Background
Haug, Espen was born on May 16, 1966 in Drobak, Norway.
( Long-established as a definitive resource by Wall Stree...)
Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. The Second Edition contains a complete listing of virtually every pricing formula_ all presented in an easy-to-use dictionary format, with expert author commentary and ready-to-use programming code. The Second Edition of this classic guide now includes more than 60 new option models and formulas…extensive tables providing an overview of all formulas…new examples and applications…and an updated CD containing all pricing formulas, with VBA code and ready-to-use Excel spreadsheets. The volume also features several new chapters covering such things as: option sensitivities, discrete dividend, commodity options, and two chapters on numerical methods covering trees, finite difference and Monte Carlo Simulation. The new edition of The Complete Guide to Option Pricing Formulas offers quick access to: • Options Pricing Overview • Black-Scholes-Merton • Black-Scholes-Merton Greeks • Analytical Formulas for American Options • Exotic Options Single Asset • Exotic Options on Two Assets • Black-Scholes-Merton Adjustments and Alternatives • Trees and Finite Difference Methods • Monte Carlo Simulation • Options on Stocks that Pay Discrete Dividends • Commodity and Energy Options • Interest Rate Derivatives • Volatility and Correlation • Distributions • Some Useful Formulas: Interpolation, Interest Rates, and Risk-Reward Measures This all-in-one options pricing guide contains a numerical example or a table with values for each option pricing formula. The book also includes a helpful glossary of notations, as well as an extensive bibliography of related books and articles.
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Haug, Espen was born on May 16, 1966 in Drobak, Norway.
He holds a Doctor of Philosophy degree from the Norwegian University of Science and Technology (Norges teknisk-naturvitenskapelige universitet).
He is best known for his book The Complete Guide to Option Pricing Formulas, and is a regular columnist for Wilmott Magazine. Haug is on the faculty of the Certificate in Quantitative Finance where he lectures on practical aspects of derivatives trading. He is also a professor of finance at the Norwegian University of Life Sciences.
Haug is the recipient of the 2004 Wilmott Award: Outstanding Contribution to Quantitative Finance (Implementation).
In 2014 he published his theory on physics which he calls Indivisible Relativity Theory. and Javaheri, A. and Wilmott, P.
( Long-established as a definitive resource by Wall Stree...)
Served in King's Guard, 1986-1987.