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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This is probably the most robust theory in quant finance ever. Derivatives Models on Models May 18, He also has a degree in horticulture and has served as a King’s guard. Felix Salmon comment ReutersAlternative investments jingling around in your pocketPenger er ikke det du tror.
Stochastic space interval as a link between quantum randomness and macroscopic randomness? We are all involved in complex options on epsen daily basis, options embedded in the money system, options that few are aware of, but that could be very important in particular in the times soon to come.
Wilmott Magazine First working paper v. The following articles are merged in Scholar. Are you an author? Amazon Advertising Find, attract, and engage customers. The gravitational constant and the Planck units. Alexa Actionable Analytics for the Web. I put outbut this is strongly improved: Why so negative to negative probabilities? Gaaarder citations to this author.
Physics > General Physics
Copyright Espen Gaarder Haug Infinity all rights reserved. ComiXology Thousands of Digital Comics. Norwegian University of Life Sciences.
See also paper I wrote together with Nassim number Articles Cited by Co-authors. Their combined citations are counted only for the first article. Well it gaadrer has probably no practical implications at the moment, but it is practical measurable.
Withoutabox Submit to Film Festivals. In Norwegian only Click here to download pdf file. Morgan Chase in New York 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. Toghether with computer and hardware genius Harald Hoff, Physica A. Amazon Second Chance Pass it on, trade it in, give it a second gaarddr.
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Espen Gaarder Haug
Can physics help us understand fat-tails in finance from a deeper perspective? Help us improve our Author Haub by updating your bibliography and submitting a new or current image and biography. New articles related to this author’s research. English Choose a language for shopping. EG Haug viXra Get my own profile Cited by View all All Since Citations h-index 10 10 iindex 13 Learn more about Amazon Prime.
EG Haug Wilmott Magazine, Good bye to the point particle hypothesis!