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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New articles by this author. Quantitative FinanceVolume 4, October. Good bye to the point particle hypothesis! Toghether with computer and hardware genius Harald Hoff, Physica A.
Physics > General Physics
There’s a problem loading this menu right now. Lewis Newport Beach Verified email at optioncity. Popularity Popularity Featured Price: In Norwegian only Click here to download pdf file. There are strong limitations to this and even some side effects. The true God particle! Haug gaarder published extensively in the mathematical finance field in both academic journals and several books.
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This is probably the most robust theory in quant finance ever. Verified email at nmbu. Get my own profile Cited by View all All Since Citations h-index 10 10 iindex 13 Felix Salmon comment ReutersAlternative investments jingling around in your pocketPenger er ikke det du tror. English Choose a language for shopping. The system can’t perform the operation now.
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The Philosophy of Randomness: Wilmott Magazine First working paper v. Amazon Inspire Digital Educational Resources. Amazon Renewed Refurbished products with a warranty.
Derivatives Models on Models May 18, International Journal of Theoretical and Applied Finance 4 02, Get to Know Us. He also has a degree in horticulture and has served as a King’s guard.
See also paper I wrote together with Nassim number Copyright Espen Gaarder Haug Infinity all rights reserved. Also some interesting history about fat-tailed distribution.
Espen Gaarder Haug
Time in Relation to Uncertainty When will Discounting dominate over uncertanity, can uncertanity collapse? EG Haug viXra I put outbut this is strongly improved: William Margrabe and Dr.
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