Columbia University Department of Industrial Engineering & Operations Research

Martin Haugh       Lecturer in Discipline, Industrial Engineering and Operations Research, Columbia University       PhD, Operations Research Center, MIT       MSc, University of Oxford, University College Cork
Teaching IEOR E4707 Financial Engineering: Continuous-Time Models: Fall 2009 IEOR E4710  Term Structure Models : Summer 2004, Spring 2005, Spring 2010 IEOR E4602 Quantitative Risk Management: Spring 2010 IEOR E4703  Monte Carlo Simulation : Spring 2002,  Spring 2003,  Fall 2004 IEOR E4706  Financial Engineering: Discrete-Time Asset Pricing : Fall 2002,  Fall 2003,  Fall 2004 IEOR E6703  Advanced Financial Engineering : Spring 2004 Research Interests Financial engineering, Monte-Carlo simulation, dynamic programming, operations management Research Papers
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