Program overview

WEDNESDAY MORNING, 27 JUNE 2001

Session M1. Physicists in the Financial Industry.

Wednesday morning, 08:00, Building 10, Room 250

08:00 M1.001 Life as an Ex-Physicist on Wall Street
Emanuel Derman (Managing Director, Firmwide Risk, Goldman, Sachs amp; Co.)
08:40 M1.002 Simple Agent Based Models of Price Dynamics
Doyne Farmer (Santa Fe Institute)
09:20 M1.003 Emperical Laws in Economics Uncovered Using Methods in Statistical Mechanics
H. Eugene Stanley (Center for Polymer Studies and Department of Physics, Boston University)