Residence Norway Role Author Name Espen Haug | Known for Applied Option Pricing Nationality Norwegian Fields Trader | |
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Institutions Norwegian University of Life Sciences (current), Norwegian University of Science and Technology, J.P. Morgan Chase, Chemical Bank, Paloma Partners, Den norske Bank Alma mater Norwegian University of Science and Technology (PhD), BI Norwegian Business School (Diplomokonom) Thesis Six Essays on Option Valuation and Trading (2006) Books The complete guide to option pricing formulas, Derivatives Models on Models Education Norwegian University of Science and Technology, BI Norwegian Business School |
Espen Gaarder Haug is an author, quantitative trader specializing in options and other derivatives. He is best known for his book The Complete Guide to Option Pricing Formulas, and is a regular columnist for Wilmott.
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He has worked as a trader for J.P. Morgan Chase in New York City, Chemical Banking, Paloma Partners, Tempus Financial Engineering, and Den norske Bank. 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).
He holds a Ph.D. degree from the Norwegian University of Science and Technology (NTNU).
In 2014 he published his theory on physics, which he calls Indivisible Relativity Theory.