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. Readers will learn mathematical finance (both the specifics which come from the technical chapters and the general education that comes from seeing how a top practitioner approaches problems). Each chapter will be introduced by a major model, Haug will then go onto explain the model and highlight the latest thinking and trends in the area. There will also be a CD with additional Excel sheets including the mathematical models in the book and also some animated cartoons.
Book Details:
- Author: Espen Gaarder Haug
- ISBN: 9780470013229
- Year Published: 2006
- Pages: 384
- BISAC: BUS036000, BUSINESS & ECONOMICS/Investments & Securities / General
About the Book and Topic:
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. Readers will learn mathematical finance (both the specifics which come from the technical chapters and the general education that comes from seeing how a top practitioner approaches problems). Each chapter will be introduced by a major model, Haug will then go onto explain the model and highlight the latest thinking and trends in the area. There will also be a CD with additional Excel sheets including the mathematical models in the book and also some animated cartoons.
The author is well-known in the industry Interviews & CD Rom Intense current interest in derivative pricing models (from a practical and regulatory perspective).
About the Author
Espen Gaarder Haug is a leading expert on derivatives theory and its practical implications. Haug is currently working as Vice President in the Relative Value Proprietary Trading Group, Global FX. for J.P. Morgan. Prior to joining J.P. Morgan he worked for several years as a senior option trader for Paloma Partners and Amaranth Advisors, a market neutral hedge fund. He has developed systems and tools for options and interest rate derivatives for the Chase Manhattan Bank Derivatives Research and Trading Group (Europe), and worked for several years in Den Norske Bank. He has published numerous articles on options and risk management in academic journals and industry journals. His book The Complete Guide to Option Pricing Formulas has become a standard reference. Haug gives courses on mathematical finance in the UK, speaks regularly at conferences in Europe and contributes regularly to the Wilmott magazine.