Joe McCauley's papers

Vince,

as promised, these are a couple of references that I have for Joe McCauley's
papers.

http://www.unifr.ch/econophysics/comments/nov_99/is_econometrics.html

http://www.unifr.ch/econophysics/comments/nov_99/paper_of_the_month_dec.html

Whether the specific papers are of interest to what exactly we're doing or
not, I cannot say. On the other hand, given UH's drive to create an
"Econophysics" specialization within the physics department, I thought we
could both help them *and* drive it towards a direction that it could be of
use to us. I think that they would very much like to hear what the Industry
would like to see from such a specialization. Some of the things that have
been discussed as course offerings would be:
Basic physics courses (mechanics, nonlinear dynamics, stat. physics,math
methods)
various finance courses like options, banking, etc.
Statistics, Math Methods, and Statistical Physics (that could teach topics
like BRownian motion, lognormal distributions, fractals, Levy flights, and
statistics of 'large deviations', which are of interest
Comp Science (Java, C++, data structures, algorithms)
Monte Carlo simulations
etc
Setting up some sort of exchange, where at minimum we could get summer
interns from this program, would also be beneficial to both sides. Even
better, a wider collaboration between Enron and the Physics department could
be set up.

After this message,
I will inform Joe McCauley and Larry Pinsky (departmental chair person) of
your suggestions on how to proceed.
I will send Shirley their contact information to arrange for a visit at the
beginning of June.

Thanks,

Yannis