Subject: Vince Kaminski Bullet Points
From: [email-masked]
To: [email-masked]
Cc: [email-masked], [email-masked]
Date: Mon, 22 Jan 2001 03:43:00 -0800 (PST)

* 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