Espen Gaarder Haug is a Norwegian author and 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.
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.
The Complete Guide to Option Pricing Formulas 2nd edition. New York: McGraw-Hill. 2006. ISBN 0-07-138997-0.
Derivatives: Models On Models. New York: John Wiley & Sons. 2007. ISBN 0-470-01322-2.