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.

Coursera

Columbia University

Term-Structure and Credit Derivatives (Coursera)

Economics & Finance Business

Dive deep into the fascinating world of financial markets with our Term-Structure and Credit Derivatives course. This course is designed to provide a thorough understanding of interest rate evolution models and credit derivatives. From term structure lattice models to advanced topics like options, futures, swaps, and swaptions, this course covers it all. Whether you're an aspiring quant or looking to enhance your financial expertise, this course will equip you with the knowledge needed to navigate complex fixed income securities and model calibration.

Sep 7th 2026

5-12 Weeks

Mortgage Mathematics Mortgage-Backed Securities Credit Derivatives

Coursera

Columbia University

Introduction to Financial Engineering and Risk Management (Coursera)

Economics & Finance Business

Embark on a journey into the world of finance with our Introduction to Financial Engineering and Risk Management course. This foundational program is designed for those new to the field, offering insights into critical concepts such as fixed income securities, derivatives, and advanced pricing models. Gain a strong grasp of probability and optimization techniques that are essential for navigating financial markets.

Sep 7th 2026

5-12 Weeks

Risk Management Financial Engineering Pricing

Coursera

Columbia University

Optimization Methods in Asset Management (Coursera)

Economics & Finance Business

Dive into the world of Optimization Methods in Asset Management with this comprehensive online course. Designed for finance professionals and students alike, this course explores essential topics such as portfolio construction, risk management, and the application of advanced analytical tools like Mean-Variance Analysis and Capital Asset Pricing Model (CAPM). Gain practical insights into optimizing your investment strategies and managing risks effectively.

Sep 7th 2026

5-12 Weeks

CAPM Financial Engineering Asset Management

Coursera

Columbia University

Computational Methods in Pricing and Model Calibration (Coursera)

Economics & Finance Business

Dive into the world of financial modeling with our Computational Methods in Pricing and Model Calibration course. This course is designed to equip you with advanced techniques for accurately pricing options and calibrating models, essential skills for professionals in quantitative finance. Learn from expert instructors and apply your knowledge through practical exercises using Python.

Sep 7th 2026

5-12 Weeks

Interest Rates Computational Methods Fourier Transform

Coursera

Columbia University

Advanced Topics in Derivative Pricing (Coursera)

Economics & Finance Business

Dive into the intricate world of derivative pricing with our Advanced Topics in Derivative Pricing course. This course is designed to provide a deep understanding of key models and strategies used in financial markets today. From the foundational Black-Scholes model to advanced concepts like Greeks (delta, gamma, theta, vega, rho), you'll gain valuable insights into how derivatives are priced and managed.

Sep 7th 2026

5-12 Weeks

Financial Engineering Computer Programming Pricing

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