Jørgen Haug joined NHH in 1999, following completion of his PhD at the same school. He has been a Fulbright Fellow at Wharton, and a visiting scholar at the Haas School of Business. His main research interests are capital markets theory, derivatives, and risk management. Haug has published work on consumption-based asset pricing, derivatives, and accounting economics.
|Haug, Jørgen, Hens, Thorsten, Woehrmann, Peter||Risk aversion in the large and in the small||Economics Letters Volume 118 (2), page 310 - 313, 2013|
|Gaarder Haug, Espen, Haug, Jørgen||Knock-in/out Margrabe||Derivatives : models on models / Espen Gaarder Haug, page 145 - 153, 2007|
|Gaarder Haug, Espen, Haug, Jørgen, Margrabe, William||Asian Pyramid Power||Derivatives : models on models / Espen Gaarder Haug, page 177 - 190, 2007|
|Gaarder Haug, Espen, Haug, Jørgen||Resetting Strikes, Barriers and Time||Derivatives : models on models / Espen Gaarder Haug, page 157 - 164, 2007|
Jørgan Haug teaches courses in asset pricing and derivatives at the masters and PhD levels.