Martin Haugh
Martin Haugh
Lecturer in Discipline332 S. W. Mudd Building
500 W. 120th Street
New York, New York 10027
Phone: +1 212 854 1802
Fax: +1 212-854-8103
Email:
Martin Haugh originally joined the Industrial Engineering and Operations Research Department in January 2002 after completing his PhD in Operations Research At MIT. He was a faculty member in the IEOR department until June 2005 and during this time his teaching and research focused on financial engineering. He then moved to industry and between 2005 and 2009 worked for high profile hedge funds in both New York and London, specializing in equity and credit derivatives. He returned to academia and the IEOR department in July 2009.
His current research interests include quantitative finance, Monte-Carlo simulation, supply chain management and dynamic programming.