Financial and Business Analytics
Professor Karl Sigman joined Columbia University’s Industrial Engineering and Operations Research Department in 1987. Professor Sigman was the recipient of the Distinguished Faculty Teaching Award both in 1998 and in 2002. He teaches courses in stochastic models, financial engineering, and queueing theory. Before joining Columbia, Professor Sigman was a postdoctoral associate at the Mathematical Sciences Institute at Cornell University. As of July 2011, Professor Sigman is currently the Director of Undergraduate Programs.
Professor Karl Sigman’s research interests include queueing theory, stochastic networks, point processes, insurance risk, and economics. He has published in numerous journals including Stochastic Processes and Their Applications, Queueing Systems, Journal of Applied Probability, and Mathematics of Operations Research.
Introduction to Stationary Marked Point Processes: An Intuitive Approach. Chapman and Hall.