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Date: Mon, 22 Jan 2001 03:43:00 -0800 (PST)
From: vkaminski@aol.com
To: pbristow@riskwaters.com
Subject: Vince Kaminski Bullet Points
Cc: vkaminski@aol.com, vkamins@enron.com
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* Definition of Price Volatility 
* Historical vs. implied vs. model derived volatility 
* Estimation of volatility from historical data in the presence of 
??????- seasonality 
??????- jumps 
??????- fat tails 
* Stochastic volatility models 
* Recent cases of extreme price volatility in the power markets in the US:  
the causes and remedies 
