Derivatives by Espen Gaarder Haug

Derivatives by Espen Gaarder Haug

A high level, theoretical and practical look at the latest and most important derivatives pricing models which will include illustrative comic strips and interviews with top traders. Haug aims to bring (an often dry) subject to life through entertaining cartoons and interviews with practitioners.

Dr Espen Gaarder Haug has more than 15 years of experience in Derivatives research and trading, and has worked for more than 20 years as a trader. Until recently he worked as a proprietary trader in J.P. Morgan New York, and as a derivatives trader for two multi-billion dollar hedge funds; Amaranth Investor and Paloma Partners, located in Greenwich Connecticut. Before that he worked for Tempus Financial Engineering, Chase Manhattan Bank (now J.P. Morgan Chase) and Den Norske Bank.

He is the author of The Complete Guide of Option Pricing Formulas, which has become a reference manual among Wall Street professionals. He has a PhD from the Norwegian University of Science and Technology where he specialized in Option Valuation and Trading and has published extensively in practitioner and academic journals. He is currently considering setting up his own investment company - possibly the first Anti-Hedge fund!

SKU	Unavailable
ISBN 13	9780470013229
ISBN 10	0470013222
Title	Derivatives
Author	Espen Gaarder Haug
Series	The Wiley Finance Series
Condition	Unavailable
Binding Type	Hardback
Publisher	John Wiley & Sons Inc
Year published	2007-05-25
Number of pages	384
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.