Columbia University Department of Industrial Engineering & Operations Research

Martin Haugh Industrial Engineering and Operations Research, Columbia University       PhD, Operations Research Center, MIT MSc, University of Oxford, University College Cork
Research My research interests include Financial Engineering, Monte-Carlo Methods and Markov Decision Processes. My research papers can be found here. Teaching IEOR E6703  Advanced Financial Engineering : Fall 2011 IEOR E4707 Financial Engineering: Continuous-Time Models: Fall 2010 IEOR E4710  Term Structure Models : Spring 2012 IEOR E4602 Quantitative Risk Management: Spring 2012 IEOR E4703  Monte Carlo Simulation :  Fall 2004 IEOR E4706  Financial Engineering: Discrete-Time Models : Fall 2004
Contact Information Martin Haugh Department of Industrial Engineering & Operations Research Columbia University 332 S.W. Mudd Building, 500 West 120th Street New York, NY 10027-6902	Email: mh2078 at columbia dot edu Telephone: (212) 854 1802 Fax: (212) 854 8103