Only 2 left in stock more on the way.