Derivatives: Models on Models

Haug is known for his (1997) compilation of standard option pricing formulas. His latest book is a less serious compilation of other derivatives "stuff"—comic strips with Haug as some sort of derivatives superhero, artwork, papers written with or by others, and interviews, several with people recently interviewed in Lindsey and Schachter (2007)—Taleb, Wilmott, Carr, Jackel. There is also a photo of Haug in business suit and dark glasses, posing in front of a Mig-21 jet fighter. The book is entertaining in a bizarre sort of way ...

For similar books, see sections:

Financial Engineering - Basic Theory

Financial Engineering - Intermediate Theory

Math - Financial Math

History - Personal Accounts

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