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Subject: hello all update : preparations for the upcoming texas finance festival iii are about complete and i just wanted to update you on the hotel reservations information . you will need to make your reservation before march 20 to be assured of getting a room in our reserved block . also , for " counting " purposes i need everyone ' s registration form completed . many of you ( and a lot of new faces ) have already sent them in but some may not have , so . . . lots of fun stuff is planned so come prepared for a very relaxing and productive weekend ! john - announcerev . doc john d . martin carr p . collins chair in finance finance department baylor university po box 98004 waco , tx 76798 254 - 710 - 4473 ( office ) 254 - 710 - 1092 ( fax ) j _ martin @ baylor . edu web : http : / / hsb . baylor . edu / html / martinj / home . html | 0 |
Subject: re : ganapathy ramesh rick , the it person tanya would like to have dedicated to the mg effort is ganapathy ramesh . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 07 / 11 / 2000 02 : 55 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - tanya tamarchenko 07 / 11 / 2000 02 : 41 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : ganapathy ramesh vince , ramesh is he it guy , who can help us with mg var . tanya . | 0 |
Subject: re : enron open positions maruti , what about september 8 , friday ? vince " more " on 08 / 25 / 2000 03 : 27 : 26 pm to : vince j kaminski / hou / ect @ ect cc : subject : enron open positions hello mr . kaminski , can we meet for a quick lunch again at your convenience ? just to bring you up to date about my search for the right opportunity . also i noticed in the risk magazine that enron investment partners and aig have joined treasuryconnect as strategic partners to capitalize on internet - based transaction execution of financial derivatives . i would like to explore if i can be any help to hank finkenstaedt , the director of enron investment partners . please let me know what day and time might be convenient for you . thank you . sincerely , maruti more 832 - 251 - 7267 mmore @ houston . rr . com - - - - - original message - - - - - from : more to : vince j kaminski date : monday , july 10 , 2000 11 : 28 am subject : enron open positions dear mr . kaminski : i would like to explore the opportunity to join enron investment partners . i understand that enron has $ 20 million fund set up to finance start - ups , and gene humphreys and his assistant john godbold are trying to attract minority - owned start - up firms . i also learned that enron has plans to increase the size of this fund to $ 200 million . i can find these opportunities for enron around the globe . given my background as a chartered financial analyst , with hands - on experience in investment management covering financial derivatives , fixed income , and equity , i can be a valuable resource to do the due diligence , origination , valuation , and monitoring of these start - ups . would you please help me arrange a meeting with either gene humphreys , ted murphy , or may be ken lay ? i am pasting below the job opportunities open at enron . i am also interested in these positions and would like to meet with the hiring manager . i will give you a call to follow up . thank you . sincerely , maruti more 832 - 251 - 7267 job 0000104282 details manager / director essential functions : candidates will be responsible for helping facilitate the transaction approval process for domestic and international investments . these investments include , but are not limited to , private equity , project development , venture capital , and structured credits . candidates will work with business developers and underwriters in identifying , understanding , and documenting transaction risks . they will also assist in preparing transaction approval documentation . in addition , they will oversee the valuation , modeling , and simulation process for investments . the primary focus is to identify and measure key risk factors from both a quantitative and a qualitative perspective with an emphasis on fundamental analysis . the candidate must be able to assist in management and training of departmental staff and in formulation of investment valuation policies and procedures . essential requirements : ? strong interpersonal skills ? understanding of transaction structuring and credit risk issues ? understanding of finance and valuation methodologies . ? proficiency with excel cash flow models ? experience with financial statement analysis ? understanding of statistics and simulation techniques ( monte carlo ) . preferred skills : na . special characteristics : the ideal candidate will possess an undergraduate degree in finance , accounting , or economics , and an mba . relevant experience could include credit analysis or valuation / finance experience . manager / director in the risk assessment department of a $ 20 billion energy company . contact : please email resumes to corpjobsl @ enron . com , please refer to job no . 104282 when responding . job id 0000104282 department capital pricing / risk an company corporate staff risk assessment and control location houston , tx type posting date 05 - jun - 00 to submit your resume for this position : online enter your resume id : no resume id ? you can create a resume on - line , deposit it in our database , and receive a resume id using our resume builder . your resume id will allow you to submit your resume once , but route it to up to 20 open positions . enron does not process resumes that are not sent in response to specific positions . if you have an existing resume in electronic format , the resume builder allows you to cut and paste your whole resume . fax our fax number is 1 - 888 - 588 - 7152 . you must tell us which jobs you ' re interested in , or we will not be able to process your resume . write on your resume ( or on a separate page ) all of the jobs ids of the jobs you ' re interested in pursuing . an equal opportunity and affirmative action employer top of page copyright 1997 - 1999 enron corp . all rights reserved . contact us . job 0000104281 details staff / spec / sr spec essential functions : " snapshot " preparation - responsible for preparation of quarterly asset " snapshots " which provides enron ' s senior management with summarized operational and financial information on selected merchant portfolio investments . responsibilities associated with preparation of snapshots include : researching publicly traded companies , calculating key financial data , updating and analyzing graphical summaries of performance , reviewing press releases for recent events data , updating stock prices from bloomberg ? weekly underwriters report - full responsibility for updating and distributing weekly underwriters ' report . involves regular interaction with executive vice president , london office personnel , as well as several vice presidents within underwriting group within rac . ? various projects - will be utilized on special projects on an as needed basis essential requirements : accounting / finance / economics degree with 0 - 4 years business experience . excellent computer skills - excel , powerpoint , bloomberg , word research skills and the ability to interact with a variety of personnel and departments . excellent organization skills . self starter , quick learner . must be team player . good writing skills with the ability to concisely summarize operational and financial results . preferred skills : na . special characteristics : . entry level position with the opportunity to gain familiarity with all of enron ' s portfolio assets . future advancement in asset and portfolio management possible for candidate who exhibits competence and creativity . contact : please email resumes to enajobsl @ enron . com , please refer to job no . 104281 when responding . job id 0000104281 department due diligence / asset mgmt company corporate staff risk assessment and control location houston , tx type posting date 05 - jun - 00 job 0000102789 details sr specialist essential functions : in this position candidates will model , run monte - carlo simulations , evaluate capital investments . these investments will cover a wide range . candidates will be responsible for the validation of models as well as insuring the accuracy and integrity of the model and underlying assumptions . the primary focus will be to provide an objective valuation for an investment by identifying and measuring key risk factors from both a quantitative as well as qualitative perspective . ? understanding of valuation techniques applied to equity or structured financial products . ? understanding of cash flow models and option pricing models . ? proficiency in excel . ? understanding of project finance and risk mitigation techniques . ? experience with financial statement analysis and pro forma statements . ? understanding of statistics and application to financial analysis . essential requirements : na . preferred skills : ? understanding of simulation methodologies such as montecarlo . ? exposure to statistical analysis software such as crystal ball or @ risk . the ideal candidate will possess an undergraduate degree in finance , accounting , or economics and have 2 to 3 years of financial modeling experience and an mba / cpa . special characteristics : na . contact : please do not contact the hiring manager . please no faxes . send resumes via e - mail to corpjobsl @ enron . com or mail to enron , attn : tvasut - eb 3628 , 1400 smith st . , houston , tx 77002 . please refer to job # 102789 job id 0000102789 department capital pricing / risk an company corporate staff risk assessment and control location houston , tx type posting date 17 - mar - 00 - attl . htm | 0 |
Subject: meeting to discuss presentation materials please respond to hello vince and kenneth , my teammates and i would like to schedule a time with you to discuss our presentation materials . we would prefer to meet with you sometime on thursday so that we can have the weekend to include any changes that you may suggest , but we will accommodate your schedules . thank you for all of your help , = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = charles womack jr . mba candidate 2002 rice university jesse h . jones graduate school of management cwomack @ rice . edu cell : 281 - 413 - 8147 | 0 |
Subject: re : rotation information martin , i am working right here with jim irvine and discussed your rotation . you will report to me , with ' client ' reporting role to jim where you will do most of the work . you will remain in houston working on the 19 th floor for now until we find you a place on either 44 th or 45 th . jim irvine will be asking john griebling for network planning office space in houston . you will get an office in that area . jim will work from portland but will hold an office in houston . until the office space on ebs floors happens , you need to remain on the 19 th . we will allocate you to jim ' s & john griebling ' s group full time . you will have ebs computers , cell phone , etc . to be fully connected on the ebs side . you will work initially on the trffic engineering side to support day - to - day fire - fighting like analysis . i will supervise you with repect to guidance on what to do etc . . . jim will direct what will get done . both jim and i will support traffic engineering work but jim is ultimately responsible for deliverables . our technical operational research specialists ( samer , chonawee , and two others from stanford & mit ) will focus on next generation algorithms for ebs . such an algorithm is currently being specified . this will depend on how the trading market will develop . we know that existing off - shelf codes won ' t be sufficient . the development period for these algorithms will anywhere from 3 months to 9 months depending on the complexity . this is in - line with when ebs anticipates trade volumes to really pickup . i hope this helps . regards , ravi . martin . lin @ enron . com 02 / 23 / 00 02 : 06 pm to : ravi thuraisingham / enron communications @ enron communications cc : subject : rotation information ravi , the associate program has a procedure that requires information on new rotations . i just wanted to clarify some details of my rotation to ebs , esp given the retained ties to research . will jim irvine be my supervisor with ebs being the company billed for my time ? that is , will my connection to research be informal and understood , rather than having some actual reporting function ? this is with respect to the a / a pool . thanks , martin | 0 |
Subject: request submitted : access request for mark . breese @ enron . com you have received this email because you are listed as an alternate data approver . please click approval to review and act upon this request . request id : 000000000005820 approver : stinson . gibner @ enron . com request create date : 10 / 26 / 00 2 : 27 : 45 pm requested for : mark . breese @ enron . com resource name : \ \ enehou \ houston \ common \ research - [ read / write ] resource type : directory | 0 |
Subject: re : lacima energy and weather derivatives courses by clewlow and strickland julie , a few issues . 1 . i would like to register 2 members of my group for both courses ( in houston ) : a . paulo issler b . alex huang i shall attend the course on weather only . 2 . i have started the process to issue a check for 5 , 000 aud for lacima . shirley sent you an update on this . the 2 nd installment comes from the budget of our office in australia . i shall talk to paul quilkey today about it . please , let me know if there is any delay . 3 . the book will be used as textbook for the class i shall be teaching at rice . rice univ bookshop is placing an order . 4 . i would like to order 50 copies for my group . what is the ebst way to place the order ? can we pay in us dollars ? vince " julie " on 11 / 12 / 2000 02 : 05 : 40 pm to : cc : subject : lacima energy and weather derivatives courses by clewlow and strickland please find attached information ? for our next two courses and workshops : ? energy derivatives : ? pricing and risk management and weather derivatives , which will be conducted in houston and in london in feb / march 2001 . ? instructors will be dr les clewlow and dr chris strickland . ? because the course requires intense interaction , the courses will be ? limited to a maximum of 15 people , so early registration is encouraged . ? if you require further information , or would like to register for either or both ? courses , please contact me via this email or our web site , ? www . lacimagroup . com - energy . pdf - weather . pdf | 0 |
Subject: re : starting date : jan 8 th , 2001 vince : fyi - wichai is joining on jan 8 th . osman will take care of him until my return . krishna . - - - - - - - - - - - - - - - - - - - - - - forwarded by pinnamaneni krishnarao / hou / ect on 12 / 19 / 2000 03 : 34 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - pinnamaneni krishnarao 12 / 19 / 2000 02 : 54 pm to : osman sezgen / hou / ees @ ees cc : subject : re : starting date : jan 8 th , 2001 osman : can you request the desk & computer for wichai ? dennis has knows about wichai coming in january . thanks , krishan . - - - - - - - - - - - - - - - - - - - - - - forwarded by pinnamaneni krishnarao / hou / ect on 12 / 19 / 2000 02 : 52 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - pinnamaneni krishnarao 12 / 19 / 2000 02 : 52 pm to : " wichai narongwanich " @ enron cc : subject : re : starting date : jan 8 th , 2001 dear wichai : good to hear from you and glad you will be here soon . i will be on vacation in january . when i am gone you will report to osman sezgen who you have met when you were here in houston . please get in touch with him when you come here . his phone number is ( 713 ) 853 - 5485 . if you have any problems , contact our assistant shirley crenshaw at ( 713 ) 853 - 5290 . best wishes , krishna . " wichai narongwanich " on 12 / 19 / 2000 01 : 51 : 40 pm to : cc : subject : starting date : jan 8 th , 2001 dear dr . krishna , as mentioned during the interviewing process , i plan to start working under your supervision on earlier january . i ' m now ready to start working with your on jan 8 th , 2001 . i have been in contact with the human resource department to set up the working permit and relocation . i have received the optional practical training valid from jan 8 th , 2001 to jan 7 th , 2002 . i will go down to houston to look for an apartment this weekend . by the way , i heard from seksan , currently working under your supervision , that you will be on vacation soon and will come back to work again late january . therefore , i would like to whether who should i report with on my starting date ? or do you have any recommendation for me to prepare for the new work ? please , advise . best regards , wichai narongwanich - - - - - original message - - - - - from : pinnamaneni . krishnarao @ enron . com sent : tuesday , june 20 , 2000 1 : 21 pm to : wichai @ engin . umich . edu subject : re : resume for sr . specialist / manager - research position dear mr . narongwanich : you have an impressive background . what is your availability in terms of timing ? we are looking for somebody to join our group fairly soon ( weeks rather than months ) . thank you , p . v . krishnarao " wichai narongwanich " on 06 / 19 / 2000 09 : 17 : 35 am to : cc : subject : resume for sr . specialist / manager - research position dear mr . krishnarao , i received information about this job opportunity describe below by boo lee , an alumni of financial engineering program here in the university of michigan . the position is very interesting and relevant to my background ( pursuing ph . d . operations research with real options interest , completed mse financial engineering , mse industrial and operations engineering , have been working on ms - excel with vba for 4 years ) i attach my resume in ms - word document in this mail . if you need further information , please don ' t hesitate to contact me . sincerely , wichai narongwanich wichai narongwanich ph . d . candidate , ioe dept . research assistant , meam dept . university of michigan sr . specialist / manager - research position description : fulltime position as a member of the research group at enron supporting commodity risk management activities in enron energy services . the selected person will be working closely with the deal makers and risk - managers to develop and support quantitative models for pricing and risk management . responsibilities : responsibilities include analyzing data and developing models for valuing commodity ( or commodity - related ) contracts , options embedded in or real options associated with long term energy management contracts , forecasting customer loads , and managing risks associated with energy contracts . qualifications & skills : masters / doctorate degree in a quantitative field ( mathematics , statistics , operations research , econometrics / finance ) with experience or course work in statistics , data analysis and mathematical modeling . must have excellent computer skills and be able to function in a dynamic , unstructured environment . coursework in statistics / econometrics and basic finance preferred . proficiency in excel including vba . familiarity with access & visual basic . knowledge of risk management or energy markets a plus . place of work : houston contact : email resumes to pkrishn @ enron . com ( p . v . krishnarao ) ( see attached file : resume . doc ) | 0 |
Subject: re : enron weather research good afternoon mike : i certainly am interested in determining if there may be a potential fit there at enron . i am very enthusiastic to apply my finance and meteorology backgrounds in a market - based environment that is driven to achieve unprecedented efficiencies . attached are two documents : 1 ) a business - focused resume , and 2 ) an abbreviated meteorology cv . graduate meteorology coursework included advanced atmospheric dynamics i and ii , advanced physical meteorology , boundary layer modeling , numerical modeling , research methods in meteorology , and turbulence . i will look forward to hearing from you . sincerely , greg hunt - - - - - original message - - - - - from : to : cc : ; ; sent : friday , april 27 , 2001 9 : 12 am subject : enron weather research > > greg , > > hello , and by way of introduction , we were forwarded your e - mail address by > heather thorne . > > i understand you have an m . s . in meteorology as well as an m . b . a . in > finance , and have done some research at livermore . > > i ' d be happy to learn more about your activities , and , if you are > interested , to see if there may be a potential fit here at enron . > > can you e - mail your resume with a description of your coursework and > research activities ? > > looking forward to hearing from you , > > mike roberts > vice president - research > - greg hunt _ resume _ 4 - 27 - 01 . doc - greg hunt _ cv _ meteorology _ 4 - 27 - 01 . doc | 0 |
Subject: re : message from samer takriti samer , i am glad this problem has been taken care of . hope everything is going well for you . i shall get in touch with you before coming to new york city . happy holidays an the best of luck . vince shirley crenshaw 12 / 11 / 2000 08 : 13 am to : vince j kaminski / hou / ect @ ect cc : subject : message from samer takriti vince : samer asked me to forward this to you ( he was using the wrong email address ) . i will forward him the correct address . shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 12 / 11 / 2000 08 : 11 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " samer takriti " on 12 / 08 / 2000 10 : 01 : 49 am to : shirley . crenshaw @ enron . com cc : subject : shirley , my message to vince keeps coming back . could you please forward it to him ? thanks . - samer - - - - - - - - - - - - - - - - - - - - - - forwarded by samer takriti / watson / ibm on 12 / 08 / 2000 11 : 01 am - - - - - - - - - - - - - - - - - - - - - - - - - - - delivery failure report your document : was not vince . kaminsky @ enron . com delivered to : because : 550 5 . 1 . 1 . . . user unknown _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ to : cc : from : date : 12 / 07 / 2000 05 : 52 : 45 pm subject : vince , how are you ? i apologize for not contacting you earlier . we bought a small house and it is consuming all of our time . we also adopted a little puppy which proved to be a lots of work . believe it or not , i have not had the chance to visit ny city yet ( i was there once briefly to drive to the airport ) . i just received the check for the airline ticket . thank you for taking care of this issue quickly . shirley was , once again , superb . take care . hope you have great holidays . if you happen to be in the ny area , please let me know . perhaps we can have lunch or a drink together . - samer | 0 |
Subject: mit student ' s thesis writeups hi vince , krishna & i talked to this student while were at sycamore networks . he appears to be very qualified for our ebs analytics group . sycamore has a professional services team that provides consulting on network optimization modeling , etc . they do this to push their products , etc . . . . one of the professional in that group highly recommended this student . we are currently working with the same professional at sycamore to perform our intial network design analysis ( since the deadline was today ! ) . i have arranged for the mit student ' s visit to houston along with the two standford students this month . i have handed over the task of arranging such visits to elisabeth grant . she will arrange everything and charge our rc so that we can allocate to john griebling later . stinson and i think that is the most effective way of doing this . regards , ravi . - - - - - forwarded by ravi thuraisingham / enron communications on 02 / 07 / 00 01 : 16 pm - - - - - salal @ mit . edu 02 / 04 / 00 08 : 33 am to : pkrishan @ enron . com cc : ravi thuraisingham / enron communications @ enron communications , brett . leida @ sycamore . net subject : writeups hi krishan , ravi , i apologize for the delay in mailing the writeups - - some unforeseen complications completely shot the last 1 - 1 / 2 day . i am attaching pdf versions of : 1 . the first two chapters of my thesis , which should help get a sense of what we are trying to do . 2 . two more technical modeling writeups for services i am attempting to model . the writeups are , as i mentioned before , works in progress , and incomplete , and therefore i apologize in advance for confusions that might arise . i also request that you not circulate these widely for obvious reasons . thanks very much , salal salal humair massachvsetts institvte of technology operations research center rooms e 40 - 130 , 5 - 332 a x 3 - 3014 , x 5 - 9727 - expexp . pdf - fedex . pdf - thesis . pdf | 0 |
Subject: resume of phil roan , koch weather desk shirley , phil roan , the quantitative analyst from koch ' s weather derivatives group will be here on the afternoon of friday june 16 , beginning say , at 1 : 30 or 2 : 00 . vince asked me to ask you to put a set of interviews together ( as i understand , vince himself will be unavailable that day ) . mark tawney should see him ; someone from weather marketing and / or structuring should see him , e . g . gary taylor and / or michael nguyen ; some more people from research should grill him on technical and meteorology issues , e . g . vasant and / or zimin as well as mike roberts or someone on his team . phil has only been a " quant " since the departure of koch ' s previous weather quant in february ; before that he was koch ' s weather " risk manager " . i am still not sure what the distinction means , but we do need to find out how much he knows about option pricing and meteorology . even though his expressed desire is to focus on weather derivatives , we should also assess how useful he would be from research group ' s perspective , since research will likely be his official home . finally , jere overdyke and / or someone else from his group ( george carrick , if available ) should also get a chance to meet with him . i ' ve already spoken with phil , but i ' d like to sit in with either vasant or zimin or mike when they interview him , since i wasn ' t able to ask any technical questions . if i ' m counting correctly , that should amount to five interview sessions , perhaps less if we interview in groups of two . phil ' s resume is enclosed below . joe p . s . i will also forward this to jason sokolov . he will let you know if any people from rac would also like to meet with him . - - - - - - - - - - - - - - - - - - - - - - forwarded by joseph hrgovcic / hou / ect on 06 / 07 / 2000 08 : 40 am - - - - - - - - - - - - - - - - - - - - - - - - - - - to : vince j kaminski / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , joseph hrgovcic / hou / ect @ ect , stinson gibner / hou / ect @ ect cc : subject : resume of phil roan , koch weather desk - - - - - - - - - - - - - - - - - - - - - - forwarded by jason sokolov / hou / ect on 06 / 05 / 2000 01 : 54 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " roan , philip " on 06 / 05 / 2000 08 : 33 : 00 am to : " jason sokolov ( e - mail ) " cc : subject : jason , here ' s the attachment we discussed . i ' ll call you this afternoon . phil roan roanp @ kochind . com ( 713 ) 544 - 7469 > - - - - - original message - - - - - > from : proan @ mindspring . com [ smtp : proan @ mindspring . com ] > sent : sunday , june 04 , 2000 8 : 07 pm > to : pr @ work > subject : > > > - philip f roan . doc | 0 |
Subject: year end 2000 performance feedback note : you will receive this message each time you are selected as a reviewer . you have been selected to participate in the year end 2000 performance management process by providing meaningful feedback on specific employee ( s ) . your feedback plays an important role in the process , and your participation is critical to the success of enron ' s performance management goals . to complete requests for feedback , access pep at http : / / pep . corp . enron . com and select perform review under performance review services . you may begin providing feedback immediately and are requested to have all feedback forms completed by friday , november 17 , 2000 . if you have any questions regarding pep or your responsibility in the process , please contact the pep help desk at : houston : 1 . 713 . 853 . 4777 , option 4 london : 44 . 207 . 783 . 4040 , option 4 email : perfmgmt @ enron . com thank you for your participation in this important process . the following is a cumulative list of employee feedback requests with a status of " open . " once you have submitted or declined an employee ' s request for feedback , their name will no longer appear on this list . review group : enron feedback due date : nov 17 , 2000 employee name supervisor name date selected - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - andrews , naveen c rudi c zipter oct 31 , 2000 baxter , ashley david davies nov 02 , 2000 campos , hector o peyton s gibner nov 06 , 2000 carson , richard l richard b buy oct 30 , 2000 crenshaw , shirley j wincenty j kaminski oct 26 , 2000 gandy , kristin h celeste c roberts nov 01 , 2000 gorny , vladimir theodore r murphy ii nov 02 , 2000 kindall , kevin vasant shanbhogue oct 30 , 2000 lamas vieira pinto , rodrigo david port oct 31 , 2000 raymond , maureen j wincenty j kaminski nov 02 , 2000 supatgiat , chonawee peyton s gibner oct 27 , 2000 tamarchenko , tanya v vasant shanbhogue oct 26 , 2000 villarreal , norma e sheila h walton oct 26 , 2000 walton , sheila h david oxley oct 27 , 2000 yaman , sevil vasant shanbhogue oct 27 , 2000 yuan , ding richard l carson oct 31 , 2000 | 0 |
Subject: re : resume of carla di castro vince , we have many associates that we have to place within business units . thereafter , if there are additional hiring needs , we will consider her resume . regards , shannon vince j kaminski 03 / 16 / 2000 05 : 32 pm to : shannon rodgers / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : resume of carla di castro shannon , i realize that the program is full . if i find a group interested in her , would you consider re - inviting her ? vince shannon rodgers 03 / 16 / 2000 01 : 52 pm to : vince j kaminski / hou / ect @ ect cc : subject : resume of carla di castro vince , thank you for forwarding the resume of carla di castro . currently , our summer associate internship program is full . i have responded to carla to inform her of the program ' s status . regards , shannon | 0 |
Subject: acceptance of offer sir , i have decided to accept your offer of employment here at enron . please let me know how i can help with the " hiring - on " process . may i ask what is the effective hire date ? that information will help me when i switch over from prostaff . thank you for this wonderful opportunity ! sincerely , sam smith | 0 |
Subject: re : lunch with it and credit tanya , yes , we were talking about wednesday . my mistake . wednesday , april 19 works for me . let ' s do it then . vince tanya tamarchenko 04 / 10 / 2000 02 : 13 pm to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : lunch with it and credit shirley , here is the list of people who is going to attend this lunch : credit : bill bradford , tanya rohauer , debbie bracket ( 3 ) ; research : vince kaminski , grant masson , vincent tang , tanya tamarchenko ( 4 ) ; it : jonathan le , ganapathy ramesh , winston jia , virendra patel , andrew champion ( and may be a few more , jonathan promised to get back with me with the headcount ) ; risk control : rudi zipter , ted murphy ( 2 ) . i understand that we were going to go not on 14 th , but next week . vince : would you like to do it on wednesday , april 19 , or friday , april 21 ? shirley , can you , please , make a reservation after vince ' s reply ? thank you , tanya . vince j kaminski 04 / 05 / 2000 02 : 51 pm to : tanya tamarchenko / hou / ect @ ect cc : shirley crenshaw / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : lunch with it and credit tanya , can you coordinate , in my absence , the lunch with it and credit . we need the body count and reservation at the restaurant for the 14 th . vince | 0 |
Subject: zero curve generator for uk gilts anjam , here is the model for fitting the term structure of uk gilts . the basic idea is as follows : dirty price _ { ith gilt } = sum _ { j } c _ { i } / 2 * discount factor ( t _ { j , i } ) + 100 * discount factor ( t _ { ni , i } using a five parameters analytical form for the discount factors , and minimizing the sum of absolute errors , i can derive a smooth zero curve . the model needs an initial guess for the parameters , this may require some experience . the log file can help you to see how well the optimization works . let me know if you have any questions . zimin | 0 |
Subject: re : nick bambos sounds great . let me know how i can help . tom vince j kaminski @ ect 02 / 28 / 00 11 : 42 am to : thomas d gros / hou / ect @ ect cc : ravi thuraisingham / enron communications @ enron communications , vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect subject : nick bambos tom , i got sick and had to reschedule the meeting with nick bambos . i shall meet him on saturday this week . i shall talk to him about the following : 1 . financing research projects by graduate students ( $ 100 k per year , spread over several projects ) 2 . inviting nick to visit enron 3 . i can mention the possibility of nick consulting for us . given his status , involvement in the internet 2 project , and views that closely parallel enron ' s vision , it makes sense to have him working for us . he could be a very effective voice supporting our initiatives . please , let me know what you think . vince | 0 |
Subject: stephen bennett vince , for your use as per our discussions - - - mike - - - - - - - - - - - - - - - - - - - - - - forwarded by mike a roberts / hou / ect on 12 / 09 / 2000 10 : 32 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : mike a roberts 12 / 09 / 2000 10 : 33 am to : vince j kaminski / hou / ect @ ect cc : subject : stephen bennett stephen bennett , professional meteorologist , was hired into the research group in september of this year as a specialist based on salary alignment criteria . in retrospect , and upon review , he should have been hired on as a senior specialist . after coming on board . it rapidly became apparent that stephen was clearly an " under hire . " he is well - deserving of an immediate promotion ( really more of a correction ) and pay raise , to be made retroactive at least to the lst of this month . this memo outlines the circumstances surrounding this hiring error and provides detailed justifications for this retroactive " promotion . " at the time of the interview process , there was no position in enron designated as " professional meteorologist . " in fact , the most recent similar hire prior to that date was jose marquez , also a professional meteorologist , who was hired in , based on salary alignment criteria , as a manager . while functionally , both these men are meteorologists , enron has no such job classification . compounded by the urgency in bringing on additional professional expertise in short time order , it was difficult to peg the proper enron classification appropriate for this new position . this original uncertainty and resulting misplacement of stephen into the specialist category , rather than the senior specialist category , needs to be corrected at this time . although a " new - hire " to enron , stephen bennett has extensive work experience . he has worked as a professional meteorologist at both the weather services corporation in boston and at the weather channel in atlanta . he came to enron well - referenced by both those organizations , needing no further training and only minimal supervision . once aboard here in houston , stephen immediately demonstrated the core enron values with our unique sense of urgency . after only a week , he assumed responsibilities normally reserved for someone actually at even a manager level - he was assigned and fully took over the critical afternoon weather briefings to the gas traders . this includes analysis and report preparation as well as presentation . also in the presentation arena , he now regularly briefs various desks in the morning and throughout the day . stephen is a master of communication and particularly adept at conveying what through other messengers might otherwise seem confusing or ambiguous . stephen has also demonstrated an unusually high level of self - initiative . he designed , implemented , and now maintains several sub - sites on the research web page which he tailored to various customers - in specific : the weather derivatives team , the agricultural team , and most recently , the crude and liquids team . i have recently assigned stephen to spearhead our conversion and major upgrade of this web page . these above described accomplishments are above and beyond stephen , s regular duties which include starting work at 5 am daily , reliably and without fail , to assemble and prepare our trader , s weather report . recently , with the advent of extended hours for both nymex and enrononline , stephen voluntarily on his own accord , assists in our new sunday weather support effort . as his supervisor , fully cognizant of his already standard 50 + hour work week , i do not solicit , but readily accept , this above and beyond expectations assistance . in review , the circumstance which resulted in this under hire condition was enron , s immediate need for a non - standard , fairly unique professional - a meteorologist , coupled with stephen , s desire to work for our company in spite of the absence of a hierarchy which included the exact entitled professional title reflecting his chosen career path . . once hired , stephen has clearly demonstrated through contribution and performance that he is well - deserving of this immediate and retroactive promotion . | 0 |
Subject: re : other matters kate wagner is setting up a happy hr . for him on friday . i will let you know details . also , i think andrea is having a brunch on sunday . mr vince j kaminski 04 / 27 / 2000 07 : 22 am to : mark ruane / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : other matters mark , i called rick to let him know . it ' s not an interview yet . aram is coming for a wedding but i think he wants to explore the opportunity of coming back to enron . the conversation may lead to an interview at some point . he will talk to andrea as well . do you plan to organize something for aram ? i would be glad to join . vince from : mark ruane 04 / 26 / 2000 05 : 53 pm to : vince j kaminski / hou / ect @ ect cc : subject : other matters i heard that you were going to be interviewing aram ? what ' s the job ? mark | 0 |
Subject: re : pending approval for ibuyit request for wincenty ( vince ) kaminski : eva : remedy 412144 raul , raul , vince kaminiski is requesting acces to the technical view for catalog along with the ibuyit approval role . this is pending your approval . please send your response to sap security . thanks ! shirley crenshaw @ ect 04 / 19 / 2001 03 : 01 pm to : sapsecurity @ enron . com cc : vince j kaminski / hou / ect @ ect subject : ibuyit form attached please find the completed form for vince kaminski , managing director , research group . he will be approving all purchases for cost center 107043 . - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 19 / 2001 02 : 58 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : debbie skinner / enron @ enronxgate on 04 / 19 / 2001 02 : 52 pm to : shirley crenshaw / houston / eott @ eott , shirley crenshaw / hou / ect @ ect cc : subject : ibuyit form hi shirley there were two shirleys , so sending to both isc help desk | 0 |
Subject: re : punit rawal ' s interview with enron kim : the interviews conducted on february 2 are just exploratory interviews to see where punit might fit within enron . vince thought he might fit in john ' s group . the title and $ $ amount will not be determined until it is decided where he should be ( if at all ) . if john is interested after the interview , then he and vince can get together to discuss $ $ and title . if you or john have any other questions , please let me know . thanks ! shirley 3 - 5290 to : shirley crenshaw / hou / ect @ ect cc : subject : re : punit rawal ' s interview with enron shirley , it is to my understand that vince is bringing in punit for a day of interviews . john has agreed to meet with him on february 2 . please inform vince and have vince get with john on what his title / $ $ will be . thanks k kim hillis enron americas office of the chairman phone : 713 - 853 - 0681 fax : 713 - 646 - 3227 shirley crenshaw 12 / 21 / 2000 11 : 03 am to : kimberly hillis / hou / ect @ ect cc : subject : punit rawal ' s interview with enron kim : punit is a carnegie mellon student that will be graduating with an ms in computational finance in may 2001 . several of our guys interviewed him at carnegie mellon recently and were very impressed . vince says that he is definately a trading candidate . would john be interested in interviewing him ? i am attaching his resume for you to look over and then let me know if john would be interested . thanks ! have a merry christmas ! shirley - punit + rawal + newresume . doc | 0 |
Subject: re : real options thanks vince . paul q and raymond y will also attend the call . regards paul vince j kaminski @ ect 02 / 04 / 2001 11 : 16 pm to : paul smith / enron _ development @ enron _ development cc : stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect , paul quilkey / enron _ development @ enron _ development , raymond yeow / enron _ development @ enron _ development subject : re : real options paul , we have done a lot of work in this area . i shall call you later today ( monday my time ) , tuesday morning your time with some recommendations . vince p . s . shirley , please send a real options binder to paul . vince from : paul smith @ enron _ development on 03 / 30 / 2001 08 : 42 am zel 0 to : vince j kaminski @ ect cc : paul quilkey / enron _ development @ enron _ development , raymond yeow / enron _ development @ enron _ development subject : real options vince , the sydney office is currently evaluating a proposal that involves an option to participate in building a wind farm . should this proceed , we would like to mark this option " to market " . have the research group completed any work on methods for booking and remarking real options ? alternatively , do you have any suggestions as to the best way to value , and book , real options fairly ? regards paul smith | 0 |
Subject: re : mit / aa lab - next meeting amy , i think that rick causey wants simply to obtain more information to make a reasonable decision . we should cancel the meeting for the time being and let rick obtain clarification of some issues from aa . i would agree that aa came up with a rather vague concept of what they want to accomplish . vince to : vince j kaminski / hou / ect @ ect cc : subject : mit / aa lab - next meeting vince : can you shed any light on this ? i ' m confused ( really confused ) . . . . do you think this means the decision to go ahead / not is going to be made only by kean , buy and koening ? and do you think this means that we shouldn ' t meet on thurs ? personally , i think enron really needs to meet on thurs to buckle down and start developing some idea of needs / wants with regard to the outcomes of the lab . from a practical perspective , if we can ' t get what we want from this whole thing , rick ' s issue of " where aa is going with this " is really a mute point , isn ' t it ? so a working meeting might really be worth the effort . would appreciate your insight and advice . thanks . amy - - - - - - - - - - - - - - - - - - - - - - forwarded by amy oberg / hou / ees on 08 / 07 / 2000 09 : 15 am - - - - - - - - - - - - - - - - - - - - - - - - - - - richard causey @ enron 08 / 07 / 2000 09 : 07 am to : amy oberg / hou / ees @ ees cc : subject : re : mit / aa new value research lab i have discussed with aa and they are following up . if i am the agenda , i would cancel the meeting and when i hear from aa , i will e mail everyone . i would suggest we not hold a meeting until kean , buy , koenig and i can all come so that we can truly move forward ( or decide not to ) . let me know what you decide . thanks . rick to : richard causey / corp / enron @ enron cc : subject : mit / aa new value research lab rick : just wanted to highlight that you are the agenda for this meeting ( see initial notice , agenda ) . let me know if there ' s anything i can do for you . amy - - - - - - - - - - - - - - - - - - - - - - forwarded by amy oberg / hou / ees on 08 / 07 / 2000 08 : 19 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron energy services from : carol moffett 08 / 03 / 2000 04 : 21 pm phone no : 713 - 853 - 6658 phone 888 - 782 - 3518 pager eb 613 b to : richard causey / corp / enron @ enron , marie hejka / corp / enron @ enron , steven j kean / hou / ees @ ees , amy oberg / hou / ees @ ees , mark palmer / corp / enron @ enron , mark ruane / hou / ect @ ect , vince j kaminski / hou / ect @ ect , rick buy / hou / ect @ ect , mark koenig / corp / enron @ enron cc : sharron westbrook / corp / enron @ enron , christie connell / corp / enron @ enron , maureen mcvicker / hou / ees @ ees , laura gutierrez / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , karen k heathman / hou / ect @ ect , joannie williamson / corp / enron @ enron subject : meeting confirmed : mit / aa new value research lab this will confirm the meeting requested below . please note , all invitees are not available , but the confirmed meeting time is the best time for most of the invitees . date : thursday - august 10 time : 11 : 00 a to noon place : conference room 4741 confirmed attendees : rick causey marie hejka steve kean amy oberg mark palmer mark ruane thanks for your help , everyone . - - - - - - - - - - - - - - - - - - - - - - forwarded by carol moffett / hou / ees on 08 / 03 / 2000 04 : 03 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - enron energy services from : carol moffett 08 / 02 / 2000 03 : 44 pm phone no : 713 - 853 - 6658 phone 888 - 782 - 3518 pager eb 613 b to : ginger dernehl / hou / ees @ ees , shirley crenshaw / hou / ect @ ect , karen k heathman / hou / ect @ ect , sharron westbrook / corp / enron @ enron , laura gutierrez / hou / ect @ ect , laura valencia / corp / enron @ enron , patty pennington / enron communications @ enron communications cc : steven j kean / hou / ees @ ees , vince j kaminski / hou / ect @ ect , rick buy / hou / ect @ ect , richard causey / corp / enron @ enron , mark ruane / hou / ect @ ect , mark koenig / corp / enron @ enron , mark palmer / corp / enron @ enron , amy oberg / hou / ees @ ees , marie hejka / corp / enron @ enron subject : meeting request : mit / aa new value research lab good afternoon . i am assisting amy oberg with setting up a meeting among the individuals listed below . would you be so kind as to review their calendars and let me know if they are available during any of the suggested meeting times . meeting topic : mit / aa new value research lab meeting purpose : follow up to discussion from 8 / 1 / 00 ; rick causey to brief group on conversations w / aa regarding " where they intend to go with this effort " . attendees : steve kean vince kaminski rick buy rick causey mark ruane mark koenig mark palmer amy oberg marie hejka suggested meeting dates and times : thursday - august 10 anytime between 8 : 00 a and 10 : 00 a thursday - august 10 11 : 00 to noon friday - august 11 anytime between 8 : 00 a and 9 : 30 a friday - august 11 1 : 00 p to 2 : 00 p thank you . | 0 |
Subject: ibuyit form attached please find the completed form for vince kaminski , managing director , research group . he will be approving all purchases for cost center 107043 . - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 19 / 2001 02 : 58 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : debbie skinner / enron @ enronxgate on 04 / 19 / 2001 02 : 52 pm to : shirley crenshaw / houston / eott @ eott , shirley crenshaw / hou / ect @ ect cc : subject : ibuyit form hi shirley there were two shirleys , so sending to both isc help desk | 0 |
Subject: re : confirm participation at real options conference at cambridge u . - urgent vince can you please check with steve leppard and ask him to confirm , and send to me his position and title of his talk ( if different from yours ) ? thanks very much again lenos at 05 : 14 _ _ 04 / 19 / 00 - 0500 , you wrote : > > > lenos , > > my busy schedule does not allow me to attend . > > i would like , however , to recommend my colleague who works > in london , steve leppard . > he can make a very interesting and original presentation on real options . > please , let me know what you think . > > vince > > > > > > > lenos trigeorgis on 04 / 18 / 2000 09 : 29 : 18 pm > > to : lenos . trigeorgis @ rogroup . com > cc : ( bcc : vince j kaminski / hou / ect ) > subject : confirm participation at real options conference at cambridge > u . - urgent > > > > the attached file contains the tentative program for two back - to - back real > options conferences ( a professional one for july 5 - 6 , and the standard > annual academic one for july 7 - 8 ) at cambridge u . > > your name has been provisionally included on the program . please check all > the information relating to you and confirm your participation as listed > ( or advice us of desired changes immediately ) . > > thank you . > > lenos > > > > attachment converted : " c : \ drive _ e \ eudora \ attach \ 4 thconfsessionsl 2 . doc " > > > lenos trigeorgis > professor of finance > university of cyprus > dept of business > 75 kallipoleos , po box 20537 > cy 1678 nicosia cyprus > > tel : + 357 2 892261 > fax : 339063 > > > lenos trigeorgis professor of finance university of cyprus dept of business 75 kallipoleos , po box 20537 cy 1678 nicosia cyprus tel : + 357 2 892261 fax : 339063 | 0 |
Subject: o : \ research \ exotica access our records indicate that you are the owners / approvers for the o : \ research \ exotica folder . if this is correct , please reply back with your confirmation to information risk management . in an effort to update our files as well as to do some cleanup on the directory membership , we are including the current membership list for the following nt groups . please review the membership list and advise if any deletions are required . group name group description data _ exotica change access to o : \ reasearch \ exotica , ohara , scarlet data _ exotica _ ro read - only access to o : \ reasearch \ exotica , ohara , scarlet datapwr _ exoticarw change access to m : \ exotica data _ exotica user id full name adhar amitava dhar / hou / ees btiner brent tiner / corp / enron clandry chad landry / hou / ect cuus charles uus / hou / ect dmaxwel david maxwell / hou / ect dvitrel david vitrella gmasson grant masson / hou / ect jbuss jd buss / hou / ect khopper kevin hopper / hou / ect mlay mark lay / hou / ect mvasque miguel vasquez / hou / ect pkrishn pinnamaneni krishnarao / hou / ect pzadoro pavel zadorozhny / hou / ect sgibner stinson gibner / hou / ect thall d todd hall / hou / ect ttamarc tanya tamarchenko / hou / ect vguggen victor guggenheim / hou / ect vkamins vince j kaminski / hou / ect vngo van t ngo vshanbh vasant shanbhogue / hou / ect zlu zimin lu / hou / ect data _ exotica _ ro user id full name adhar amitava dhar / hou / ees aseveru allan severude / hou / ect bchan betty chan / hou / ect bdavis 6 brian davis / corp / enron cconsta chris constantine / hou / ect cgarci 2 christine garcia / enron _ development clandry chad landry / hou / ect cliverm carl livermore / hou / ect cschwab clarence schwab / ny / ect ctricol carl tricoli / corp / enron cuus charles uus / hou / ect danders derek anderson / hou / ect dbillot david billot / hou / ect dumbowe denae umbower / hou / ect epao eva pao / hou / ect fkarbar frank karbarz / hou / ect icaplan ilan caplan / hou / ect jgreene john greene / hou / ect jkinnem jeff kinneman / hou / ect jkrishn jayant krishnaswamy / hou / ect jmrha jean mrha / hou / ect kmccoy kelly mccoy / hou / ect ljegana lenine jeganathan / hou / ect mbradle michael w bradley / hou / ect mcisner michelle d cisneros / hou / ect mdaya madhur dayal / hou / ect mrodrig mark anthony rodriguez / hou / ect osezge osman sezgen / hou / ees pghosh partho ghosh s _ prandle phillip c randle / hou / ect sgoldma stephanie goldman / hou / ect sharril steve harris / hou / ect slewis susan r lewis / hou / ect sreyes selena reyes / hou / ect srivas sandy rivas / hou / ect srosman stewart rosman / hou / ect ssmith 7 sarah smith / corp / enron ssreera sai sreerama / hou / ect tbersan tracee bersani tbrown tony brown / hou / ect termserv terminal server test account teslick tara eslick / hou / ect tlee twana lee / corp / enron tnguye 2 tovinh nguyen / hou / ect vmendan vernon mendanha / hou / ect wlewis william patrick lewis / hou / ect datapwr _ exoticarw user id full name bkaufma bennett kaufman / hou / ect borourk brian o ' rourke / hou / ect bspecto brian spector / hou / ect dreck daniel reck / hou / ect ebaughm edward d baughman / hou / ect fhayden frank hayden gmasson grant masson / hou / ect gmcclel george mcclellan / hou / ect kcompea karla compean / hou / ect ketter kyle etter / hou / ect khopper kevin hopper / hou / ect mdalia minal dalia / hou / ect mgimble mathew gimble / hou / ect phickey patrick h hickey / hou / ect pkrishn pinnamaneni krishnarao / hou / ect rtomask richard tomaski / hou / ect sgibner stinson gibner / hou / ect vkamins vince j kaminski / hou / ect vsabo valarie sabo / pdx / ect vshanbh vasant shanbhogue / hou / ect zlu zimin lu / hou / ect thanks ! information risk management / audit lupita | 0 |
Subject: re : fax machine request ~ 05 - 19 - 2000 we received the new fax machine on yesterday . we will also send it back today - may 26 , 2000 we will not use the fax machine as planned . thanks kevin moore - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 05 / 26 / 2000 09 : 46 am - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin g moore 05 / 23 / 2000 05 : 55 am to : vince j kaminski / hou / ect @ ect cc : subject : re : fax machine request ~ 05 - 19 - 2000 goodmorning vince , this is a very much needed fax machine . mike gave approval for the new fax machine , also i spoke with shirley concerning this matter . we have some new clients that requires faxes with long distance locations and the new fax machine will ensure that it reaches them in record time . thanks kevin moore fyi - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 05 / 23 / 2000 05 : 47 am - - - - - - - - - - - - - - - - - - - - - - - - - - - iain russell 05 / 22 / 2000 02 : 10 pm to : kevin g moore / hou / ect @ ect cc : mike a roberts / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , lorie belsha / hou / ect @ ect subject : re : fax machine request ~ 05 - 19 - 2000 kevin , jan lynn from pitney bowes will be contacting this afternoon to finalise paperwork + installation of the machine . thanks , iain . . . . . . . . . . . . . . . . . . . kevin g moore 05 / 22 / 2000 01 : 46 pm to : iain russell / epsc / hou / ect @ ect , mike a roberts / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : re : fax machine request ~ 05 - 19 - 2000 i would like to request fax machince model - pb 9930 . the location for this fax will be eb 3240 however , if arrival time is 24 hours the location will be eb 3270 a . thanks kevin moore r . c . # 100038 co . # 0011 - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 05 / 22 / 2000 01 : 39 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - iain russell 05 / 19 / 2000 01 : 23 pm to : kevin g moore / hou / ect @ ect , lorie belsha / hou / ect @ ect cc : shirley crenshaw / hou / ect @ ect , mike a roberts / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : fax machine request ~ 05 - 19 - 2000 kevin , per your request , please see below : * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * new facsimile machine information please take a look @ the following and let me know , which fax machine you choose or if you need information on something smaller , then i will have the vendor contact you directly to finalise installation . an enron director or above { with signature authority to legally bind enron to a contract } will have to sign off on the contract paperwork before the fax machine can be installed . delivery times on new machines are normally 3 - 5 working days but either vendor listed below will be able to provide a " loaner " should you have a business need . please discuss the fax machine install date with the rep when ordering the equipment . if there is no existing fax line present , you will need to send a notes - mail to the move team { erica @ x 3 - 3185 or janelle @ x 5 - 7917 } requesting the installation of a new fax line . the move team can be found in the notes - mail " ect address book " . if you are an ees employee , you must first get new equipment approval from ees budget control . contact susan mcleroy @ x 5 - 8066 or via notes - mail . if you are an ebs employee , you must first get new equipment approval from ebs purchasing & budget control . contact paula corey @ x 3 - 9948 or martha reyna @ x 3 - 3491 . you can reach both of these people via notes - mail . if you are an ena employee , you must first get new equipment approval from ena finance & budget control . contact lorie belsha @ x 3 - 9617 or via notes - mail . a note on the fax machines listed below : all the machines listed below come with a 2 nd paper tray and upgraded memory { maxed by model ~ see below } as an enron standard from each vendor . all the fax machines listed below have a modem speed rated @ 33 . 6 kbps versus the canon laserclass 7500 { example only } @ 14 . 4 kbps = new fax machine should be noticeably quicker . document feeder capacity of the machines listed below are the same as the canon laserclass 7500 { example only } maintenance = models listed below have maintenance / repair coverage included in monthly $ total . there is no separate agreement ! toner / drum cartridges + paper + line charges are extra { not quoted } contract pricing can change without warning , so please let me know asap if a vendor quotes you a different price to those listed below against the various models . if the fax machine is to be used in a trading type environment , here are some considerations : no more than 20 people per fax machine = take a look @ the fax machine placement on eb 30 or eb 31 . disregard any fax machine that does not have a 33 . 6 k modem and jbig compression { or equivalent } . look for memory upgrades & 2 nd paper tray included in monthly cost . { models quoted are loaded } . maintenance is to be included in monthly cost { models quoted are covered } . * * * * * * * * * * * * * * * * * * * * * from pitney bowes pb 2050 cost : $ 95 . 00 per month on rental enron specs : this model has 10 megs of memory + a 2 nd paper tray as standard . pitney bowes weblink , click here - - > there are several of these fax machines located through out the enron building and 3 allen center , including some on trading floors . * * * * * * * * * * * * * * * * * * * * * pb 9930 cost : $ 76 . 00 per month on rental enron specs : this model has 10 megs of memory + a 2 nd paper tray as standard . pitney bowes weblink , click here - - > there are several of these fax machines located through out the enron building and 3 allen center , including some on trading floors . * * * * * * * * * * * * * * * * * * * * * pb 9830 cost : $ 55 . 00 per month on rental enron specs : this model has 5 megs of memory + a 2 nd paper tray as standard . pitney bowes weblink , click here - - > * * * * * * * * * * * * * * * * * * * * * from panasonic communications direct uf - 885 cost : $ 75 . 00 per month click below for machine details { similar to the uf - 880 with 8 megs of memory + 2 nd tray = no handset } : there are several of these fax machines located through out the enron building including some on trading floors . * * * * * * * * * * * * * * * * * * * * * the above machines are designed for workgroup use . q ) how many people will be using this fax machine ? q ) how much usage will this fax machine have ? { i . e . heavy = 40 faxes per day @ 20 pages / 60 faxes per day @ 2 - 3 pages or a lot less ? if " heavy " , either the pb 2050 , pb 9930 or uf 885 / uf 895 should fit your needs = if 15 - 40 , the pb 9830 would probably be a better fit } * * * * * * * * * * * * * * * * * * * * * contract details the fax programs are an agreement between each end user of the fax machine and the relevant vendor , as follows : pitney bowes 36 month rental . 30 day notice for termination of contract . no penalty for early termination of contract = call pb rep . and have the machine picked up , making sure a receipt is given to you by the collecting rep . upgrade / downgrade available = $ 0 penalty . rep will be happy to discuss details with you and answer any questions on these points . panasonic communications 36 month lease rental . 30 day notice for termination of contract before term expiration . no penalty for early termination of contract for office / department / location closure . upgrade / downgrade available = $ 0 penalty . rep will be happy to discuss details with you and answer any questions on these points . * * * * * * * * * * * * * * * * * * * * * please note the following the facsimile machine agreement is between the enron business unit / department requesting the facsimile machine and the vendor . the user or requester of the fax machine is responsible for invoice payment . enron property & services corporation is not responsible for the coding , processing or payment of facsimile { fax } machine invoices . in order to return any old fax machine equipment , you must contact the leasing company that supplied the equipment and send them a certified letter that terminates the agreement . if you terminate a contract within the original agreement period , you may be liable for penalty charges as a lot of fax machines are on a non - cancellable lease agreement . the vendor who supplied the fax equipment will be able to let you know of any outstanding $ amounts for your existing equipment . if you are asked to pay outstanding $ amounts , be aware that some vendors include the cost of outright purchase of the old fax equipment = from the contracts i have reviewed so far , you are under no obligation to purchase the old equipment . ikon contact name for returns : beth frank : phone = new # - - > 409 - 441 - 1262 { previously 281 - 355 - 6274 } beth frank fax # = new # - - > 409 - 441 - 1266 { previously 281 - 355 - 5496 } beth frank e - mail address ~ eafrank @ aol . com marimon business systems contact name for returns : don scott : phone = 713 - 686 - 6601 don scott fax # = 713 - 686 - 6676 { no e - mail address available } * * * please call me or e - mail me if it is a different vendor name on the machine and i will respond with a contact name * * * charges for fax machines are dependant upon manufacturer & model , with the person responsible for the fax machine , paying the invoice . you must notify the vendor of any changes relating to fax machine assignment { even if it is within the same group } = who the machine has been reassigned to { contact name } , the new contact phone # and the location of the machine . * * * * * * * * * * * * * * * * * * * * * fax machine supplies replacement toner cartridges : most of these are available to enron through corporate express @ savings over the fax vendor invoice price . these savings can be significant , so please e - mail me if you would like more details . * * * * * * * * * * * * * * * * * * * * * please call me if you have any questions . thanks , iain russell @ 713 - 853 - 6861 contracts supervisor administration enron property & services corp . * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * kevin g moore 05 / 19 / 2000 12 : 42 pm to : iain russell / epsc / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , mike a roberts / hou / ect @ ect , vince j kaminski / hou / ect @ ect cc : subject : fax machine iain , please , i am in need of a fax machine . it was brought to my attention that you may have one available . please inform me concerning this matter , we need one a . s . a . p . . thanks kevin moore x 34710 | 0 |
Subject: quantitative position vince we happened upon this fellow through strickland . what are your thoughts on the background ? we are still working to formulate our requirements in the office but consider this person worth talking to . paul - - - - - - - - - - - - - - - - - - - - - - forwarded by paul quilkey / enron _ development on 07 / 26 / 2000 09 : 39 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " simon hurst " on 07 / 25 / 2000 10 : 10 : 23 pm please respond to " simon hurst " to : cc : subject : quantitative position dear paul , ? my friend chris strickland has informed me that enron is looking for a quantitative analyst . i am ? interested in talking to you about this position . i have attached my resume for your perusal . i am currently on holidays and can be ? contacted from ? monday 31 st july . my contact details are contained within my attached resume . i look forward to talking to you . ? yours sincerely , simon hurst . ? ? - srh resume . doc | 0 |
Subject: seeking opportunity in computational finance dear vince : in following up on my voicemail message today , i attach my resume below for your review and consideration . it ' s ironic that you called while i was putting the message together . i will keep it short and look forward to speaking to you at your convenience . best regards , paul e . paul rowady , jr . 2300 west alabama , suite 69 houston , texas 77098 713 - 807 - 8624 home / fax 713 - 539 - 4541 mobile epr @ pipeline . com - paul rowady 2 . doc | 0 |
Subject: re : grant masson great news . lets get this moving along . sheila , can you work out offer letter ? vince , i am in london monday / tuesday , back weds late . i ' ll ask sheila to fix this for you and if you need me call me on my cell phone . vince j kaminski 12 / 15 / 2000 09 : 50 am to : david oxley / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : grant masson david , a follow - up on my voice - mail message regarding grant . dave delainey is on board regarding grant . we can bring him back at the same level and comp , assuming that resignation was handled in a professional manner . dd asked me to work out the details with you . can we meet to talk about it on monday ? vince | 0 |
Subject: enron : wefa luncheon may 1 martin : vince and lance want you to attend this presentation if possible . please let me know if you will be going to lunch also . thanks ! shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 13 / 2001 08 : 36 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 04 / 11 / 2001 12 : 36 pm to : lance cunningham / na / enron @ enron , vasant shanbhogue / hou / ect @ ect , alex huang / corp / enron @ enron , sevil yaman / corp / enron @ enron cc : shirley crenshaw / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : enron : wefa luncheon may 1 would you like to attend the presentation and join me for lunch with wefa . any other suggestions re attendance . please , let shirley know . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 11 / 2001 12 : 36 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " peter mcnabb " on 04 / 11 / 2001 11 : 52 : 47 am to : cc : " kemm farney " subject : enron : wefa luncheon may 1 dear vince thanks for your voicemail and delighted to have you confirm lunch on may 1 . kemm farney the head of wefa ' s electric power services will be travelling with me this time . i expect there may be other enron colleagues that may care to join us for lunch so don ' t hesitate to invite as you see fit . for reservations purposes , perhaps you arrange to let me know numbers . kemm would also be prepared to informally present our current power outlook to a larger group at 11 : 00 , if this would be of interest . as you know , these types of presentations are part of all your wefa energy retainer package . i will also plan to update you with respect to our current multi client study schedule for the remainder of the year . regards , peter peter a . mcnabb vice president energy , north america wefa inc . 2 bloor st . w . toronto , canada m 4 w 3 rl 416 - 513 - 0061 ex 227 - 2001 energy brochure . doc - wefaenergy _ factsheet for energy scenarios 2001 . doc | 0 |
Subject: schedule and more . . dr . kaminski , i think i ' ll be able to start work from the last week of may , but not from monday , probably , i ' ll be able to work from 5 / 30 ( wed ) . will it be good ? i know it is not that much earlier than i mentioned . . 6 / 4 i am sorry . and actually , there is an e - business conference at haas school of business , organized by my advisor could you distribute the link and the attached invitation letter to groups interested in e - business and especially procurement ? the link is as following . i am afraid you might forgot this i told you in the last email . . . my advisor ( arie segev at haas school of business ; segev @ haas . berkeley . edu ) wants me to ask whether you have any idea on joint research with him during the summer , while i am staying there . his interest is in e - business . . ( what else . . ? ) and has expertise in e - procurement system and marketplace . . . xml based standard such as obi , cxml , xcbl , rosettanet , biztalk . . system interoperability study , auction and negotiation , workflow system , e - catalog management , digital signature , edi , etc etc . . . many technical aspects of e - business . . . he wants to do some kind of technical case study that is beneficial for both enron and him . he may travel one or two times to houston to have a meeting during the summer . ( and to be frankly , this will be good for me too , because i can have a meeting for my dissertation while he is in houston . . ) could you think about the possibility of joint research , with him ? thank you . . sincerely , jinbaek - fcp - invite . pdf | 0 |
Subject: re : iris mack molly , this is the list of people we can ask to interview iris . i would include one ( or possibly more ) people from each group below , depending on availability . 1 . debbie brackett or bill bradford 2 . ted murphy , bjorn hagelman or david port 3 . mark tawney or joe hrgovcic 4 . greg whalley or louise kitchen i shall send a message to them explaining that we try to identify the best fit for a good candidate . vince enron north america corp . from : molly magee 12 / 18 / 2000 11 : 57 am to : vince j kaminski / hou / ect @ ect cc : shirley crenshaw / hou / ect @ ect subject : iris mack iris would like to come on thursday , 12 / 28 / 2000 , to visit with you and your group . she will be in new orleans , and will just fly in for the day . molly | 0 |
Subject: a friend of mine shirley , please , arrange a phone interview with richard . stinson , myself , vasant . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 05 / 02 / 2001 08 : 15 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : kristin gandy / enron @ enronxgate on 05 / 01 / 2001 05 : 14 pm to : vince j kaminski / hou / ect @ ect cc : subject : a friend of mine vince , last week i was contacted by one of my friends who is very interested in becoming an enron employee . he has a phd and several years research and lab experience . richard is afraid that being a phd is a dying breed and may need to go back to school to obtain an mba . i was wondering if you would mind looking at the attached resume to assess if you have any interest in richard , or if you feel i should encourage him to go back to school . i am unclear as to the qualifications for your group so i apologize if this request is way off base . thank you for your help , kristin gandy associate recruiter enron corporation 1400 smith street eb 1163 houston , texas 77002 713 - 345 - 3214 kristin . gandy @ enron . com | 0 |
Subject: reactions password reminder = = = = = = = = = = = = = = = = = reactions password reminder = = = = = = = = = = = = = = = = = hi , we do not seem to be able to see you on our systems , please try registering and you will automatically receive a username and password . if you have already registered on this website , then please let us know and we will investigate further . regards . reactions support - euromoney publications plc . tel : + ( 44 ) 0171 779 8927 fax : + ( 44 ) 0171 779 8704 | 0 |
Subject: ll visa - anshuman shrivastava anshuman : i have been asked to contact you regarding your possible move to houston , texas . in order that i may begin the process of getting you an ll immigration visa , i will need you to complete the attached visa questionnaire and return it to me with copies of the following documents : a copy of all pages of your passport , even if blank copies of all previous us visas issued an updated resume , showing months and years copies of all diplomas and transcripts received if you have dependent family members coming to the states with you , copies of their passports please send to my attention , via fedex to : enron corp . 3 allen center , 3 ac 2026 a 333 clay street houston , tx 77002 please call me with any questions you may have at 713 - 345 - 5083 . | 0 |
Subject: re : new powermod 97 . xls marty : absolutely yes ! we are now using option functions in the exotic options library ( in r : \ exotica which everybody in risk management has access to ) instead of the old visual basic code in the powermod file . this improved the calculation speed for options quite a bit . we are also embarking on a new project to develop the next generation structuring and pricing models . i will discuss about this project in more detail with you soon and get your input , but the main goals i see now are : 1 . superior performance ( speed ) to enable fast pricing especially for the underwriting group , 2 . proper documentation for easy maintenance and ability to quickly adapt to meet future needs , and 3 . security / access control to the files . the first stage in this process is to take inventory of what we have : i am documenting the current structuring models . this step is important not only for developing our next generation models but also for the aa audit of all the ees pricing models . krishna . to : maureen craig / hou / ees @ ees , pinnamaneni krishnarao / hou / ect @ ect , dennis benevides / hou / ees @ ees cc : subject : new powermod 97 . xls any performance improvement to be expected ? - - - - - - - - - - - - - - - - - - - - - - forwarded by marty sunde / hou / ees on 07 / 26 / 2000 10 : 14 am - - - - - - - - - - - - - - - - - - - - - - - - - - - pinnamaneni krishnarao @ ect 07 / 24 / 2000 01 : 37 pm to : dennis benevides / hou / ees @ ees , james w lewis / hou / ees @ ees , neil hong / hou / ees @ ees cc : marty sunde / hou / ees @ ees , alexios kollaros / hou / ees @ ees subject : new powermod 97 . xls we have made enhancements to powermod 97 . xls model to enable proper processing from the batch model . these changes should not affect current functionality of this file . we will be putting the new version into production later today . please contact me or alex kollaros ( x 39806 ) with your comments or problems . thanks , krishna x 35485 . | 0 |
Subject: re : book order thanks vince ! ? will champagne do ? ? if not , name your price . ? do you have an email address for steve leppard ? ? i tried : steve . leppard @ enron . com ? which bounced back . ? thanks , julie ? ps - guess i ' ll finally meet you at the end of the month ? - - - - - original message - - - - - from : vince . j . kaminski @ enron . com to : julie cc : vince . j . kaminski @ enron . com sent : wednesday , january 31 , 2001 1 : 36 pm subject : re : book order julie , there are many employees in london ? who would be interested . you can send ? an inquiry to steve leppard . i had a presentation last night to garp in houston and did a commercial for the book . you should put me on commission . vince " julie " on 01 / 31 / 2001 06 : 31 : 39 am please respond to " julie " to : ? ? cc : subject : ? re : book order vince , i wasn ' t sure if i responded to your email , so apologise either for my delayed response or repeating myself . thanks for the 2 nd order ! i believe they have already been ? dispatched . yes , i believe we received payment ; thank you very much for ? following up with paul . glad the book was a hit ! on another subject , are there any enron employees in europe who may be interested in attending either the energy or the weather course ? or , are the quants and risk management mostly handled out of houston ? thanks again , and i ' ll forward an invoice on to shirley . julie - - - - - original message - - - - - from : ? vince . j . kaminski @ enron . com to : julie @ lacima . co . uk cc : vince . j . kaminski @ enron . com sent : friday , january 26 , 2001 11 : 29 ? pm subject : book order julie , we received the shipment of 50 books . ? thanks . the book was an instant hit . we need 50 more ? books . vince p . s . i understand paul sent you the check for the ? remaining 50 % | 0 |
Subject: memo information on grains and sugars from last week in memo form . nelson - - - - - - - - - - - - - - - - - - - - - - forwarded by nelson neale / na / enron on 03 / 05 / 2001 10 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : maria arefieva 03 / 05 / 2001 11 : 01 am to : nelson neale / na / enron @ enron cc : subject : memo attached please find a summary of sessions on grains and sugar . a memo on ag policy and outlook for the livestock sector will follow . thanks , masha | 0 |
Subject: final project deadline is april 30 dear energy derivatives students , the deadline for the final project has been set for april 30 , 2001 . all grades will be submitted to rice administration by may 4 th ( university requirement ) . please mark your calendars ! ! ! if you have questions , please contact vince or me . good luck ! jason sokolov | 0 |
Subject: meeting regarding " gary hickerson trading " hello all : vince would like to schedule a meeting on tuesday , may 23 at 3 : 00 pm in conference room ebl 938 . this will be to discuss the subject topic . please let me know if you are available . thanks shirley 3 - 5290 | 0 |
Subject: interview with the enron corp . research group good morning jacob : the enron corp . research group would like to bring you in for an informal interview . please give me some times and dates within the next 2 - 3 weeks that would be convenient for you and i will coordinate an interview schedule . the interviewers would be : vince kaminski managing director stinson gibner vice president krishna krishnarao vice president zimin lu director tanya tamarchenko director bob lee manager tom halliburton manager chonawee supatgiat manager i look forward to hearing from you soon . best regards , shirley crenshaw administrative coordinator enron research group 713 / 853 - 5290 email : shirley . crenshaw @ enron . com - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 08 / 2001 09 : 33 am - - - - - - - - - - - - - - - - - - - - - - - - - - - zimin lu 03 / 08 / 2001 09 : 17 am to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect cc : subject : candidate for us jacob kang , currently a leading developer for pros energy applications , is interested in a job in derivatives valuation . let me know if we want to bring him for a interview . zimin - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 03 / 08 / 2001 09 : 07 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " jacob y . kang " on 03 / 07 / 2001 11 : 10 : 24 pm to : zlu @ enron . com cc : subject : my cover letter and resume dear zhimin , the attached files are my cover letter and resume . thank you very much and i really appreciate your help on this matter . ying these two files do not contain any virus even though there are error signs on the virus check status . do you yahoo ! ? get email at your own domain with yahoo ! mail . http : / / personal . mail . yahoo . com / - cover letter _ enron . doc - resume _ ying . doc | 0 |
Subject: re : fwd : happy st . patricks day jana , great attachment . thanks . saturday , march 25 works for me . i shall call or e - mail you from california to talk about the time . early afternoon would be great . vince jlpnymex @ aol . com on 03 / 17 / 2000 10 : 58 : 54 am to : vkamins @ enron . com cc : subject : fwd : happy st . patricks day vince , how about saturday , march 25 ? call or email me next week , to let me know what time would be good for you . have a good trip to california and a happy st . patrick ' s day today ! jana return - path : received : from rly - ydol . mx . aol . com ( rly - ydol . mail . aol . com [ 172 . 18 . 150 . 1 ] ) by air - ydol . mail . aol . com ( v 70 . 19 ) with esmtp ; fri , 17 mar 2000 10 : 06 : 51 - 0500 received : from mta 3 . rcsntx . swbell . net ( mta 3 . rcsntx . swbell . net [ 151 . 164 . 30 . 27 ] ) by rly - ydol . mx . aol . com ( v 70 . 19 ) with esmtp ; fri , 17 mar 2000 10 : 06 : 26 - 0500 received : from postoffice . swbell . net ( [ 207 . 193 . 12 . 192 ] ) by mta 3 . rcsntx . swbell . net ( sun internet mail server sims . 3 . 5 . 2000 . 01 . 05 . 12 . 18 . p 9 ) with esmtp id for jlpnymex @ aol . com ; fri , 17 mar 2000 09 : 04 : 52 - 0600 ( cst ) date : fri , 17 mar 2000 08 : 57 : 53 + 0000 from : ckcrews @ swbell . net subject : happy st . patricks day to : jana reply - to : ckcrews @ swbell . net message - id : mime - version : 1 . 0 x - mailer : mozilla 4 . 05 [ en ] c - sbis - nc 404 ( winnt ; u ) content - type : multipart / mixed ; boundary = " - - - - - - - - - - - - eed 862 df 35 cd 73 flfo 74403 a " - stpat . exe | 0 |
Subject: re : interview elizabeth , yes , manager . thanks . vince from : elizabeth grant 01 / 10 / 2000 03 : 27 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : interview we ' ll get right on it . are you looking at him for a specific level ( manager ? ) - elizabeth vince j kaminski 01 / 10 / 2000 12 : 56 pm to : elizabeth grant / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect subject : interview elizabeth , we would like to invite bob lee for an interview , january 24 , monday . he will be interviewed by me , stinson gibner , zimin lu , paulo issler , vasant shanbhogue , krishnarao pinnamaneni , grant masson . thanks vince | 0 |
Subject: re : alp presentation vince , thank you for the invitation . i will attend the presentation , but have another commitment for dinner . please indicate the specific room for the presentation when it is known . thanks , wil at 08 : 13 am 4 / 10 / 01 - 0500 , you wrote : > on behalf of enron corp . i would like to invite you to an alp project > presentation by a group of students > of jesse h . jones graduate school of management , rice university . > > the students will present the results of a research project regarding > electronic trading > platforms in the energy industry . > > the presentation will be held on may 7 , at 4 : 00 p . m . at enron , 1400 smith . > > we would also like to invite you to dinner , following the presentation . > > > vince kaminski > > vincent kaminski > managing director - research > enron corp . > 1400 smith street > room ebl 962 > houston , tx 77002 - 7361 > > phone : ( 713 ) 853 3848 > ( 713 ) 410 5396 ( cell ) > fax : ( 713 ) 646 2503 > e - mail : vkamins @ enron . com | 0 |
Subject: re : final pivot table for mg metals globals positions data dear all , please see attached spreadsheet - we will have to think of a way to automate the position update - right now it ' s a manual process to convert the text file that andreas sends us to proper spreadsheet format and then pivot table the results - only takes about 20 minutes to do this however . note that the version la var model links via vlookup to the spreadsheet attached ( as you know , we have to use vlookup because mg does not necessarily have positions in all forward months , whilst the pivot table only produces numbers for forward months with a position ) . regards , anjam x 35383 positions as of 19 th july - - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 25 / 07 / 2000 20 : 41 - - - - - - - - - - - - - - - - - - - - - - - - - - - enron europe from : anjam ahmad 25 / 07 / 2000 19 : 17 to : cantekin dincerler / hou / ect @ ect cc : tanya tamarchenko / hou / ect @ ect , kirstee hewitt / lon / ect @ ect , grant masson / hou / ect @ ect , andreas . barschkis @ mgusa . com @ enron subject : re : positions data our pivot table ; we noticed that copper position for 19 th july has option included but this is not reported in mercur - i guess we should include the 5 , 248 tonnes for the copper option for 2000 . 09 , but we won ' t show any gamma . - - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 25 / 07 / 2000 19 : 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - enron europe from : anjam ahmad 25 / 07 / 2000 19 : 14 to : tanya tamarchenko / hou / ect @ ect cc : cantekin dincerler / hou / ect @ ect , andreas . barschkis @ mgusa . com @ enron subject : re : positions data hi tanya , we are using the data for 19 th july from andreas - see file attached . we are using this because we can reconcile to mercur print out that we got from andreas last wednesday . if you don ' t mind , perhaps cantekin can try again with this new sheet attached . we already looked at it , but would like to see what cantekin can come up with independently . i think the positions changed a lot from 3 rd july ( your data ) to 19 th july . thanks , anjam & kirstee | 0 |
Subject: interview schedule for jinbaek kim i didn ' t see this before it went out , but i will be happy to meet with jinbaek in the 11 : 00 am time slot , if you don ' t have anyone else scheduled then . if not , i can easily meet with hiim after lunch . molly - - - - - - - - - - - - - - - - - - - - - - forwarded by molly magee / hou / ect on 01 / 17 / 2001 08 : 11 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - shawn grady @ enron 01 / 17 / 2001 06 : 02 pm to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , tanya tamarchenko / hou / ect @ ect , bob lee / na / enron @ enron , vasant shanbhogue / hou / ect @ ect cc : shirley crenshaw / hou / ect @ ect , anita dupont / na / enron @ enron , molly magee / hou / ect @ ect subject : interview schedule for jinbaek kim please find the interview packet for the above - referenced candidate . the interview will occur on friday january 19 , 2001 . please print all documents for your reference . if you have any questions , or conflicts of schedule , please do not hesitate to contact me . shawn grady 58701 | 0 |
Subject: bob lee starting june 5 , 2000 bob lee ' s official starting date is june 5 , 2000 . shirley , bob will be reporting to zimin lu and primarily supporting ena . we will need to find a desk for him as well as set up his phone and pc ( can we use ravi ' s ? ) . elizabeth grant ( x 57583 ) has handled him on the hr recruiting side and has his contact information . thanks , stinson | 0 |
Subject: ljm put valuation wes : attached is a spreadsheet for the valuation of the rthm put position . i should be in on tuesday , so feel free to give me a call at x 34748 . - - stinson | 0 |
Subject: re : eol phase 2 michael , please , contact zimin lu . vince kaminski michael danielson 06 / 30 / 2000 01 : 10 pm to : vince j kaminski / hou / ect @ ect , mike a roberts / hou / ect @ ect cc : angela connelly / lon / ect @ ect , savita puthigai / na / enron @ enron subject : eol phase 2 thanks for your help on content for eol phase 2 . an additional piece of content that we are trying to include in our scope is an options calculator . this would be an interactive tool to teach less sophisticated counterparties about options . we would like to collaborate with someone in research to refine our approach ( and make sure we ' re using the right formulas ) . who should we contact in research for this ? attached is a mock - up of what we have in mind . . . - calculator prototype . ppt | 0 |
Subject: re : implementing term - structure of correlations for power tanya , while there is seasonal correlations in power , especially for np - 15 and sp - 15 ( same region ) , the term structure of correlations can be input . however , the same correlation structure with similar periodicity may not hold between np - 15 and , say , rlb ( neepool ) , though one would imagine that relationship would still be seasonal ( summer / winter ) , with greater noise . even if the correlational term structure is to be done for power , different rules would have to be inputted for different regions . naveen tanya tamarchenko @ ect 10 / 05 / 2000 10 : 42 am to : vladimir gorny / hou / ect @ ect , naveen andrews / corp / enron @ enron cc : kirstee hewitt / lon / ect @ ect , debbie r brackett / hou / ect @ ect , wenyao jia / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : implementing term - structure of correlations for power vlady 2 ) correlations are periodic with a period of 1 year ( this means we can use 12 correlation matrices calculated from first 12 forward contracts and apply these matrices to other forward months ) ; 3 ) using decay factor makes the curves a little smoother . implementation of multiple correlation matrices will not affect the speed of calculations in var model significantly . please , give me your response , thanks , tanya . | 0 |
Subject: best picks hey , best picks are zigo and smtx steve | 0 |
Subject: re : summer internships at enron vince : thanks . yes it is unfortunate that we were not able to quickly identify who the interested tiger team students were . we will go ahead and process an offer letter for kim and get it to her immediately . also , thanks for agreeing to help out with stanford . hopefully we will get a few good ones ! regards , celeste vince j kaminski 03 / 01 / 2001 09 : 32 am to : celeste roberts / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : summer internships at enron celeste , i have just talked to kim . i told her she will receive one . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 01 / 2001 09 : 31 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 03 / 01 / 2001 09 : 25 am to : celeste roberts / hou / ect @ ect cc : kristin gandy / na / enron @ enron , christie patrick / hou / ect @ ect , vince j kaminski / hou / ect @ ect , piazze @ wharton . upenn . edu subject : summer internships at enron celeste , it seems that the process lasted too long for some students and only kim whitsel is interested in the internship at this point . her resume has been forwarded to you . i am enclosing it just in case . thanks for your help . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 01 / 2001 09 : 20 am - - - - - - - - - - - - - - - - - - - - - - - - - - - fap on 02 / 23 / 2001 02 : 28 : 48 pm to : " ' vkamins @ enron . com ' " cc : " ' piazze @ wharton . upenn . edu ' " subject : summer internships at enron vince : thank you to you , ken and christie for coming to campus for the enron tiger team mid - project review . the students are working hard and appreciate your insight and suggestions to the project . thank you for your support of the wharton school . kim whitsel ( whitselk @ wharton . upenn . edu ) of tiger team 1 has informed me that she is very much interested in a summer internship at enron this year . i don ' t believe some of the students understood the process you had setup for them at enron as part of the tiger team . being concerned with having summer employment , they interviewed with other firms and ultimately accepted positions . the students asked that i express to you that this does not mean they are not interested in full time work at enron next year . i apologize and take responsibility for the lack of communication in this regard . i think it is a lesson learned and perhaps , in the future , we can make the agreement to students understood in advance of their " dedicated interview week " and eliminate their need to interview at all . this can also be an added advantage of applying to be a member of the tiger team . please let me know if you have any questions and exactly how kim whitsel should proceed . thank you , donna piazze program director field application project the wharton school univ . of pennsylvania 215 . 573 . 8394 fax 215 . 573 . 5727 fap @ management . wharton . upenn . edu piazze @ wharton . upenn . edu | 0 |
Subject: re : thanks vince . . . jeff vince j kaminski 09 / 01 / 2000 10 : 23 am to : jeffrey a shankman / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : jeff , christ , mark and myself are planning to visit tom piazze in october . i talked to christy about wharton and she will be calling tom to set it up . vince from : jeffrey a shankman 09 / 01 / 2000 09 : 25 am to : vince j kaminski / hou / ect @ ect , mark palmer / corp / enron @ enron cc : celeste roberts / hou / ect @ ect , charlene jackson / corp / enron @ enron subject : hi vince , i just got off the phone with donna piazze at wharton , ( i don ' t know if there is a relationship with tom at wharton ) , and we were discussing there tiger teams . it is a required research program , 2 nd semester for mbas , and wharton would love to have enron participate . i told her there is probably some real life reasearch project we could have the students do . she did also mention that it is one of the best recruiting tools under development at wharton . . i gave her your number . her number is 215 573 8394 . please call her when you get a chance within the week . mark , can we get christy involved ? thanks everyone . jeff | 0 |
Subject: professor bambos ' itinerary hello all : attached please find the itinerary for professor bambos . if any corrections need to be made , please let me know . thanks and have a great day ! shirley 3 - 5290 | 0 |
Subject: paper hi mr . kaminski , thank you for taking your time to interview me for opportunities at enron . i enjoyed talking you and learning more about enron and its dynamic business environment . i appreciate your consideration for a challenging and rewarding position in this industry . please find the attached copy of my dissertation . if you have any problem in compiling this file , please let me know . i respected your insights and perspective on the issues addressed in my ph . d . dissertation ; including the issues on creative model building , factors affecting natural gas and elctricity demand and supply , and implementation of these models to simulate the future and help traders in the decision making of their day to day business . i appreciated talking with you . thank you for considering me . i am enthusiastic about opportunities at enron and look forward to hearing from you . sincerely dipak agarwalla _ _ _ _ _ _ _ get more from the web . free msn explorer download : http : / / explorer . msn . com - dissertation - dipak agarwalla . doc | 0 |
Subject: re : dr . michelle foss - energy institute aisha , the person to contact is christie patrick who is in charge our university relations office . her e - mail address is : christie _ patrick @ enron . com . i shall forward your message to ms . patrick . vince aisha jamal on 04 / 23 / 2001 03 : 15 : 29 pm please respond to aisha @ uh . edu to : vkamins @ ect . enron . com cc : mmfoss @ uh . edu subject : dr . michelle foss - energy institute dear mr . kaminski , i am writing to ask a favor for dr . michelle foss . as you know we will be running our " new era " program from may 14 - may 25 th . dr . foss was wondering if on may 22 nd ( between 1 : 30 pm and 4 : 00 pm ) , we would be able to bring our participants for a tour of your trading floor . at this time we will have 30 - 40 people , and since only 10 people maximum should really be on a trading floor we need to have 4 companies among which to divide our participants . at this time , we have a floor from coral energy , and are working with duke , and i will be contacting mr . paul roberts to arrange for the reliant energy trading floor . i was hoping very much that you would be able to direct me to the right person to contact to arrange this tour . will this be a possiblity ? i really appreciate your help very much . thank you ! best regards , aisha jamal energy institute 713 - 743 - 4634 | 0 |
Subject: wharton tiger team vince and kristin , i forwarded by separate emails the lists of tiger teams 1 and 3 . thanks ! - - christie . - - - - - forwarded by christie patrick / hou / ect on 02 / 15 / 01 11 : 28 pm - - - - - kristin gandy @ enron 02 / 15 / 01 01 : 07 pm to : vince j kaminski / hou / ect @ ect , christie patrick / hou / ect @ ect cc : subject : wharton tiger team vince and christie , greetings . i am writing because i need a break out of names for the tiger team group 1 and 3 . i understand tiger team group 2 has decided not to be a part of enron and i also need to know who those students are . i have a listing of all the tiger team members but they are listed alphabetically so that does not help me with my quest . we are trying to firm up the details and get offers out to the correct people for summer associate positions in vince ' s department . regards , kristin | 0 |
Subject: re : summer internship jinbaek , you can coordinate the details with me . let me know what the time frame is for you and we shall send you an appropriate offer . vince jinbaek kim on 03 / 02 / 2001 04 : 43 : 06 pm to : vince . j . kaminski @ enron . com cc : subject : re : summer internship dr . kaminski , thank you very much . of course , i ' ll be happy to have an opportunity to work at such a wonderful company . i was contacting with surech raghavan at deal bench team , and was going to express my appreciation to you again after settling down process with them . for the period of working , i still need to coordinate with my advisor and may need to adjust according to that . but anyway , i ' ll try to coordinate smoothly . please let me know whether i should keep contacting with deal bench team , for working period and for misc . living support such as finding a place , rent a car , etc . i appreciate you so much again , for arranging such meetings and giving me an opportunity . all this opportunity will not be available to me , without your kind help . warm regards , jinbaek jinbaek kim ph . d candidate dept . of industrial engineering and operations research u . c . berkeley http : / / www . ieor . berkeley . edu / ~ jinbaek go bears ! : " ' . _ . . - - - . . _ . ' " ; ` . . ' . ' ` . : a a : _ _ . . . . . _ : _ . - 0 - . _ : - - - ' " " ' " - . . . . - - ' " ' . : . ' : ` . : ` , ` . ` . : ' - - ' - - ' : . ' ; ; : ` . _ ` - ' _ . ' ; . ' ` . ' " ' ; ` . ' ; ` . ` : ` ; . ` . ; ; : ; . ' ` - . ' ; : ; ` . _ _ . ' . ' . ' : ; ` . . ' _ _ . ' . ' ` - - . . _ _ _ . _ . ' ; ; ` . . . . . . ' . ' ` ' " " ' ` . ' ; . . . . . . - ' ` . . . . . . . - ' ` . . . . . . . . ' on fri , 2 mar 2001 vince . j . kaminski @ enron . com wrote : > hello , > > sorry for a delay in getting back to you . > we would like very much to offer you a summer internship . > > please , let me know if you are interested . > > vince kaminski > > | 0 |
Subject: re : rent r / c updates - 19 th floor & 29 th floor hi carol : thanks for helping straighten this out . below are the room numbers and people ( plus ext . ) . 1938 team room 3 - 3135 1939 maureen raymone 3 - 0396 1940 tanya tamarchenko 3 - 3997 1941 vacant 1942 vacant 1943 clayton vernon 3 - 9719 1944 amitava dhar 3 - 4215 1945 alex huang 3 - 1631 1946 kevin kindall 5 - 8167 1947 vacant 1948 vacant 1949 farouk llaji 3 - 1790 1951 vacant 1951 a printer / fax 1952 vacant 1953 mail stop / supply station 1954 wm . sam smith 5 - 8322 1955 martin lin 3 - 9387 1955 a xerox machine 1956 printer / colored printer 1957 vacant 1958 paulo issler 5 - 6274 1959 vincent tang 3 - 4790 1960 ravi thuraisingham 3 - 3057 1961 shirley crenshaw 3 - 5290 1962 vince kaminski 3 - 3848 1963 stinson gibner 3 - 4748 1964 p . v . krishnarao 3 - 5485 1966 grant masson 3 - 4768 1967 zimin lu 3 - 6388 1968 vacant 1969 kevin moore 3 - 4710 1969 a vacant 1969 b vacant 1970 mike roberts 3 - 5701 1971 joe hrgovcic 3 - 3914 1972 a vacant 1972 b roman zadorozhny 3 - 9737 1972 c michael sergeev 3 - 4305 1972 d tricia tlapek 3 - 6615 1972 e jason sokolov 3 - 6286 1973 vasant shanbhogue 3 - 7570 19 c 2 conference room carol brittain 01 / 10 / 2000 11 : 33 am to : shirley crenshaw / hou / ect @ ect cc : joann holloway / epsc / hou / ect @ ect , janelle duree / hou / ect @ ect subject : re : rent r / c updates - 19 th floor & 29 th floor shirley : if you could forward all the names , locations , and extensions to me so that i can update fms and the employee lists , i will take care of this for you . carol enron property & services corp . from : joann holloway 01 / 10 / 2000 09 : 48 am to : carol brittain / epsc / hou / ect @ ect cc : subject : re : rent r / c updates - 19 th floor & 29 th floor - - - - - - - - - - - - - - - - - - - - - - forwarded by joann holloway / epsc / hou / ect on 01 / 10 / 2000 09 : 48 am - - - - - - - - - - - - - - - - - - - - - - - - - - - shirley crenshaw 01 / 07 / 2000 03 : 33 pm to : joann holloway / epsc / hou / ect @ ect cc : subject : re : rent r / c updates - 19 th floor & 29 th floor oh dear ! i thought it was all straight . ebl 931 was my room on the original floor plan , but somehow they changed the numbers . we were all packed , everything was ready for the move and i just happened to come to the 19 th floor the day of the move and noticed that they had renumbered all of the rooms ! the move team hurredly put stickers ( with the old numbers ) on the doors of each room . i am now in eb 1961 . vince kaminski is in 1962 . if you need the names for all of the other rooms , let me know . sorry ! enron property & services corp . from : joann holloway 01 / 07 / 2000 03 : 09 pm to : shirley crenshaw / hou / ect @ ect cc : subject : re : rent r / c updates - 19 th floor & 29 th floor shirley , i guess my floor plans are misnumbered . in what room number are you sitting ? the relocation request had eb 1931 . jo ann shirley crenshaw 01 / 07 / 2000 02 : 16 pm to : joann holloway / epsc / hou / ect @ ect cc : subject : re : rent r / c updates - 19 th floor & 29 th floor joann : sorry , joann , i did not read all of your first e - mail . listed below are the spaces on 19 that should be charged to 0011 - 100038 . 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1951 1951 a 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 enron property & services corp . from : joann holloway 01 / 07 / 2000 02 : 04 pm to : shirley crenshaw / hou / ect @ ect cc : subject : re : rent r / c updates - 19 th floor & 29 th floor shirley , although the rent for your locations on the 19 th floor has been updated , i ' ve just received a relocation update for some folks moving from the 45 th floor to the 19 th floor tonight . the odd thing is that among many other locations , the following locations were included ( which you ' ve already requested be assigned to 0011 / 100038 ) : eb 1930 eb 1931 eb 1932 eb 1933 eb 1934 eb 1935 eb 1936 please let me know if they should stay assigned to your group or should they be assigned to this other group ' s r / c . thank you . jo ann x 35957 enron property & services corp . from : joann holloway 01 / 05 / 2000 08 : 47 am to : shirley crenshaw / hou / ect @ ect cc : ( bcc : joann holloway / epsc / hou / ect ) subject : rent r / c updates - 19 th floor & 29 th floor shirley , the following locations on the 29 th floor are still assigned to 0011 / 100038 . they were not listed on the december 17 th churn relocation request . so , are the personnel in these locations still reporting to 0011 / 100038 or are they moving later . please advise : eb 2963 a eb 2963 b eb 2964 a eb 2965 a eb 2965 b eb 2966 a eb 2966 b eb 2966 c eb 2966 d eb 2970 c eb 2971 a eb 2975 a eb 2975 b the following location on the 19 th floor are now assigned to 0011 / 100038 : eb 1928 eb 1929 eb 1929 a eb 1930 eb 1930 d eb 1931 eb 1932 eb 1933 eb 1934 eb 1935 eb 1936 eb 1938 eb 1941 eb 1942 eb 1943 eb 1944 eb 1945 eb 1947 eb 1949 thank you . jo ann holloway x 35957 | 0 |
Subject: re : marketpoint license agreement john , fyi vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 11 / 27 / 2000 03 : 31 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " dale m . nesbitt " on 11 / 27 / 2000 02 : 51 : 54 pm please respond to to : cc : subject : re : marketpoint license agreement vince : i will send you our contract for the week long engagement . the way we do it is send out our time and materials contract , which has a space for individual task statements . i then put in a task statement for the week long project at the $ 12 k level so that the costs and risks are capped for you . look for it in the next day or two . with regard to the long run and short run gas models , they are both implemented in the same software system . neither is a prerequisite for running the other , but both operate the same way and the sum of the two consumes approximately the same resources are either individually . i plan to have an extended visit in houston beginning one week from today and lasting through the following wednesday . ( intensively tutoring my daughter for her first semester economics finals at rice . she certainly should have gotten a better looking tutor . ) that will make it very easy to come by and finalize whatever needs to be finalized with you that week . with her in houston , i spend a good bit of time there . look for the stuff in the next day or two . i look forward to working with you and your colleagues . thanks dale - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : monday , november 27 , 2000 10 : 44 am to : dale . nesbitt @ worldnet . att . net cc : vince . j . kaminski @ enron . com subject : re : marketpoint license agreement dale , thanks for your message . in our phone conversation before the meeting you mentioned another contractual arrangement under which we could work with your company employees on a case - study . the cost of a weekly project would be $ 12 , 000 that would be applied to the purchase price should we go ahead and decide to acquire the software . this project would allow us to evaluate the model and come up with an estimate of the manpower necessary to support the model internally . please , let me know more about this option . we are primarily interested in a long - term natural gas model and the database for north america . unless a familiarity with the short term model is a prerequisite , we don ' t have resources to spend too much time on it . of course , a trading desk may be interested in the short term version of the model . i shall talk to them about it . vince " dale m . nesbitt " on 11 / 13 / 2000 06 : 00 : 05 pm to : , " vince . j . kaminski " cc : subject : marketpoint license agreement john / vince : i really enjoyed the meeting the other day with you and a broad cross section of your people . thank you very much for setting it up , and thank you for giving me the opportunity to speak with your people . as i mentioned to john , i am sending you the license paperwork for marketpoint . i have attached our standard license agreement for your consideration . as i mentioned , the license agreement covers the entire bundled product , which includes ? north american gas , short and long term ? north american electricity , short and long term ? world gas ? western european gas ? world oil we are just finishing porting the world oil , world gas , and western european gas models over from our old ( now obsolete ) software system into marketpoint , so they will not be fully tested and complete for a couple of months . however , the gas and electricity models for north america are presently complete and tested . that should allow us to give you an attractive price before the full worldwide toolkit is available throughout your worldwide business . as i understood it , you will want the gas modeling capability first and will want to defer decisions on electric or other capability . as i mentioned at the meeting , we are prepared to offer that for approximately the fully bundled price . as you read the license agreement , you will see that the software licenses for $ 100 , 000 annually , the gas data for $ 5 , 000 , and the electric data for $ 10 , 000 . marketpoint will agree to license you the gas model plus the data for the software license plus the data license for a total of $ 55 , 000 annually . this is just under the fully bundled price . i think that is consistent with the discussions at our meeting , and from marketpoint ' s perspective would provide a great basis to move forward together with enron . if or when enron ever desires to " scale up " to another model or model ( s ) from the marketpoint portfolio , we will simply scale you up to the entire license agreement . this will allow you to decouple the gas decision from any other decisions you might make . ( i will be glad to put this additional pricing provision into the agreement if you decide to move forward . ) i felt i was able to communicate the philosophy , scope , and operation of our approach during the meeting and to deliver you much of the information you might need to evaluate whether marketpoint meets your needs . i thought you were able to see the depth and sophistication of the product yet at the same time its simplicity and effectiveness . i thought you were able to see the benefits of the marketpoint dimension of economic equilibrium as a complement and supplement to other approaches you will assuredly use . i would be interested in your impressions and those of your colleagues . i look forward to your response and to moving ahead together . we view you as a very important prospective customer and client and will work with you to earn and secure your business . if you decide to license marketpoint , we can arrange to transfer and mount marketpoint and the short term narg model ( which is the model we suggest you begin with ) and travel to houston to deliver our 1 day training seminar . our clients are usually very fluent after that 1 day training seminar . thereafter , we would want you to work with the short term narg model for a few weeks while you get up to speed , very fluent , and very comfortable before you take delivery of the longer term version of narg several weeks later . thanks again , and all the best . if there is some item from the meeting that i might have forgotten to send , please remind me . my notes don ' t show anything , but i was speaking a lot rather than writing notes during the meeting and might have overlooked something someone wanted . dale nesbitt president marketpoint inc . 27121 adonna ct . los altos hills , ca 94022 ( 650 ) 218 - 3069 dale . nesbitt @ marketpointinc . com ( see attached file : license . doc ) | 0 |
Subject: california update 3 / 15 / 01 executive summary ? davis might concede to rate hikes for future power consumption but not for past utility debt ? davis and pg & e negotiations at a standstill , sticking point is net short for pg & e this summer ? as the days go on with no word of a secured deal , involuntary bankruptcy chances increase significantly among small generators and qfs ? ferc would probably approve transmission deal but with several conditions for california california public utility commission rate increases today may be the turning point as the ca puc reviews the size of the department of water resources ( dwr ) rate increase to be passed along to consumers on their electricity bills . until now , davis has considered rate hikes to be political suicide , but there may be some relief for him from consumer groups . sources indicate that one of california ' s main consumer advocate leaders may tolerate rate increases for future power consumption , but remains adamant about not raising rates to cover past utility debt . dwr , which is currently buying power on behalf of the state , needs more income to securitize the planned $ 10 b bond issue that is key part of davis ' plan to sign long term power contracts . as dwr continues to spend $ 40 to $ 60 m every day on power purchases , a well placed source informed us the dwr is essentially bankrupt . it currently has no money for normal activities such as ordering supplies , purchasing new equipment , etc . the department of finance is forwarding dwr money from where ever it can ( parks , other programs ) to purchase power , but dwr ' s hands are tied until revenue bonds are issued . the california state treasurer phil angelides will be submitting a recommendation on rate increases in order to secure revenue and cover $ 10 billion worth of state bonds . davis & pg & e at odds sources report that davis and pg & e negotiations are facing two difficult challenges : 1 ) pg & e wants 2 . 9 times book , which is far more than consumer groups recommend for the sale of its transmission lines ( sce accepted 2 . 3 ) , and 2 ) pg & e needs relief from davis for pg & es legal responsibility to be the ultimate power purchaser for the state , and at this point davis wants to limit further state energy power purchases ( especially for summer ) . the utilities refuse to sign a deal which will leave them billions of dollars further in the red ( $ 3 to $ 4 b ) and pg a measure that if accomplished would provide davis with even less negotiating power . with all this activity , davis is starting to lose support in the state legislature . sources report increasing tension between the governor and state senate president pro - tem john burton . burton has just announced a special senate committee will investigate the generators for evidence of price manipulation , and the state auditor is also planning an investigation . davis increasingly realizes he has to protect any deal he signs against being picked apart by the legislature and consumer groups later . qf ' s most likely source of involuntary bankruptcy sacramento insiders fear that a group of small generators will lose patience and force bankruptcy on the utilities . sb 47 x may have been california ' s qualified facilities last hope at avoiding an involuntary bankruptcy filing against pg & e , socal ed , and sdg & e . the bill designed to cut the qf ' s costs and provide them with a better rate structure is being held up in the state ' s senate . sources indicate that a filing could come at anytime and further investigations are underway to ferret out the most likely candidates . out with hebert , in with wood the bush administration favors replacing hebert , jr . with texas puc head pat wood . there is an intense battle behind the scenes between senate republican leader trent lott , who favors hebert , and president bush , who wants wood . the administration would prefer wood because they do not want ferc to pick a fight with davis which means bush might ultimately lose some western states in 2004 . in effort to tone down the recent press reports , hebert has made several token concessions to california , including $ 69 million worth of power refunds and streamlining the federal permitting process for pipeline and power plant installation . it ' s is expected that ferc would most likely approve any transmission deal that davis could complete but with a list of conditions . some conditions might include bring the lines formally into the regional grid system as well as other elements to pave the way for more dramatic administrative actions in the west next year . the bush administration is opposed to price caps and believes in free market solutions . the administration is also considering whether it might be a good idea to privatize federally - owned assets such as bpa . | 0 |
Subject: spanish power option pricing hi paul / cassim , further to our meeting yesterday regarding power options , that we may use to capture short - term volatility from regulatory caps being adhered to or broken , i have attached a spreadsheet that should assist in nailing down the value . arbitrary distribution the first issue to address is converting the price scenarios for the average of the q 2 - q 3 swap into a volatility equivalent . this is achieved by fitting a normal distribution that matches the one specified for mean and standard deviation . the graph below illustrates the method for the numbers discussed yesterday . in this example , the annualised volatility is coming up as approximately 23 % . pricing & implied volatility the pricing is as for a regular asian option . the payoff depends on the average of the daily prices for spanish power for q 2 and q 3 . the valuation using 23 % volatility is showing about 15 . 3 pta per kwh . i will schedule a meeting to allow us to take this forward . regards , anjam x 35383 spreadsheet : | 0 |
Subject: light switch for eb 1939 good morning all : maureen raymond castaneda is officed in ebl 939 . she has terrible migraine headaches which are made worse by light . we would like to get a price on having an on / off switch installed in her room . as of now , they have removed the light bulbs , but said that may not completely answer the problem as some one may see that they are out and request they be replaced . i think the answer ( if it is not too expensive ) would be to have a switch installed . please let me know . our co . # is 0011 and our rc # is 100038 . thanks ! shirley 3 - 5290 | 0 |
Subject: project richard , i would like to inform you that we decided against participation in your project . thanks for your interest in having enron involved in the study . vince kaminski | 0 |
Subject: ena year end promotions nominations as a follow on to the discussion at monday ' s staff meeting ; attached is a summary of the manager and above promotion nominations made and discussed during the december business review / pre - ranking meetings in ena , which were captured in the system . promotions through to senior professional on the support side should already have been communicated to the employees . promotions to manager and director where agreed at the final ena performance review meeting on december 14 and should be attached . these can be communicated to the individuals , if you haven ' t already done so . no ena wide promotion memo is planned , therefore please feel free to communicate your departments promotions by separate memo if you believe appropriate . | 0 |
Subject: seismic data via satellite i have attached a background piece to brief oil traders on this subject prior to a possible meeting with them . please give me any comments on 1 ) accuracy 2 ) completeness and 3 ) coverage of the areas we want to explore . as a side note , i found some info on the web stating current proven oil reserves are 1 , 000 billion bbls . discovery of a 1 billion bbl field would add only 0 . 1 % . while we will pursue the trading advantage option , it is not looking promising that it has great short term value , given the long time frame and high cost of bringing deep water reserves to market . bob lee | 0 |
Subject: pres . to delainy sorry vince , please use this file instead of the earlier one . krishna . | 0 |
Subject: re : yo ! vince , here is a little more info on the book bob darden is writing that might be useful in explaining who he is talking to at present . john > date : fri , 30 mar 2001 12 : 29 : 11 - 0600 > from : robert darden > subject : re : yo ! > x - sender : " robert darden " ( unverified ) > to : " john d . martin " > organization : the door > x - mailer : mozilla 4 . 04 [ en ] c - flashnet ( win 95 ; i ) > > you , sir , are a gentleman and a scholar . > if the research director needs more info on the book , i can send him / her > whatever they need : > publisher : fleming h . revell ( a division of baker books ) > deadline : may 30 > people who we have already interviewed or who we have tentative > agreements to interview : > jerry conangelo , norm miller , dr . kenneth cooper , philip clements , > george gallup , ted benna , bob lawless , jack eckerd , truett cathey , ed > bonneau , jay pifer , bill bailey etc . . . > thanks again > bob > > john d . martin wrote : > > > > at 11 : 35 am 3 / 30 / 01 - 0600 , you wrote : > > > hi john - - i enjoyed our meeting yesterday . this looks very promising . > > > meanwhile , as i mentioned at the table , i ' m getting a little nervous > > > about the book that is due june 1 . > > > one of the names on our " wish " list of interviewees for " the business of > > > heaven " is ken lay at enron . ( yes , i ' ll try to get this for you today ) > > > would it be possible for you to give me a good address and phone number > > > for mr . lay ' s office ? > > > and may i mention your name in the cover letter ? ( certainly - - not that it > > will necessarily help . i ' ll talk to the director of research about your > > project and see if he can help ) > > > i would be forever indebted . i might even buy the next lunch . > > > bob > > > p . s . thanks for sharing your concerns about church yesterday , too . i ' m > > > genuinely sorry things didn ' t work out better and feel more than a > > > little embarrassed that i didn ' t work harder to make you guys feel more > > > welcome and connected . on the other hand , please know that mary and i > > > will always love you and consider you both friends . i know you ' ll be > > > happy at lake shore - - even as we miss you at 7 th ! > > > > > john d . martin > > carr p . collins chair in finance > > finance department > > baylor university > > po box 98004 > > waco , tx 76798 > > 254 - 710 - 4473 ( office ) > > 254 - 710 - 1092 ( fax ) > > j _ martin @ baylor . edu > > web : http : / / hsb . baylor . edu / html / martinj / home . html > john d . martin carr p . collins chair in finance finance department baylor university po box 98004 waco , tx 76798 254 - 710 - 4473 ( office ) 254 - 710 - 1092 ( fax ) j _ martin @ baylor . edu web : http : / / hsb . baylor . edu / html / martinj / home . html | 0 |
Subject: re : hello david , another trip in the cards . you can catch me at the office on wed or next week at home . vince " walkup , david c ( houstonas as 582 ) " on 04 / 03 / 2000 03 : 43 : 31 pm to : " ' vince . j . kaminski @ enron . com ' " cc : subject : re : hello i am tentatively planning on being in the woodlands wednesday . should i stop by the house that night or do we need to get together tomorrow or wednesday morning ? david c . walkup financial consultant 713 - 658 - 1685 800 - 456 - 9712 > - - - - - - - - - - > from : vince . j . kaminski @ enron . com [ smtp : vince . j . kaminski @ enron . com ] > sent : monday , april 03 , 2000 4 : 35 pm > to : dwalkup @ pclient . ml . com > subject : re : hello > > > david , > > can you stop by on wednesday ? > > i shall be gone for a few days after this day . > > vince > > > > > > " walkup , david c ( houstonas as 582 ) " on > 04 / 03 / 2000 > 01 : 21 : 45 pm > > to : " ' vincent kaminski ' " > cc : > subject : hello > > > hello , vince . > > i guess you are still traveling a lot . i just wanted to say hello and see > when we can get together and look at getting some more money deposited > into > the cma for future investments . > > get back with me when you can . > david c . walkup > financial consultant > 713 - 658 - 1685 > 800 - 456 - 9712 > _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ > > > > > caution : electronic mail sent through the internet is not secure and could > be intercepted by a third party . for your protection , avoid sending > identifying information , such as account , social security or card numbers > to > us or others . further , do not send time - sensitive , action - oriented > messages , such as transaction orders , fund transfer instructions , or check > stop payments , as it is our policy not to accept such items electronicall > > > > > > caution : electronic mail sent through the internet is not secure and could be intercepted by a third party . for your protection , avoid sending identifying information , such as account , social security or card numbers to us or others . further , do not send time - sensitive , action - oriented messages , such as transaction orders , fund transfer instructions , or check stop payments , as it is our policy not to accept such items electronicall | 0 |
Subject: latest fall 2001 module schedule and calendar ( rev . c ) - placed in your mailbox 4 - 5 - 01 students , faculty , and staff , a hard copy of the latest fall 2001 module schedule and calendar ( rev . c ) were placed in your mailbox on thursday . please review over the calendar closely for changes made . i have also posted the latest fall 2001 module schedule and calendar ( rev . c ) to embanet . reminder : the jones graduate school does not always follow the university calendar on scheduled breaks , exams , etc . . . . always refer to jones graduate school information regarding breaks , exam schedules , etc . . . . thanks , kathy kathy m . spradling mba program coordinator jesse h . jones graduate school of management rice university 6100 main street , ms 531 houston , texas 77005 - 1892 phone : ( 713 ) 348 - 3313 fax : ( 713 ) 348 - 5251 email : spradlin @ rice . edu http : / / www . rice . edu / jgs e - mail : spradlin @ rice . edu http : / / www . ruf . rice . edu / ~ jgs / | 0 |
Subject: re : houston research opportunity tara : thanks for the update . it seems anjam is playing hard ball a little . my initial reaction is to be inflexible because it is a good offer , but on second thoughts , could you please give me an idea of what is meant by a 12 - month assignment when you have a moment ? compensation , benefits , responsibilities , career path implications , etc . many thanks ! regards , grant . | 0 |
Subject: re : [ no subject ] hi vince , this resume looks quite good . we may wish to talk to him on the phone . however , now that david hoog has hired his own actuarial guys ( alex tartakowski and larry markus ) from ace , i am not sure if they require support on the actuarial side . with don black ( of global risk markets ) leaving enron , i think the effort to develop power products for the insurance markets is pretty much nonexistent , except for david hoog ' s product . the resume still looks interesting , though . vasant - - - - - original message - - - - - from : kaminski , vince sent : friday , april 13 , 2001 3 : 56 pm to : shanbhogue , vasant subject : [ no subject ] vasant , please , take a look at this eresume . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 13 / 2001 09 : 55 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - cathy lira @ enron 03 / 26 / 2001 11 : 12 pm to : vkamins @ enron . com cc : subject : [ no subject ] - - - - - - - - - - - - - - - - - - - - - - forwarded by cathy lira / na / enron on 03 / 26 / 2001 04 : 12 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " imccracken " on 02 / 24 / 2001 04 : 02 : 11 pm please respond to " imccracken " to : grad _ programs @ enron . com cc : subject : [ no subject ] dear sir / madam , i am a student in a master ' s programme in mathematical finance due to graduate in august . my intention upon graduation is to work in a quantitative capacity in the power markets and to this end , i am including my resume in the hope that i might be considered for any available position in your risk management or structured products group requiring such mathematical skills . i have addressed this email to your graduate programmes address but i am unsure whether or not my candidacy would fall under the umbrella covered by your associate programme . if this is not the case , any help in seeing that my resume finds the correct destination would be greatly appreciated . yours sincerely , ian mccracken * get free , secure online email at http : / / www . ziplip . com / * - iancv . doc > | 0 |
Subject: re : followup from iris mack hi , thanks for taking time out of your busy schedules to meeet with me on the 28 th of december - especially during the holiday season . i enjoyed meeting some of the research group ' s internal clients . hope to be able to work with you in the future . regards , iris mack get your free download of msn explorer at http : / / explorer . msn . com | 0 |
Subject: re : ll visa - anshuman shrivastava vince : apparently neil mcgregor became upset when he received margaret daffin ' s email . he is saying , however , that anshuman will only be in houston for one month , and you had mentioned six months when we spoke earlier . it really doesn ' t make any difference since he will need to get an ll visa under either circumstance , but i thought you might want to see his email . molly - - - - - - - - - - - - - - - - - - - - - - forwarded by molly magee / hou / ect on 01 / 24 / 2001 10 : 09 am - - - - - - - - - - - - - - - - - - - - - - - - - - - margaret daffin 01 / 24 / 2001 09 : 57 am to : molly magee / hou / ect @ ect cc : subject : re : ll visa - anshuman shrivastava molly : per our conversation today . please let me know the status so that i can proceed with the visa process . thanks margaret - - - - - - - - - - - - - - - - - - - - - - forwarded by margaret daffin / hou / ect on 01 / 24 / 2001 09 : 56 am - - - - - - - - - - - - - - - - - - - - - - - - - - - neil mcgregor @ enron _ development 01 / 24 / 2001 05 : 18 am to : margaret daffin / hou / ect @ ect cc : wade cline / enron _ development @ enron _ development subject : re : ll visa - anshuman shrivastava anshuman is not moving or immigrating to the us . we are allowing him to work for a lmonth assignment in the us with enron . please carry out the necessary approvals and visa ' s on this basis . neil mcgregor ceo dabhol power margaret daffin @ ect 01 / 23 / 2001 10 : 31 pm to : anshuman . srivastav @ enron . com cc : molly magee / hou / ect @ ect , vince j kaminski / hou / ect @ ect , jane allen / hou / ect @ ect , timothy callahan / na / enron @ enron , ranendra sengupta / enron _ development @ enron _ development , wade cline / enron _ development @ enron _ development , neil mcgregor / enron _ development @ enron _ development @ ect , harsimran subject : ll visa - anshuman shrivastava anshuman : i have been asked to contact you regarding your possible move to houston , texas . in order that i may begin the process of getting you an ll immigration visa , i will need you to complete the attached visa questionnaire and return it to me with copies of the following documents : a copy of all pages of your passport , even if blank copies of all previous us visas issued an updated resume , showing months and years copies of all diplomas and transcripts received if you have dependent family members coming to the states with you , copies of their passports please send to my attention , via fedex to : enron corp . 3 allen center , 3 ac 2026 a 333 clay street houston , tx 77002 please call me with any questions you may have at 713 - 345 - 5083 . | 0 |
Subject: re : various market data charges to the research group for february 2001 julie : i talked to both maureen and tanya and neither one want this service and have not been using it . maureen told me that she told you a year ago that she did not want telerate ( when she was supporting gary hickerson ' s group on 30 ) . if that is the case , we probably need a refund . let me know if there is anything that can be done about this . the only person in our group that wants telerate is jason sokolov and i put in a request for that yesterday . please cancel everything else . thanks ! shirley from : julie pechersky / enron @ enronxgate on 04 / 09 / 2001 12 : 33 pm to : shirley crenshaw / hou / ect @ ect cc : subject : re : various market data charges to the research group for february 2001 hi shirley , regarding telerate : i can cancel the service for both maurenn and tanya , but another name commonly used for the telerate application is bridge or bridgestation so you may want to just ask the two of them once more to be sure that they do not use it . just let me know and i will cancel billing jason can get access to it by submitting an e - request for him for telerate . when you go into e - request and it is prompting you for what application to choose , type in the words market data and hit search . telerate will pop up as an option and within that choose the role basic energy . we will take care of it from there . i will also remove hector campos from reuters . was there anyone else being charged for reuters services that are not needed ? i will also remove clayton vernon . i do not see anything under the name brad amoine , is this the correct spelling of his name ? i will also find out where shalesh ' s charges should be moved to . thanks for updating us and let me know if there is anything else . julie - - - - - original message - - - - - from : jackson , clifford sent : wednesday , april 04 , 2001 1 : 44 pm to : crenshaw , shirley cc : pechersky , julie subject : re : various market data charges to the research group for february 2001 hi shirley . i ' ve copied this to julie pechersky , who maintains the market data database , and will be able to make the user changes you request . she ' ll also be able to tell you how / when telerate can be enabled for mr . sokolov . we get the billing data from her , so once it is correct there , it will be billed correctly . cliff jackson - - - - - original message - - - - - from : crenshaw , shirley sent : wednesday , april 04 , 2001 1 : 31 pm to : jackson , clifford cc : kaminski , vince subject : various market data charges to the research group for february 2001 clifford : in reviewing our february eis billing summary for co # 0413 , cc # 107043 , i have several questions . telerate : ( february charges : $ 3 , 032 , 35 ) i polled the group and only one person has asked for telerate and he is not shown being charged for it . that is jason sokolov . he would like to have access to telerate . if you could let me know how to get that for him . the largest percent of the telerate charges appear to be for maureen raymond , who says that she does not use telerate . could she be accessing some data that she does not know is telerate ? please let me know . if there are individual accounts for telerate the only one we need is for jason sokolov , unless maureen ' s charges are for something that she does not know is telerate . tanya tamarchenko does not need telerate and she has the second largest percentage of the charges . anyway , the only telerate subscription we need is for jason sokolov . reuters : ( february charges : $ 405 . 96 ) no one in research uses reuters . i believe most of the charges are for hector campos who used it when he was on the trading desk . when he rotated into the research group he did not need it any longer , but is still being billed for it . please remove from the research cost center . the following individuals are no longer with enron or no longer with research and their accounts should be removed from the research cost center . clayton vernon no longer with the research group remove his lim / lim / excel and lim core charges from the research cost center brad amoine no longer with enron remove his lim / lim / excel and lim core charges from the research cost center shalesh ganjoo no longer with the research group remove his lim and lim core charges from the research cost center i hope this is not too confusing ! please advise . thanks ! shirley crenshaw | 0 |
Subject: gas prices vince - 1 . we can detect " hoarding " of pipeline capacity as an elevated basis against the actual inflow . 2 . we can detect " market power " by dissociating the seller from the buyer , distinguishing between the physical " cost " in gas to run the generators and the transmission cost in dollars , i . e . the basis . 3 . ( as you noted ) we can detect " storage " as the difference between inflow and consumption . it appears to me there are two time series needed for a straightforward model of gas prices : flow rates at interconnects ( from telemetry ) and spot - market prices . there is an elevated basis reflecting pipeline companies monopolizing capacity , as well as hoarding of capacity by contracts . the dynamics of gas prices reflect consumption demand changes due to changes in expectations for the weather , as well as their impact on two highly strategic behaviors : hoarding of pipeline capacity and storage of gas . we can " calibrate " the price elasticity of demands for consumption and storage , and the price elasticities of demand for transmission , as well as the extent of hoarding , from the two sets of numbers mentioned : flows and prices . what the basis trader needs to understand are the incentives , and disincentives , for storage and capacity - hoarding , in terms of the calibrated price - elasticities , and each of these are as - if exotic call options at the consumption hub . finally , flows are " explained " by the model , and can be imputed from prices if necessary , resulting in a purely stochastic model of the basis in terms of the weather . i believe the problem is quite tractable , and i would like to proceed with a model . clayton | 0 |
Subject: entouch newsletter business highlights weather trading the weather desk closed a 3 - year precipitation collar with payouts linked to natural gas prices . the transaction hedges included asian options from the gas market , precipitation floors from the weather market , and precipitation insurance from the insurance market . eight companies were involved in the transaction including the following enron companies : egm , ena , enron re , and rmt . along with the hedges , the end result of the transaction is cheap 3 - year precipitation call options and precipitation dependent natural gas call options for the weather desk . houston pipe line company on thursday , january 11 , american electric power ( nyse : aep ) announced that they have executed a definitive agreement under which aep energy services gas holding co . , a wholly owned subsidiary of aep , will acquire the stock of houston pipe line co . from enron corp . included in this agreement are all of the pipeline assets of hpl , as well as a 30 - year operating lease for the bammel storage facility , the houston loop and the texas city loop . in the news " enron is , in other words , the biggest , baddest b 2 b e - commerce company on the planet , and its experience belies the idea that innovation is impossible in large organizations . " - - ecompany now , january / february 2001 . brown bag mark your lunch calendars now for the upcoming brown bag featuring gary taylor , manager in weather trading . he will present an overview of the weather risk management market . it , s next thursday , january 18 , 11 : 30 am - 12 : 30 pm , in 5 c 2 . rsvp today to ext . 5 - 7352 . nuggets & notes " what am i missing ? ! " - mike bradley , vice president / equity trading - egm " do something ! " - david vitrella , manager / equity trading - egm " we may not do the most enrononline trades , but we do the largest " - larry gagliardi , director / oil products - egm & we have completed an efficient and successful transition from energy outsourcing to steel . of course , as my dad used to say , + talk ' s cheap , takes money to buy whiskey . , in 2001 , we ' ll let our p & l performance do the bulk of the talking . 8 - tim battaglia , vice president / steel origination - eim congratulations to william stuart , manager in currency trading and charla stuart , manager in community relations . they are the proud parents of aaron myles stuart , who was born january 9 and weighed 7 . 11 lbs . sean keenan , associate in eim , and wife , katherine , are the proud parents of william patrick , who was born january 1 and weighed 6 . 4 lbs . carlos ruiz , associate in eim , and wife , maria , are excited to announce the arrival of their new baby boy . cristobal ruiz was born on january 8 and weighed 7 lbs . welcome new hires ena - thomas barkley , rakesh bharati , delmar davis , andrew edison , brendan fitzsimmons , patricia goode , michelle huber , ken lewchuk , wykena lipscomb , albert meyers , stacie mouton , victor munoz , wichai narongwanich , christopher ordway , brent johnston , michael law , michelle wells , peter piorecki , eim ) jill lafave legal stuff the information contained in this newsletter is confidential and proprietary to enron corp . and its subsidiaries . it is intended for internal use only and should not be disclosed . | 0 |
Subject: 1 candidate and 2 interns hi vince and molly . here attached is one candidate who is particularly interested in having his profile sent to vince . . . he is going to be traveling to ny from the uk soon for 2 wks . he specifically asked my partner at robertwalters in the uk to investigate enron through my new relationship with you guys . he would be howard haughton , attached below ( cv ) . the other 2 resumes are my students at the university of michigan . howard lin received a 4 . 0 / 4 . 0 for his last term and will be willing to do whatever it takes to intern at enron for june - aug . i have his picture included as well . the second is sung , they are friends . howy will be done expected in may 2001 and sung in may 2002 . they are my favorite interns and i expect they can be cultivated to the enron culture with no real cost to you ( a " test drive before committal . i have agreed to represent them and shall take ownership , as they become graduate candidates upon their degree completion . i hope these attachment can represent my value and commitment to quality of talent to enron . thank you for your acceptance . best wishes for the weekend . jeff * get free , secure online email at http : / / www . ziplip . com / * - 00343938 alec . doc - sungvince . doc - howardagent 9498132241 . doc - howardlin . gif | 0 |
Subject: re : eci id for stinson steve - could you please escalate per our conversation thank you paula - - - - - - - - - - - - - - - - - - - - - - forwarded by paula corey / enron communications on 01 / 21 / 2000 08 : 35 am - - - - - - - - - - - - - - - - - - - - - - - - - - - stinson gibner @ ect 01 / 21 / 2000 08 : 09 am to : timothy morita - mcvey / enron communications @ enron communications @ enron cc : paula corey / enron communications @ enron communications , jean mrha / enron communications @ enron communications subject : re : eci id for stinson timothy : i still have a problem . when i am on the eci network i cannot receive email , and , even worse , i cannot even send email . this is not an acceptable situation . i need to have a fully functional email account on the eci side as well as the ena side . don ' t tell me that its against policy because i know that ravi thuraisingham has already be set up this way for months . i don ' t care if mail from one network is forwarded to the other as i will have access in houston to both , but i can already see that i need to have functional accounts on both sides , or it will be a continual thorn in my side when travelling to portland , etc . . . again thanks for your help on getting this set up correctly , - - stinson gibner x 34748 from : timothy morita - mcvey @ enron communications on 01 / 19 / 2000 10 : 20 am pst to : stinson gibner / hou / ect @ ect @ enron cc : subject : re : eci id thanks stinson , that should give me what i need . i understand that you will have two notes id ' s with the eci mail forwarded to your " stinson gibner / hou / ect @ ect @ enron " address . i should be able to complete this today ( later today ) thanks , timothy morita - mcvey lotus notes administrator enron communications , inc . 503 . 886 . 0390 timothy _ morita - mcvey @ enron . net stinson gibner @ ect 01 / 19 / 00 09 : 07 am to : timothy morita - mcvey / enron communications @ enron communications cc : subject : eci id i must have written down your phone number incorrectly , it did not work . regarding my user id on the eci network , i would be set up in the same way as ravi thuraisingham with an id on both the ena and the eci networks . i am in the corp . research group but am spending about 80 % of my time in support of eci in the trading and origination areas . feel free to contact me if you need any further info . - - stinson houston x 34748 | 0 |
Subject: re : telephone interview with the research group fyi : praveen will be available on thursday , may 4 at 10 : 00 am houston time . call him at 301 / 422 - 0889 . thanks ! - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 28 / 2000 08 : 05 am - - - - - - - - - - - - - - - - - - - - - - - - - - - mellacheruvu venkata praveen on 04 / 27 / 2000 08 : 58 : 47 pm to : shirley . crenshaw @ enron . com cc : subject : re : telephone interview with the research group dear ms . crenshaw , the interviewers can call me at ( 301 ) 422 0889 . please do inform them accordingly . thank you for setting up the interview . regards , praveen mellacheruvu . on thu , 27 apr 2000 shirley . crenshaw @ enron . com wrote : > > praveen : > > i have scheduled the conference call for thursday , may 4 at 11 : 00 am ( est ) > 10 : 00 am ( central ) . it will be better if they can call you . please le me > know > what number you can be reached at . > > if this is not allright , please let me know . > > thanks and have a great day ! > > shirley crenshaw > > | 0 |
Subject: corrected : new update on ppi model for inflation book dear all , i followed up on the suggestions at the conference call as follows : - 1 ) use less data unfortunately , kicking out only 1990 makes the overall equation a lot less robust , in fact dramatically so , and so eliminates the possibility of using less data . the model tested was the rpi ( month + 15 ) ppi pre - empts the moves in rpi by about 8 months . the magnitude of the oscillations is also reduced . this shows that if we had more detail in our rpi forward curve , then the ppi model would reflect those peaks and humps adequately . conclusion i therefore propose that we use the model that incorporates rpi , rpi [ t + 15 ] and deviations of brent crude from long - term average . the new model is plotted below in burgundy and can be compared to the old ppi which is depicted in blue . the new model achieves the two main objectives of the ppi curve : it is significantly more robust and stable than the existing one , and it is considerably less sensitive to the input coefficients , which results in us having more confidence in our monthly p it was found that deviations of dated brent crude from the long - term average of $ 18 . 80 was the best form of the variable to use ( for predictions the brent forward curve produced by the global products group is used ) . the three new equations developed were : - pllu ( t ) = a . rpi ( t ) + b . rpi ( t + n ) + c . ( datedbrentcrude - 18 . 8 ) + constant , where n is 14 , 15 or 16 [ reddish curves ] r - squared approx 0 . 49 f - stat approx 32 the chart below shows what our projected pllu curve would be given this equation , and also the three best relations from before which were based upon current and future rpi : pllu ( t ) = a . rpi ( t ) + b . rpi ( t + n ) + constant , where n is 14 , 15 or 16 [ greenish curves ] r - squared approx 0 . 47 f - stat approx 45 comparison of models as you can see , the two equations differ in the very short - term and very long - term ; the inclusion of deviations of brent crude leads to short - term predictions of 3 . 0 % to 3 . 2 % over the next six months . the greenish curves predict pllu in the range of 2 . 5 % to 2 . 8 % over the next six months . the curves are then very similar until 2009 , when the models including crude break - away to the upside , relative to the falling rpi curve . the model based purely on rpi hugs the rpi curve much more closely in the longer term . this is only important to the extent that we have large positions beyond 2009 ( which we don ' t ) . suggestion what could be useful now is a differently - specified model designed to forecast only the next 3 months , using auto - regressive or auto - regressive error terms . this model would be far more accurate in the near - term , and we could include this information onto the front of this long - term model . this may be useful , despite the fact that most of our exposure is in future time buckets . back - testing all the models give similar visual and statistical performance over the data sample used ( based mainly on 1990 s " new paradigm " economy ) . hopefully we can discuss these and other points later in the tele - conference ; your ideas on this would be appreciated . regards , anjam x 35383 | 0 |
Subject: re : executive program on credit risk modeling tanya , please , ask him to make the arrangements . vince tanya tamarchenko 05 / 25 / 2000 11 : 19 am to : vince j kaminski / hou / ect @ ect cc : subject : re : executive program on credit risk modeling yes , i think it is useful for vincent to attend the program . tanya . vince j kaminski 05 / 22 / 2000 09 : 50 am to : tanya tamarchenko / hou / ect @ ect cc : subject : executive program on credit risk modeling tanya , another thought . should vincent go as well ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 05 / 22 / 2000 09 : 52 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 05 / 22 / 2000 08 : 10 am to : tanya tamarchenko / hou / ect @ ect cc : subject : executive program on credit risk modeling fyi vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 05 / 22 / 2000 08 : 12 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " kashiwamura , shelby " on 05 / 18 / 2000 02 : 03 : 19 pm to : " isero , alicia " , " kashiwamura , shelby " cc : ( bcc : vince j kaminski / hou / ect ) subject : executive program on credit risk modeling subject : announcement : executive program on credit risk modeling credit risk modeling for financial institutions october 15 - 20 , 2000 at stanford university business school risk management specialists , stanford business school professors of finance darrell duffie and kenneth singleton will be repeating their successful executive program on credit risk pricing and risk management for financial institutions . the course is created for risk managers , research staff , and traders with responsibility for credit risk or credit - related products , including bond and loan portfolios , otc derivative portfolios , and credit derivatives . this program includes : * valuation models for defaultable bonds , otc derivatives , and credit derivatives , with empirical applications to corporate and sovereign markets * empirical and theoretical assessments of models for measuring credit risk , with correlation , for portfolios * the strengths and limitations of current practice in credit risk measurement * practical issues in implementing credit modeling and risk systems * estimation of default and transition probabilities , and the correlations among the default risks of publicly traded companies , from historical data application form : credit risk modeling for financial institutions stanford , october 15 - 20 , 2000 this form may be completed and returned by email , or may be printed and sent by fax to : stanford gsb executive education programs fax number : 650 723 3950 you may also apply and see more detailed information by visiting our web site at : www . gsb . stanford . edu / exed / crm applications will be acknowledged upon receipt . if you have not received an acknowledgement within two weeks , please contact us . please complete all sections . all information is kept strictly confidential . name : put an x beside one , please : male : female : citizenship : job title : company : your company ' s main activity : business mailing address : business phone ( all codes please ) : business fax : email address : home address : home phone : nickname for identification badge : emergency contact name : emergency contact phone : title of person to whom you report : your job responsibilities and experience related to this course : ( please provide a brief job summary here , or attach and send a biographical summary containing information relevant to your purpose and qualifications for the course . ) college or university education : please list , by degree : college or university dates degree granted _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ please note : all classes and discussions are conducted in english . in order to reserve a place in the course , the program fee of us $ 7 , 500 is due upon notification of acceptance . this fee covers the tuition , single room , meals , and all course materials ( including a proprietary manuscript on credit risk pricing and measurement ) . our refund policy is available upon request . please state the source from which you heard about this course : name and date : if you would like a hard copy brochure and application form , please contact : ( make sure to include your mailing address ) shelby m . kashiwamura program manager executive education stanford graduate school of business ( 650 ) 723 - 9356 phone ( 650 ) 723 - 3950 fax kashiwamura _ shelby @ gsb . stanford . edu | 0 |
Subject: re : resume vince , paulo and i talked to mr . zhang on the phone . he is currently with kock equity trading and formly a quant supporting power trading . his power market experience could be valuable to us . i would recommend to bring him for an on - site interview . since we get more demanding power projects , alex needs some help . zimin vince j kaminski 03 / 14 / 2001 10 : 06 am to : zimin lu / hou / ect @ ect cc : subject : resume - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 14 / 2001 10 : 07 am - - - - - - - - - - - - - - - - - - - - - - - - - - - marshall brown on 03 / 09 / 2001 07 : 46 : 22 am to : vince kaminski cc : subject : resume vince , how are you . this candidate would be interested in any positions in your group . regards , marshall brown vice president robert walters associates tel : ( 212 ) 704 - 0596 fax : ( 212 ) 704 - 4312 mailto : marshall . brown @ robertwalters . com http : / / www . robertwalters . com > caution : electronic mail sent through the internet is not secure and could be intercepted by a third party . this email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed . if you have received this email in error please notify the system manager . this footnote also confirms that this email message has been swept by mimesweeper for the presence of computer viruses . - zhan _ ren . doc | 0 |
Subject: re : installation of new programs i gave you local admin rights on your laptop yesterday . what you have to do is to log into the laptop using the local machine account . the id and the password is the same as your corp login now . the password on the local account will never change . if you have a minute today i will show you how . let me know a time . phillip randle desktop support specialist x 39665 - - - - - original message - - - - - from : kaminski , vince sent : tuesday , may 01 , 2001 5 : 17 pm to : randle , phillip c . cc : kaminski , vince subject : installation of new programs phillip , how can i install new programs on my laptop , without the administrator ' s privileges ? one example : when i travel i use aol to get access to my mail and to communicate with the office . windows 2000 does not allow me to install it . also , i have my private statistical software i often use when i work at night during business trips . i would like to load it as well . vince | 0 |
Subject: re : telephone interview with the enron corp . research group since several of you will be out on the 6 th , we have moved the telephone interview for marshall yan to tuesday , the 5 th at 1 : 00 pm . thanks ! shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 11 / 29 / 2000 03 : 22 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " jingming ' marshall ' yan " on 11 / 29 / 2000 03 : 16 : 16 pm to : shirley . crenshaw @ enron . com cc : subject : re : telephone interview with the enron corp . research group ms . crenshaw , tuesday the 5 th is ok with me . i will talk to you then . marshall on wed , 29 nov 2000 shirley . crenshaw @ enron . com wrote : > > hi marshall : > > i have some unfortunate news . several of the interviewers will be > traveling > next week and they have had to schedule their return on wednesday the > 6 th . would you be able to do the telephone interview on tuesday , the > 5 th instead ? the same time 1 : 00 pm houston time . > > please let me know as soon as possible . > > sorry for the change ! > > regards , > > shirley crenshaw > > > > > > > > > " jingming ' marshall ' yan " on 11 / 28 / 2000 11 : 30 : 20 pm > > to : shirley . crenshaw @ enron . com > cc : > subject : re : telephone interview with the enron corp . research group > > > ms . crenshaw , > > thank you for the arrangement . i will talk to you then . > > marshall > > on tue , 28 nov 2000 shirley . crenshaw @ enron . com wrote : > > > > > marshall : > > > > thanks for responding so quickly . i have scheduled the following > > interview : > > > > wednesday , december 6 - 1 : 00 pm houston time . it will last approximately > > 1 hour . we will call you at ( 605 ) 497 - 4045 unless otherwise instructed . > > > > if you have any questions , please feel free to contact me at > 713 / 853 - 5290 . > > > > best regards , > > > > shirley crenshaw > > > > > > > > > > > > > > > > > > " jingming ' marshall ' yan " on 11 / 28 / 2000 12 : 59 : 55 pm > > > > to : shirley . crenshaw @ enron . com > > cc : vince . j . kaminski @ enron . com > > subject : re : telephone interview with the enron corp . research group > > > > > > ms . crenshaw , > > > > thank you very much for the message . i am very interested in the > > opportunity to talk to personnel from the research group at enron . > between > > the two days you suggest , i prefer wednesday 12 / 6 . considering the > > two - hour time difference between california and texas , 11 : 00 am pacific > > time ( 1 : 00 pm your time ) seems to be a good slot . however , i am open most > > of the day on 12 / 6 so if some other time slot is prefered on your end , > > please let me know . > > > > thanks again . i look forward to talking to you and your > > colleagues . > > > > jingming > > > > on tue , 28 nov 2000 shirley . crenshaw @ enron . com wrote : > > > > > good afternoon jingming : > > > > > > professor wolak forwarded your resume to the research group , and > > > they would like to conduct a telephone interview with you , sometime > next > > > week , at your convenience . the best days would be tuesday , 12 / 5 or > > > wednesday , 12 / 6 . > > > > > > please let me know which day and what time would be best for you and > > > they will call you . let me know the telephone number that you wish to > be > > > contacted at . > > > > > > the interviewers would be : > > > > > > vince kaminski managing director and head of research > > > vasant shanbhogue vice president , research > > > lance cunningham manager , research > > > alex huang manager , research > > > > > > look forward to hearing from you . > > > > > > best regards , > > > > > > shirley crenshaw > > > administrative coordinator > > > enron research group . > > > 713 - 853 - 5290 > > > > > > > > > > > > > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - > > jingming " marshall " yan jmyan @ leland . stanford . edu > > department of economics ( 650 ) 497 - 4045 ( h ) > > stanford university ( 650 ) 725 - 8914 ( o ) > > stanford , ca 94305 358 c , economics bldg > > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - > > if one seeks to act virtuously and attain it , then what is > > there to repine about ? - - confucius > > > > _ ? oo ? ? ooo ? ? t xo - ? ? - - ? ? > > > > > > > > > > > > > > > > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - > jingming " marshall " yan jmyan @ leland . stanford . edu > department of economics ( 650 ) 497 - 4045 ( h ) > stanford university ( 650 ) 725 - 8914 ( o ) > stanford , ca 94305 358 c , economics bldg > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - > if one seeks to act virtuously and attain it , then what is > there to repine about ? - - confucius > > _ ? oo ? ? ooo ? ? t xo - ? ? - - ? ? > > > > > > > jingming " marshall " yan jmyan @ leland . stanford . edu department of economics ( 650 ) 497 - 4045 ( h ) stanford university ( 650 ) 725 - 8914 ( o ) stanford , ca 94305 358 c , economics bldg if one seeks to act virtuously and attain it , then what is there to repine about ? - - confucius _ ? oo ? ? ooo ? ? t xo - ? ? - - ? ? | 0 |
Subject: re : carnegie interviews super friday vince , thank you very much but i ended up finding interviewers for all the time slots . paulo has volunteered to interview for 1 hour , thank you for suggesting his name . kristin vince j kaminski @ ect 01 / 17 / 2001 02 : 00 pm to : kristin gandy / na / enron @ enron cc : kevin kindall / corp / enron @ enron , alex huang / corp / enron @ enron , paulo issler / hou / ect @ ect , bob lee / na / enron @ enron , vince j kaminski / hou / ect @ ect subject : re : carnegie interviews super friday kristin , i shall be tied up with the wharton group all day friday . i am forwarding the message to some members of the research group . i hope some of them will be available . vince p . s . to the research group . can you , please , help kristin ? enron north america corp . from : kristin gandy @ enron 01 / 16 / 2001 02 : 03 pm to : alyse herasimchuk / na / enron @ enron cc : vince j kaminski / hou / ect @ ect , ann korioth / enron communications @ enron communications , terry yamada / corp / enron @ enron , traci warner / enron communications @ enron communications , erik simpson / hou / ect @ ect , laura howenstine / enron communications @ enron communications , sarah wesner / enron @ enronxgate subject : re : carnegie interviews super friday okay group it is tuesday and we have heard from no volunteers . we only need 30 minutes of your time . is any one available on this friday to interview ? please help ! kristin from : alyse herasimchuk 01 / 12 / 2001 03 : 55 pm to : vince j kaminski / hou / ect @ ect , ann korioth / enron communications @ enron communications , terry yamada / corp / enron @ enron , traci warner / enron communications @ enron communications , erik simpson / hou / ect @ ect , laura howenstine / enron communications @ enron communications , sarah wesner / corp / enron cc : kristin gandy / na / enron @ enron subject : carnegie interviews super friday we have one last group of candidates coming in for final round interviews on friday , january 19 th . we need interviewers for half a day ( 9 : 00 am to 11 : 15 am ) . please let me know if you can be available for the entire morning or what times you could be available : 9 : 00 am - 9 : 30 9 : 35 am - 10 : 05 10 : 10 am - 10 : 40 10 : 45 am - 11 : 15 i appreciate any help you can offer in submitting names for those who may be able to interview if you can not . thanks ! alyse herasimchuk recruiting coordinator associate / analyst program 57339 | 0 |
Subject: resume - jeff andrews vince , attached is the evaluation form and resume for your interview w / jeff andrews this afternoon at 5 pm . i will bring him to your office at that time . jeff is interviewing for a research position within the coal group . please feel free to contact if there are any questions . thanks chris williams ena staffing x 39866 | 0 |
Subject: re : telephone interview hi darlene : vince kaminski and the research group would like to bring todd perry in for an interview . they have already had a " telephone interview " and feel like he may be a good fit somewhere in the research group . a copy of his resume is attached . he will be able to come on friday , june 2 . please contact him and arrange his travel . when this is completed , call me and we will set up the interview schedule . the interviewers would be : vince kaminski stinson gibner krishna krishnarao grant masson zimin lu vasant shanbhogue if you have any questions , please call me . thanks ! shirley todd a . perry - resume 2 . doc todd a . perry department of finance 541 . 346 . 1341 ( voice ) lundquist college of business 541 . 346 . 3341 ( fax ) 1208 university of oregon eugene , or 97403 - 1208 http : / / darkwing . uoregon . edu / ~ taperry | 0 |
Subject: re : preface for book julie , no problem . it ' s your call but chris should also be mentioned as number one . vince " julie " on 08 / 03 / 2000 03 : 06 : 28 pm to : " vince j kaminski " cc : subject : re : preface for book vince , thanks for this . ? ? ? are you ok with us using your name for this ? ? ? julie - - - - - original message - - - - - from : vince j kaminski to : julie @ lacima . co . uk sent : wednesday , august 02 , 2000 2 : 11 pm subject : re : preface for book - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 08 / 02 / 2000 08 : 16 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 08 / 02 / 2000 08 : 09 am to : ? ? " julie " @ enron cc : ? ? vince j kaminski / hou / ect @ ect , grant masson / hou / ect @ ect subject : ? re : preface for book ? ( document link : vince j kaminski ) julie , the introduction looks fine . i have made some cosmetic changes ( typos and split infinitives that slipped by ) . you can safely ignore most of them . english is not even my second language . the corrections are in pink . vince ( see attached file : introo 802 . doc ) " julie " on 08 / 01 / 2000 07 : 43 : 10 am to : ? ? " vincejkaminski " cc : subject : ? preface for book vince , hope you are well . we spoke a while ago about who should write the preface for the book , and ? you kindly offered that you would provide this . is this still ? possible ? we realise that you are extremely busy , so chris and les went ? ahead and wrote something , which is below , and if you want to review , change or ? re - write the preface , that would be very appreciated . let me know ? what your thoughts are . thanks , julie ( we ' re getting close ) preface one of our main objectives in ? writing energy derivatives : pricing and risk management has been to bring ? together as many of the various approaches for the pricing and risk management ? energy derivatives as possible , to discuss in - depth the models , and to show how ? they relate to each other . in this ? way we hope to help the reader to analyse the different models , price a wide ? range of energy derivatives , or to build a risk management system which uses a ? consistent modelling framework . we ? believe that for practitioners this last point is very important and we continue ? to stress in our articles and presentations the dangers of having flawed risk ? management and giving arbitrage opportunities to your competitors by using ? ad - hoc and inconsistent models for different instruments and markets ( see also others who propose consistent ? models ? ) . however , it is not ? our wish to concentrate on one particular model or models , at the exclusion of ? the others because we believe that the choice should rest with the user ? ( although it will probably be clear from our discussions the model ( s ) we ? prefer ) . we therefore try and give ? as clear account as possible of the advantage and disadvantages of all the ? models so that the reader can make an informed choice as to the models which ? best suit their needs . in order to meet our objectives the ? book is divided into 11 chapters . ? in chapter 1 we give an overview of the fundamental principals needed to ? model and price energy derivatives which will underpin the remainder of the ? book . in addition to introducing ? the techniques that underlie the black - scholes modelling framework we outline ? the numerical techniques of trinomial trees and monte carlo simulation for ? derivative pricing , which are used throughout the book . in chapter 2 we discuss the ? analysis of spot energy prices . as ? well as analysing empirical price movements we propose a number of processes ? that can be used to model the prices . ? we look at the well - know process of geometric brownian motion as well as ? mean reversion , stochastic volatility and jump processes , discussing each and ? showing how they can be simulated and their parameters estimated . chapter 3 , written by vince ? kaminski , grant masson and ronnie chahal of enron corp . , discusses volatility ? estimation in energy commodity markets . ? this chapter builds on the previous one . it examines in detail the methods , ? merits and pitfalls of the volatility estimation process assuming different ? pricing models introduced in chapter 2 . ? examples from crude , gas , and electricity markets are used to illustrate ? the technical and interpretative aspects of calculating volatility . chapter 4 examines forward curves ? in the energy markets . although ? such curves are well understood and straight - forward in the most financial ? markets , the difficulty of storage in many energy markets leads to less well ? defined curves . in this chapter we ? describe forward price bounds for energy prices and the building of forward ? curves from market instruments . we ? outline the three main approaches which have been applied to building forward ? curves in energy markets ; the arbitrage approach , the econometric approach , and ? deriving analytical values by modelling underlying stochastic factors . chapter 5 presents an overview of ? structures found in the energy derivative markets and discusses their uses . examples of products analysed in this chapter include a variety of swaps , caps , floors and collars , as well as energy swaptions , compound options , asian options , barrier options , lookback options , and ladder options . chapter 6 investigates single and ? multi - factor models of the energy spot price and the pricing of some standard ? energy derivatives . closed form ? solutions for forward prices , forward volatilities , and european option prices ? both on the spot and forwards are derived and presented for all the models in ? this chapter including a three factor , stochastic convenience yield and interest rate model . chapter 7 shows how the prices of ? path dependent and american style options can be evaluated for the models in ? chapter 6 . simulation schemes are ? developed for the evaluation of european style options and applied to a variety ? of path dependent options . in order ? to price options which incorporate early exercise opportunities , a trinomial ? tree scheme is developed . this tree ? is built to be consistent with the observed forward curve and can be used to ? price exotic as well as standard european and american style options . chapter 8 describes a methodology ? for valuing energy options based on modelling the whole of the market observed ? forward curve . the approach results ? in a multi - factor model that is able to realistically capture the evolution of a wide range of energy forward curves . ? the user defined volatility structures can be of an extremely general ? form . closed - form solutions are ? developed for pricing standard european options , and efficient monte carlo ? schemes are presented for pricing exotic options . the chapter closes with a discussion of the valuation of american style options . chapter 9 focuses on the risk ? management of energy derivative positions . ? in this chapter we discuss the management of price risk for institutions ? that trade options or other derivatives and who are then faced with the problem ? of managing the risk through time . ? we begin with delta hedging a portfolio containing derivatives and look ? at extensions to gamma hedging ? illustrating the techniques using both spot and ? forward curve models . the general ? model presented in chapter 8 is ideally suited to multi - factor hedging of a ? portfolio of energy derivatives and this is also discussed . chapter 10 examines the key risk ? management concept of value at risk ( var ) applied to portfolios containing ? energy derivative products . after ? discussing the concept of the measure , we look at how the key inputs ? ( volatilities , covariances , correlations , etc ) can be estimated . we then compare the fours major ? methodologies for computing var ; delta , delta - gamma , historical simulation and ? monte - carlo simulation , applying each to the same portfolio of energy ? options . in this chapter we also ? look at testing the var estimates for various underlying energy market ? variables . finally , in chapter 11 we review ? modelling approaches to credit risk . ? we look in detail at two quite different approaches , creditmetrics ( j . p . morgan ( 1997 ) ) and ? creditrisk + ( credit suisse financial ? products ( 1997 ) ) for which detailed information is publicly available . together these provide an extensive set ? of tools with which to measure credit risk . we present numerical examples of applying these techniques to energy derivatives . before ? we begin we stress that the models and methods we present in this book are tools ? which should be used with the benefit of an understanding of how both the ? tool ? ? and the market works . the ? techniques we describe are certainly not ? magic wands ? which can be waved at ? data and risk management problems to provide instant and perfect solutions . to quote from the riskmetrics technical document ? ? no amount of sophisticated analytics will replace experience and professional judgement in managing risk . ? . ? however , the right tools , correctly used make the job a lot ? easier ! | 0 |
Subject: my visit dear vince , thanks for your phone call this morning . i will ring mike tonight , i . e . houston tomorrow morning . . . . . had a look at the temps and anomalies over ca , looks warm for this time of the year ( dec . ) , there has been an increase in the night time t _ min , and t _ max remains at an above average level . i will start setting up my models over conus this week . regards , christian | 0 |
Subject: re : a personal favor thanks very much . i am attaching his resume for your review . - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : monday , may 07 , 2001 12 : 08 pm to : anurag . saksena @ gmacrfc . com cc : vince . j . kaminski @ enron . com subject : re : a personal favor anurag , i shall talk about vikas to our it people . can you send me his resume ? vince " saksena , anurag " on 05 / 07 / 2001 10 : 06 : 54 am to : " ' vkamins @ ect . enron . com ' " cc : subject : a personal favor vince , i have left a voice mail to you and will wait to talk to you personally . my brother vikas , who is now in london , is trying to make a switch from consulting world to working for a specific firm . over last few months , i have heard of great deal about the success of enron on line business which fits well in the area of his expertise . i am wondering if you know of some one in london who he can speak to regarding career opportunities . since i spoke to you last , a number of things have changed . recently , my manadate was broaden to include leading a charge for developing a risk management function for both the domestic and international businesses for gmac . needless to say , this is exciting albeit making the life a little more hectic than usual . talk to you later . anurag 952 - 857 - 6133 - resl . doc | 0 |
Subject: mark , please , check the following web - site . we can commisison a study from this guy . vince | 0 |
Subject: from the enron india newsdesk - may 4 th newsclips vince / stinson , some news articles on india . it appears that dpc will attend the may 11 meeting , but will not be presenting any proposals . they will be taking representatives from the lender side , ge and bechtel , as well as from the lng supplier side . also , a name has been thrown up as the likely person to represent the center . regards , sandeep . - - - - - - - - - - - - - - - - - - - - - - forwarded by sandeep kohli / enron _ development on 05 / 04 / 2001 02 : 36 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - nikita varma 05 / 04 / 2001 07 : 47 am to : nikita varma / enron _ development @ enron _ development cc : ( bcc : sandeep kohli / enron _ development ) subject : from the enron india newsdesk - may 4 th newsclips the economic times friday , may 04 , 2001 , http : / / www . economictimes . com / today / 04 infrol . htm godbole panel suggestions unacceptable : enron , girish kuber - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the above article also appeared in the following newspaper : business standard friday , may 04 , 2001 , godbole terms of reference not acceptable : dpc the hindustan times power purchase talks between govt , enron falls through - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the times of india friday , may 04 , 2001 , http : / / www . timesofindia . com / today / 04 busi 2 . htm enron ready to take part in ppa talk , nitin yeshwantrao the financial express friday , may 04 , 2001 , http : / / www . financialexpress . com / fe 20010504 / ecol 0 . html dpc team to appear before godbole panel on may 11 the above article also appeared the following newspapers : mid day enron , state govt to meet next week the hindu businessline friday , may 04 , 2001 , http : / / www . hindubusinessline . com / stories / 140456 uy . htm enron wants renegotiation meet rescheduled - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - afternoon friday , 4 may , 2001 , http : / / www . afternoondc . com / houston team to meet godbole - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - business standard friday , may 04 , 2001 , salve may represent centre on enron talks panel - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the times of india friday , may 04 , 2001 , http : / / www . timesofindia . com / today / 04 busi 2 . htm salve may represent centre on enron talk panel - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - pioneer friday , may 04 , 2001 , enron talks : salve may be govt man - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - mid day friday 4 may 2001 , enron ' s rates too high : mseb - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the economic times , friday , may 04 , 2001 godbole panel suggestions unacceptable : enron , girish kuber hopes that the godbole committee would be able to renegotiate the dabhol power project promoted by the us energy major enron may turn out to be misplaced . the us energy major says that the godbole committee , s suggestions were unacceptable . in response to a query from et , the company said in a statement that the & published terms of the godbole report do not represent an acceptable basis for further discussions . 8 the statement said that it would be meeting the committee next week as & a matter of courtesy 8 . & since the purpose of our meeting is to hear out the committee and understand their thoughts , we will not present any proposals , 8 the statement said . according to highly - placed sources in the government , the company has informed the madhav godbole panel that it would be meeting on may 11 . earlier reports had indicated that the discussions with the panel would take place on may 5 . according to sources , enron would be meeting the panel with representatives of its lenders and shareholders . the godbole committee , that studied the current power purchase agreement , has called for cancellation of the present tariff structure , renegotiation of the lng and shipping contract , removal of dollar denomination as far as fixed charges of the tariff is concerned , debt restructuring and the formation of a committee to renegotiate the power purchase agreement . these suggestions , it seems , may not be acceptable to enron . the maharashtra government accepted the report and asked the godbole committee to renegotiate . the committee has been given a month , s time to renegotiate on behalf of the state government with dpc for a new ppa . the committee has opined that since the lng facility of 5 mmpta is far in excess of what is required by the plant ( only 2 . 1 mmpta of which 1 . 8 mmpta is on take or pay ) , it should be separated into a distinct facility whose capital costs should not be reflected in the fuel charge , not as take or pay . it should instead be only in proportion to the fuel regassified for the power generation . using the entire allocated gas requires an unusually high plf . instead , the surplus gas can be sold to other players like petronet or enron , s own metgas . & it is important to distribute the cost over the entire capacity and not just the amount sold to the power plant , 8 says the committee . similarly , it has been suggested that enron could lease out the harbour facilities as a common facility to other lng importers . on the lng contract negotiated by enron for long - term supplies , it has said that since the lng market has witnessed great changes , particularly as far as prices are concerned , the power company should take advantage of spot buys and renegotiate the contract accordingly . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the times of india , friday , may 04 , 2001 enron ready to take part in ppa talk , nitin yeshwantrao the enron management has finally agreed to participate in a ' discussion ' with the madhav godbole - led re - negotiation committee set - up to facilitate the restructuring of the power purchase agreement ( ppa ) signed between the us power major and the state government . officials of dabhol power company ( dpc ) , a subsidiary of enron , alongwith their team of shareholders and lenders will arrive here on may 11 for talks with the nine - member godbole panel . though the dpc spokesperson was reluctant to give a confirmation , a key mantralaya official told the times of india that the team had expressed willingness for talks with the experts committee in a bid to end the imbroglio . enron ' s response is viewed as a welcome development to amicably resolve the controversy which had been raging for the last few weeks , with the board of directors of enron authorising its india md k wade cline to serve a termination notice to mseb . the state government , on its part , too adopted a confrontational position by slapping a rs 401 crore rebate charge on dpc for defaulting on power supply . however , the sudden change of heart by the enron management is largely attributed to the stand taken by its local lenders led by industrial development bank of india ( idbi ) which had recently opposed the move to pull out of the project . this was in contradiction to the stand taken by the foreign lenders of the dpc who were in favour of slamming the brakes on disbursement of funds to dpc . the congress - led democratic front government had publicly declared that it would impress upon the enron management to renegotiate the ppa as scrapping the project would not be in the interest of both the parties . last week , the state government constituted a nine - member panel of experts under former bureaucrat madhav godbole . godbole had written to the dpc management inviting it for talks to re - negotiate the ppa on may 5 . for the delayed response from enron , the meeting has been rescheduled to may 11 . the issues which would be debated at the meeting include the separation of the lng facility from the power plant , renegotiating lng supply and shipping agreements , redefining the dpc tariff and to convert it into a two - part tariff . the godbole panel will bargain hard for removal of dollar denomination in the fixed charge component and to allow the maharashtra government to sell power to third parties . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the financial express , friday , may 04 , 2001 , dpc team to appear before godbole panel on may 11 a battery of dabhol power company ( dpc ) officials and foreign lenders will appear before the madhav godbole renegotiations committee on may 11 & as a matter of courtesy , and not for presenting any proposals . 8 simultaneously , the dpc has made it clear that the published terms of the godbole report do not represent an acceptable basis for further discussions . the dpc team is likely to include officials from the enron corp , bechtel , general electric , its liquefied natural gas suppliers , oman lng and abu dhabi lng and a trustee bank , abn amro for the proposed may 11 meeting , it is reliably learnt . mantralaya sources said that the dpc had earlier expressed its inability to appear before the godbole committee on may 5 , fixed earlier , on account of the non - arrival of its team from houston and other parts of the world . however , the company has ultimately decided to meet the godbole committee on may 11 . dpc spokesman jimmy mogal said : & we confirm that dpc has been invited to meet the recently formed negotiating committee . as a matter of courtesy , we have agreed to meet them next week . since the purpose of our meeting is to hear out the committee and understand their thoughts , we will not present any proposals . 8 & while we have constantly maintained that we are open to a dialogue towards resolving issues , this meeting in no manner be construed as an open offer from dpc to renegotiate the terms of the contract . furthermore , the published terms report do not represent an acceptable basis for further discussions , 8 he added . sources said enron corp chairman kenneth lay is likely to meet former chief minister sharad pawar to find an acceptable solution for the ongoing crisis before the may 11 meet . mr lay told the foreign news agency on wednesday that the enron corp has no immediate plans to sell its stake in the troubled $ 2 . 9 - billion dabhol power project in western india . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - afternoon , may 4 , 2001 houston team to meet godbole the enron - promoted dabhol power company ( dpc ) yesterday said it had agreed to meet the godbole committee " as a matter of courtesy " and this should " in no manner be construed as an open offer from dpc to renegotiate the terms of the contract . " in a statement issued last night , the us energy major made it clear that the purpose of the meeting with the nine member renegotiating committee was " to hear out the panel and understand their thoughts , and not present any proposals . " furthermore , the published terms of the godbole report did not represent any acceptable basis for towards resolving issues . earlier , state government sources said that a team of senior officials from enron headquarters in houston is slated to attend the first godbole renegotiations committee meeting , now to be held on may 11 . the panel deferred its meeting from may 5 as in a formal communication , dpc requested the state government for a suitable date other than the stipulated one , they said . however , the multinational is yet to send a list of its nominees , who are due to arrive next week , they said . meanwhile , the centre is likely to appoint solicitor general harish salve as its representative on the high - power committee to renegotiate the power purchase agreement ( ppa ) signed between dpc and maharashtra state electricity board . other members of the godbole committee are hdfc chairman deepak parekh , teri director r . k . pachauri , former union energy secretary e . a . s . sarma , kirit parikh of indira gandhi institute of developmental research , maharashtra energy secretary v . m . lal , state finance secretary s . k . srivastav and mseb chairman vinay bansal . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - business standard , friday , may 04 , 2001 salve may represent centre on enron talks panel solicitor general harish salve is likely to be named the centre , s representative on the high - power committee appointed by the maharashtra government to renegotiate the power purchase agreement ( ppa ) with the us energy giant enron - promoted dabhol power company ( dpc ) . according to highly placed government sources , salve , s name has been cleared by both ministries of finance and power . the maharashtra government has appointed a negotiating committee headed by former bureaucrat madhav godbole to renegotiate the estranged ppa signed by the maharashtra state electricity board ( mseb ) and dpc . enron had made opening of talks with maharashtra conditional on the presence of a centre , s representative on the negotiating committee . salve would meet secretaries in the ministries of finance , power and law to firm up the centre , s stand on the crisis arising out of payment defaults by mseb , sources said adding that petroleum secretary is also likely to be included in the panel . sources said enron appeared to be keen on solving the present impasse through negotiations judging from corporation chairman kenneth lay , s statement yesterday in houston that the company had no plans to sell its stake in the $ 2 . 9 billion dabhol project . the government is likely to make a formal announcement of salve , s appointment on the negotiating committee by the weekend , sources said . the negotiating committee would suggest solutions to bring down the exorbitant power tariffs , separating of the liquefied natural gas ( lng ) facility , restructuring of dpc and allowing sale of excess power through central utilities , mainly the national thermal power corporation ( ntpc ) , sources said . the dpc board had late last month authorised the local manager in india to issue termination notice to mseb following a bitter payment controversy . dpc has already slapped one conciliation notice on the centre and three arbitration notices on the state government over non - payment of dues . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the times of india , friday , may 04 , 2001 salve may represent centre on enron talk panel solicitor general harish salve is likely to be named the centre ' s representative on the high - power committee appointed by the maharashtra government to renegotiate the power purchase agreement ( ppa ) with us energy giant enron - promoted dabhol power company ( dpc ) . according to highly placed government sources , salve ' s name had been cleared by both ministries of finance and power . the maharashtra government has appointed a negotiating committee headed by former bureaucrat madhav godbole to renegotiate the estranged ppa signed by maharashtra state electricity board ( mseb ) and dpc . enron had made opening of talks with maharashtra conditional on the presence of centre ' s representative on the negotiating committee . salve would meet secretaries in the ministries of finance , power and law to firm up centre ' s stand on the crisis arising out of payment defaults by mseb , sources said , adding petroleum secretary is also likely to be included in the panel . sources said that enron appeared to be keen on solving the present impasse through negotiations judging from corporation chairman kenneth lay ' s statement on wednesday in houston that the company had no plans to sell its stake in the $ 2 . 9 billion dabhol project . ( pti ) - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - the pioneer , friday , may 04 , 2001 , enron talks : salve may be govt man solicitor general harish salve is likely to be named as centre ' s representative on the high - power committee appointed by the maharashtra government to renegotiate the power purchase agreement ( ppa ) with us energy major enron - promoted dabhol power company . according to sources , mr salve ' s name has been cleared by the ministries of finance and power . the maharashtra government recently appointed a committee headed by former bureaucrat madhav godbole to renegotiate the ppa signed by the maharashtra state electricity board ( mseb ) and dpc . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - mid day , friday 4 may 2001 enron ' s rates too high : mseb the maharashtra state electricity board ( mseb ) is planning to convey to the dabhol power company ( dpc ) , a subisidiary of us energy giant enron , its inability to pay increased fixed charges at the rate of rs 500 crore a month from next year . mseb officials said that dpc would be informed about this during re - negotiation of the power purchase agreement ( ppa ) . as per ppa , the increased rate will come into effect from january , 2002 following completion of dpc ' s 1 , 444 mw second phase of the project in october this year . the ppa also says that the fixed rate will have to be paid to the company irrespective of the consumption of electricity . at present mseb is paying fixed chages of rs 95 crore a month to dpc for its first phase of the project , generating 740 mw power . ' ' we have been raising this issue with dpc for last couple of months , highlighting that this ( fixed charges from next year ) is not viable for us . even state chief minister vilasrao deshmukh raised the issue in new delhi at a meeting recently ' ' , the officials said . the board will continue to raise this issue during the re - negotiation process with dpc . however , dpc officals are keeping mum over the issue , adopting a ' wait and watch ' policy , they added . under the second phase of the project , 722 mw power generating capacity will be achieved by june and remaining 722 mw by october this year , the officials said . | 0 |
Subject: re : telephone interview with the enron research group hi nina : we would be glad to see you tomorrow . since this is a preliminary interview to see if there is a fit and an interest , we will schedule an hour and probably the interviewers will double up their time . i have scheduled the following , if the times do not work for you , please let me know . 9 : 00 am vince kaminski and stinson gibner 9 : 30 am tanya tamarchenko and zimin lu when you come into the enron bldg , go to the security desk and ask for me , they will call me and i will meet you in the lobby of the 19 th floor . thanks and have a safe trip . regards , shirley crenshaw nina knirel on 11 / 29 / 2000 09 : 52 : 02 am to : shirley . crenshaw @ enron . com cc : subject : re : telephone interview with the enron research group dear shirley crenshaw , thank you very much for your interest . i will be in houston tomorrow morning and i thought that it could be more convenient if we can meet in person . if you prefer the phone interview , let me know what number i should call and we can have it tomorrow . thanks again , nina knirel - - - shirley . crenshaw @ enron . com wrote : > good morning ms . knirel : > > vince kaminski and several members of the research > group would like > to conduct a telephone interview with you sometime > this week at your > convenience . please let me know the times that you > are available and > they will contact you . > > the telephone interviews usually last approximately > 1 hour and will be > conducted via a speaker phone . > > the interviewers will be : > > vince kaminski managing director and head of > research > stinson gibner vice president , research > tanya tamarchenko director , research > zimin lu director , research > > look forward to hearing from you . > > best regards , > > > shirley crenshaw > administrative coordinator > enron research group > do you yahoo ! ? yahoo ! shopping - thousands of stores . millions of products . http : / / shopping . yahoo . com / | 0 |
Subject: phone call today vince , there are a few matters i ' d like to discuss with you : clarification on who tony harrison reports to ( i had understood it would be the houston crude oil weather forecast team but i am not now sure ) to let you know that joe wants to recruit a strongly mathematical macroeconomist reporting to steve , and therefore that maureen will be returning to houston later this month to talk about stinson coming over for a visit regards , tani | 0 |
Subject: re : var and credit meeting on wednesday , april 11 at 11 : 30 am everybody , this week our regular meeting will be devoted primarily to 2 subjects : 1 . simulating power prices in var ; 2 . capturing correlations across commodities as well as across term structure of forward prices . research will present some suggestions based on data analysis . detailed agenda is enclosed . please , let shirley crenshaw know if you are not planning to attend . tanya . | 0 |
Subject: seminar mugs vince : our pr staff has put together a great design for the finance seminar mugs . we need to get a clean copy of the enron logo , if possible . the design is in adobe pagemaker if your people can find a logo that can be pulled into that format . they can send it directly to me and i will make sure it gets to the right place . thanks so much . bbo | 0 |
Subject: dabhol power company caps vince we have completed the valuation of the above interest rate caps as requested . i have faxed a copy of the attached files to your attention at ( 713 ) 646 2503 . please let us know if we can help again . regards , leslie abreo andrew kalotay associates , inc . 61 broadway , ste 3025 new york ny 10006 phone : ( 212 ) 482 0900 fax : ( 212 ) 482 0529 email : leslie . abreo @ kalotay . com visit aka ' s website at http : / / www . kalotay . com - cap valuation _ 0900 . doc - dabhol power co caps . xls | 0 |
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