joe mccauley ' s papers vince ,
as promised , these are a couple of references that i have for joe mccauley ' s
papers .
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
joe mccauley ' s papers
vince ,
as promised , these are a couple of references that i have for joe mccauley ' s
papers .
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