Garud Iyengar



Professor Garud Iyengar joined Columbia University’s Industrial Engineering and Operations Research Department in 1998 and teaches courses in asset allocation, asset pricing, simulation and optimization. His research interests include convex optimization, robust optimization, queuing networks, combinatorial optimization, mathematical and computational finance, communication and information theory. Professor Iyengar received a Ph.D. in Electrical Engineering from Stanford University. He also holds a Master of Science in Electrical Engineering from Stanford University and a Bachelor of Technology from the Indian Institute of Technology.


金融工程与风险管理,第 1 部分

金融工程与风险管理,第 2 部分