Martin Haugh

 

 


 

Professor Martin Haugh is co-Director of the Center for Financial Engineering at Columbia University.


More info: http://www.columbia.edu/~mh2078/




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E.g., 2016-12-03
E.g., 2016-12-03
E.g., 2016-12-03
Dec 5th 2016

Financial Engineering is a multidisciplinary field drawing from finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part I will be on the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities. We will also consider the role that some of these asset classes played during the financial crisis. A notable feature of this course will be an interview module with Emanuel Derman, the renowned ``quant'' and best-selling author of "My Life as a Quant".

Average: 6 (6 votes)
Nov 28th 2016

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some advanced applications of financial engineering including algorithmic trading and the pricing of real options. We will also consider the role that financial engineering played during the financial crisis.

Average: 9.8 (5 votes)