Message-ID: <32352407.1075857072210.JavaMail.evans@thyme>
Date: Mon, 8 May 2000 07:08:00 -0700 (PDT)
From: yannis.tzamouranis@enron.com
To: vince.kaminski@enron.com
Subject: Joe McCauley's papers
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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
