text
stringlengths 13
44k
| spam
int64 0
1
|
|---|---|
Subject: your advice is appreciated vince , in the morning we were talking about the el paso candidate who thinks he is above something and is not willing to take certain project or responsibility . in real life , we also occasionally have similar stiuation . ( an example is attached ) . i would like to have your guidance when such a situation occurs . zimin - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 05 / 02 / 2001 02 : 07 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - zimin lu 05 / 02 / 2001 01 : 41 pm to : paulo issler / hou / ect @ ect cc : subject : re : asian option for pavel our convention is whoever finalizes the model should write the documentation . it does not make sense to write one when changes are anticipated . you have been working on this almost a year , it never strikes you that we need a documentation ? i created exotica . xll , does that also give you an excuse not working on exotica documentation ? zimin paulo issler 05 / 02 / 2001 11 : 52 am to : zimin lu / hou / ect @ ect cc : tai woo / enron @ enronxgate @ enron , pavel zadorozhny / enron @ enronxgate subject : re : asian option for pavel i am surprised that we do not have the documentation ready . i can make that for you . it is not there because you did not put that together by the time it was created and all the changes i have made did not required changes on the functionality . paulo issler zimin lu 05 / 02 / 2001 11 : 29 am to : tai woo / enron @ enronxgate @ enron , paulo issler / hou / ect @ ect cc : pavel zadorozhny / enron @ enronxgate subject : re : asian option for pavel tai woo , here are the c - codes for the crudeapo . ' sig ' is the spot volatility meaning the price volatility within the delivery period . you should consult with pavel for the definition of this " extra " parameters . we would like to see the position monitor once you get it running . we might have some additional suggestions . paulo , why don ' t we have a documentation on crudeapo you worked on ? i can not find it in exotica help file . please supply that to tai , thanks . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - from : tai woo / enron @ enronxgate on 05 / 02 / 2001 09 : 55 am to : paulo issler / hou / ect @ ect cc : kara maloney / enron @ enronxgate , zimin lu / hou / ect @ ect subject : asian option for pavel this morning , zimin told me that pavel is using a special model in evaluating his asian option portfolio . he asked me to talk to you in order to access to the code so that i can see the difference made to the model . as i cannot find the doc . describing this model , please tell me what that new input parameter ' sig ' is . thanks , | 0 |
Subject: the national forum on corporate finance andy , i am sending you a draft oof a proposal regarding national forum for top finance practitioners and academics . the idea came from a professor at rice university who has already received a commitment from a number of most distinguished cfos . please , read the outline and see if you would be interested in joining this forum . i shall be glad to help to arrange a meeting with prof . ikenberry . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 02 / 05 / 2001 10 : 22 am - - - - - - - - - - - - - - - - - - - - - - - - - - - david ikenberry on 02 / 02 / 2001 06 : 10 : 02 pm to : " vkamins @ ennron . com " cc : subject : it was great talking with you . dave - brochure . doc * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * prof . david ikenberry jones graduate school of management rice university 713 - 348 - 5385 | 0 |
Subject: software erequests for credit modeling hi lola , as per our recent conversation , today we had a conference call with the enron research and credit groups in the us and the uk . it was decided that we would require the folowing software to assist us in developing the private firm models : 1 . eviews statistical package 2 . spss statistical package ( the uk office already has an spss site license . ) 3 . tops software 4 . neural net software package ( george in the uk developed this package ) . please discuss submit these requests to craig chaney for his approval . thanks , iris | 0 |
Subject: energy futures contracts project hi vince and jason : please find attached a copy of our project . thank you for an enjoyable and informative class . sincerely , rishad patel neeraj hingorani duane maue eric van stone john ganguzza grant johnson paulo yoshiura - . doc | 0 |
Subject: re : li sun : important notice : year - end prc preparation stinson , i think it should be kevin kindall . vince stinson gibner 09 / 18 / 2000 08 : 08 am to : vince j kaminski / hou / ect @ ect cc : subject : li sun : important notice : year - end prc preparation vince , should i be responsible for li sun ( for prc ) or do you want grant since she is primarily working for kevin kindall ? - - stinson - - - - - - - - - - - - - - - - - - - - - - forwarded by stinson gibner / hou / ect on 09 / 18 / 2000 08 : 06 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " the associate and analyst programs " @ enron . com > on 09 / 15 / 2000 06 : 13 : 49 pm to : " sgibner @ enron . com " cc : subject : important notice : year - end prc preparation good afternoon supervisors of associates and analysts : as you may be aware , the year - end prc for 2000 is quickly approaching and your assistance is needed in ensuring a smooth process . it is imperative that the performance management team obtains the correct reviewing supervisor for the associates and analysts in order to facilitate the prc process . the reviewing supervisor is the person that will provide the associate / analyst their year - end individual performance feedback . you will be considered the reviewing supervisor if you employ the individuals listed below as of october 1 , 2000 . a comprehensive list of the associates and / or analysts currently in our database indicates that you are the supervisor of the individuals listed below . please examine the list and reply with " no changes " if the data is correct . if analyst in your response . if you will not be the reviewing supervisor as of october lst , please let us know so that we may follow up with the associates and analysts . in order to meet the performance management team ' s deadline , your reply is needed by friday , september 22 , 2000 . we appreciate your assistance in this matter . our records show the following associates and analysts under your prc review . shalesh ganjoo , analyst li sun , associate martin lin , associate thanks in advance for your cooperation . please feel free to call shelly butler @ 713 - 853 - 4584 or jana giovannini @ 713 - 853 - 9233 with any questions you might have . | 0 |
Subject: this summer ' s houston visits 2 hi vince , one of my only windows of opportunity right now is to schedule the houston visit for monday 10 th july for a single week only . regards , anjam - - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 28 / 04 / 2000 11 : 33 - - - - - - - - - - - - - - - - - - - - - - - - - - - steven leppard 28 / 04 / 2000 10 : 15 to : vince j kaminski / hou / ect @ ect , dale surbey / lon / ect @ ect cc : anjam ahmad / lon / ect @ ect , benjamin parsons / lon / ect @ ect , kirstee hewitt / lon / ect @ ect , matthew d williams / lon / ect @ ect , steven leppard / lon / ect @ ect subject : this summer ' s houston visits vince , dale here are our proposals for houston visits from our group : kirstee all of july , all of september . ( kirstee ' s personal commitments mean she needs to be in the uk for august . ) ben all of october . ( no crossover with kirstee , ensures var / credit cover in london office . ) steve 2 - 3 weeks in july , first 3 weeks of september . anjam to be arranged at anjam and houston ' s mutual convenience . matt not a permanent research group member . i ' m asking richard ' s group to pay for his visit , probably in august . steve | 0 |
Subject: fyi - lacima run a 2 day course - uts on weather derivatives - first w / e sept - - - - - - - - - - - - - - - - - - - - - - forwarded by raymond yeow / enron _ development on 07 / 14 / 2000 08 : 23 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " chris strickland " on 07 / 14 / 2000 05 : 01 : 12 am please respond to " chris strickland " to : " shane dallmann " cc : " julie " , " les " , " raymond yeow " , " paul quilkey " subject : run a 2 day course - uts on weather derivatives - first w / e sept hi shane , thanks for your e - mail . we actually sent the 9 of the 11 chapters off to the typesetter today and i will forward you our word documents in the morning . i ' ve been travelling a lot to the uk at the moment and so haven ' t spent much time with the student myself . are you going to te energy confernece next week , perhaps we can meet up there ? good to hear about the weather . we are actually going to run a two day course thru uts on weather derivatives the first weekend of september . feel free to tell your potential clients about it if you think it will bring up the industry knowledge . maybe we can associate your name with the course somehow which might help both of us ? c . - - - - - original message - - - - - from : shane dallmann to : cc : paul quilkey ; raymond yeow sent : thursday , july 13 , 2000 1 : 56 pm > > > > chris , > > how are things going ? i see that you are presenting at australian energy risk > 2000 along with vince kaminski who will be out from the us > > i was wondering how the book is going and whether we ' re likely to get a copy > ( just notes would do ) any time soon . or are you still waiting on those slack > enron people to finish it ? ( maybe you can corner him while he ' s here ) . if i > remember correctly from when you were here , you were going to give us a copy of > the notes and then we were going to sit down and decide what exactly we wanted > you to cover in an in - house course . > > paul also told me about a student of yours that was going to get in touch with > me but i have not heard anything yet . > > enron australia is also going to launch weather in the next couple of weeks and > would like to invite you and les along , so can you send me an address we can > send invitations to if you ' re interested . > > regards , > > shane > > | 0 |
Subject: replacement of stolen chairs hi reggie , we spoke regarding the chairs on monday . please , we need these chairs as soon as possible , without being charged . we paid for all new chairs each time we moved and it ' s not fair we pay again . thanks kevin moore p . s . these chairs were taken . . . . . . . . . - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 04 / 18 / 2000 10 : 46 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : william smith @ enron 04 / 18 / 2000 10 : 00 am to : reggie wilson / epsc / hou / ect @ ect cc : shirley crenshaw / hou / ect @ ect , kevin g moore / hou / ect @ ect subject : replacement of stolen chairs reggie , there may already be a request floating around for a standard black office chair for ebl 972 d . it was stolen over a weekend several weeks ago . in addition to that one , my own chair at eb 3132 a was stolen this past weekend . could you come up with a couple of decent ones for us ? if you need to charge them to us , our numbers are 0011 and 100038 . as always , call me if you need to at x 58322 . thanks ! sam smith | 0 |
Subject: re : resume sorry , i did not know about the jv . marshall brown vice president robert walters associates tel : ( 212 ) 704 - 0596 fax : ( 212 ) 704 - 4312 mailto : marshall . brown @ robertwalters . com http : / / www . robertwalters . com > - - - - - original message - - - - - > from : vince . j . kaminski @ enron . com [ smtp : vince . j . kaminski @ enron . com ] > sent : friday , january 26 , 2001 3 : 53 pm > to : marshall . brown @ robertwalters . com > cc : vince . j . kaminski @ enron . com ; stinson . gibner @ enron . com > subject : re : resume > > > marshall , > > thanks for the resume . we have a jv with peoples , so poaching is out of > the > question . > > vince > > > > > > marshall brown on 01 / 25 / 2001 09 : 04 : 23 > am > > to : vince kaminski > cc : > subject : resume > > > vince , > this candidate would be interested in speaking with you . let me know > your thoughts . > 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 . > > * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * > > ( see attached file : laps _ rob . doc ) > > > | 0 |
Subject: headcount verification - deadline noon wednesday , oct 25 , 2000 becky : attached is the october " revised " research group headcount : - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 10 / 24 / 2000 01 : 13 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - becky pham 10 / 24 / 2000 11 : 57 am to : shirley crenshaw / hou / ect @ ect cc : subject : headcount verification - deadline noon wednesday , oct 25 , 2000 please verify the attached file for accuracy , complete the blank columns and add any new employees . if you have any questions , call me . thanx . | 0 |
Subject: re : support on statistical modeling randall , the person supporting ebs in the research group is martin lin . i shall ask him to give you a call and will be glad to join you at the meeting with martin . vince from : randall hicks @ enron communications on 04 / 04 / 2001 10 : 42 am to : vince j kaminski / hou / ect @ ect cc : bradford brooks / enron communications @ enron communications , shirley crenshaw / hou / ect @ ect , daryl flaming / enron communications @ enron communications , martin sacchi / enron communications @ enron communications subject : support on statistical modeling dear vince : i was referred by rita hartfield of ebs . i am the director of marketing for the digital content services team ( david cox , frank bay , et . al . ) . we are identifying and evaluating features and functions that will be a part of the next generation entertainment on demand ( eod ) product . the e - mail i ' ve excerpted below contains two links to a company that offers a " preferencing " service that we know is quite popular and important to entertainment consumers . i have some questions abouts the statistics , sampling methodology , explained variance etc . of the model that the stylelogic group employs . do you have a member of your team that could assist on this project ? thanks for your help , randall hicks director - marketing enron broadband services 1400 smith street - eb 4589 a houston , tx 77002 work - 713 . 853 . 9970 randall _ hicks @ enron . net - brad , i would appreciate a chance to talk with you regarding enron ' s vod plans . we have developed movie selection and recommendation / prediction functionality that we can manage for ebs . if you would like to read about what we have to offer , you may go to : http : / / www . stylelogic . com / predict i also invite you to see our functionality at : http : / / www . reviewmovies . com / i look forward to a chance to speak with you at your earliest convenience . brent rosenkranz president stylelogic - internet strategies and solutions 101 n . acacia avenue solana beach , ca 92075 phone - 858 - 350 - 3939 toll free - 888 - 750 - 4678 fax - 858 - 350 - 3930 www . stylelogic . com brent @ stylelogic . com | 0 |
Subject: request submitted : access request for rakesh . bharati @ 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 : 000000000013287 approver : stinson . gibner @ enron . com request create date : 1 / 10 / 01 5 : 57 : 18 pm requested for : rakesh . bharati @ enron . com resource name : \ \ enehou \ houston \ common \ research - [ read / write ] resource type : directory | 0 |
Subject: enron tiger team dear jeff , our tiger team very much enjoyed your presentation about enron global markets on friday . given that we have latitude in our project scope , our team would like to assist enron in evaluating a new market opportunity . you mentioned several markets that enron is considering in 2001 , including transportation , cement , coffee , cocoa , sugar , etc . we believe that a project of this sort will give us the opportunity to really learn how enron creates value , what its business model and core competencies are , and how they can be translated to a new market . furthermore , we can get an in - depth understanding of an industry . we believe our project will complement any analysis that your business group is currently undertaking . please propose the top three new markets that you would like us to evaluate for enron . upon receipt of your proposal , perhaps we could set up a conference call to discuss your thoughts and to make a final selection . your expeditious response is appreciated . regards , josh leventhal 215 - 546 - 2103 | 0 |
Subject: re : a friend of mine vince , thank you very much for the follow up report . i am sure richard will be very enthusiastic about the opportunity to speak with you and your team . i appreciate your help , and please feel free to contact me if you or shirley need assistance with logistics . again , thank you and i look forward to working with you again this recruiting season . regards , kristin - - - - - original message - - - - - from : kaminski , vince sent : wednesday , may 02 , 2001 8 : 27 am to : gandy , kristin subject : re : a friend of mine kristin , thanks a lot for the resume . we shall arrange a phone interview with richard . this is out standard procedure . a phone interview is followed by the on - site interview , after we determine what is the best team to interview the candidate . vince 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: re : thank you ! frank , thanks a lot . look forward to meeting you again on campus . vince " frank qian " on 11 / 05 / 2000 05 : 10 : 06 pm to : cc : subject : thank you ! dear mr . kaminski : it ' s a great pleasure to have you visiting us and a great honor to have dinner with you . i ' d like to thank you for your wonderful presentation . it ' s the most interesting topic we had so far . this is not just my personal opinion , all my classmates i talked to agree with me . i like enron ' s style and culture and i think it played a big role in enron ' s success . i look forward to discuss career opportunities at enron during your on - campus interview session . regards , frank qian fqian @ andrew . cmu . edu | 0 |
Subject: confirmation of your online order wincenty j kaminski ( vkamins @ enron . com ) this email is to confirm your online order which was received on 24 - aug - 2000 . please note that this does not constitute a receipt . if you have any queries or problems please e - mail directcustserve @ cup . cam . ac . uk ( customer services ) quoting order reference number web 5908 / ds 51002180 . totals : 1 lines , 1 items , weight 0 . 630 kg , value gbp 30 . 00 delivery charge , air : gbp 5 . 00 total cost : gbp 35 . 00 shopping basket theory of financial risks , from statistical physics to risk management , jean - philippe bouchaud ( hardback ) , isbn 0521782325 quantity : 1 reference : kaminski cost : gbp 30 . 00 in stock | 0 |
Subject: new update on ppi model for inflation book - final version dear all , attached is anjam ' s reasoning and final version of the uk ppi pllu model . the uk inflation book ' s main exposure is to two ppi indexes - the pllu and the dzcv through year 2010 . both are ppi output indexes with very comparable baskets . the only significant difference between the two is the presence of energy in the pllu ( 7 . 6 % ) . the model in use escalates the two indexes by the same factors . however , with the energy price fluctuations in recent years different models for the two indexes would reflect better the nature of their drivers . anjam concentrated on the pllu index first and he will shortly construct one for the dzcv based on the same methodology , but without the brent crude curve . 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 . this will result in us having more confidence in our monthly p & l as well as less fluctuations . best regards , martina x 34327 anjam ahmad 10 / 03 / 2000 11 : 59 to : martina angelova / lon / ect @ ect cc : subject : new update on ppi model for inflation book dear all , i followed up on the suggestions of happening babe 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 . please note that all this analysis only applies to pllu , and that a separate study will be needed for the dzcv ppi index . regards , anjam x 35383 - - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 09 / 03 / 2000 16 : 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - anjam ahmad 08 / 03 / 2000 14 : 03 to : martina angelova / lon / ect @ ect , harry arora / hou / ect @ ect , maureen raymond / hou / ect @ ect , zimin lu / hou / ect @ ect , farouk lalji / hou / ect @ ect cc : trena mcfarland / lon / ect @ ect , dale surbey / lon / ect @ ect , stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect , leandro ibasco / corp / enron @ enron subject : update on ppi model for inflation book dear all , we thought it might be useful to incorporate brent crude as an explanatory variable for ppi ; 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: lets meet and greet ! hello everyone : since we have so many new employees , vince thought it would be a good idea for the research group to have an offsite social so that we might get to know each other better and to celebrate a great first half ! when : tuesday , july 11 th where : ninfa ' s across the street . time : 5 : 30 pm - 7 : 30 pm what : snacks , drinks and fellowship more to follow - mark your calendars ! shirley | 0 |
Subject: invitation for you from rice university : the national forum on corporate finance mark , i left you a message regarding the national forum on corporate finance at rice . they would be delighted if you could serve as a panel member at this conference . here are the coordinates of the professor at rice who is in charge . i would appreciate if you could call him and let him know if you can attend . thanks . vince prof . david ikenberry jones graduate school of management rice university 713 - 348 - 5385 | 0 |
Subject: thomas knudsen all i ' ve been informed by thomas knudsen that he no longer wishes to pursue his application to join our research group . steve | 0 |
Subject: re : asian option for pavel stinson , let ' s talk about it . it seems like an open personality clash developing for the first time in the history of the group . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 05 / 02 / 2001 03 : 12 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - zimin lu 05 / 02 / 2001 01 : 41 pm to : paulo issler / hou / ect @ ect cc : ( bcc : vince j kaminski / hou / ect ) subject : re : asian option for pavel our convention is whoever finalizes the model should write the documentation . it does not make sense to write one when changes are anticipated . you have been working on this almost a year , it never strikes you that we need a documentation ? i created exotica . xll , does that also give you an excuse not working on exotica documentation ? zimin paulo issler 05 / 02 / 2001 11 : 52 am to : zimin lu / hou / ect @ ect cc : tai woo / enron @ enronxgate @ enron , pavel zadorozhny / enron @ enronxgate subject : re : asian option for pavel i am surprised that we do not have the documentation ready . i can make that for you . it is not there because you did not put that together by the time it was created and all the changes i have made did not required changes on the functionality . paulo issler zimin lu 05 / 02 / 2001 11 : 29 am to : tai woo / enron @ enronxgate @ enron , paulo issler / hou / ect @ ect cc : pavel zadorozhny / enron @ enronxgate subject : re : asian option for pavel tai woo , here are the c - codes for the crudeapo . ' sig ' is the spot volatility meaning the price volatility within the delivery period . you should consult with pavel for the definition of this " extra " parameters . we would like to see the position monitor once you get it running . we might have some additional suggestions . paulo , why don ' t we have a documentation on crudeapo you worked on ? i can not find it in exotica help file . please supply that to tai , thanks . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - from : tai woo / enron @ enronxgate on 05 / 02 / 2001 09 : 55 am to : paulo issler / hou / ect @ ect cc : kara maloney / enron @ enronxgate , zimin lu / hou / ect @ ect subject : asian option for pavel this morning , zimin told me that pavel is using a special model in evaluating his asian option portfolio . he asked me to talk to you in order to access to the code so that i can see the difference made to the model . as i cannot find the doc . describing this model , please tell me what that new input parameter ' sig ' is . thanks , | 0 |
Subject: joe carson greg , two things i did not manage to mention to you at the meeting on monday . 1 . joe carson . i was very positively impressed by joe carson . enron badly needs a senior economist of his stature and experience . he has many contacts in the industry and can represent enron well . he is very pragmatic and , also , i expect a cool head on old shoulders . one negative is that he wants to work out of new york . the tradeoff is between maintaining his contacts and working closer with the desks . 2 . tony mends . i think you , or louise , should explore the possibility of using the skills of tony mends . tony and i are good friends so i may be biased . i think that he is a very smart and efficient person and can contribute a lot to the organization that relies on processing huge volumes of information . vince | 0 |
Subject: re : willow and pathstar evaluations mike , we are short manpower in london . we shall try to evaluate the software in houston . vince " mike curran " on 04 / 24 / 2001 10 : 03 : 24 am please respond to " mike curran " to : cc : subject : willow and pathstar evaluations hi vince - hope all is well with you . sharad hasn ' t had time to evaluate our willow tree or monte carlo software since the middle of last year . is there somebody else that could do it ? please let me know who i should send the evaluation to . best regards , michael curran ceo quantin ' leap limited piercy house 7 copthall avenue london ec 2 r 7 nj tel : + 44 ( 0 ) 20 7562 3450 fax : + 44 ( 0 ) 20 7562 3411 mailto : mcurran @ quantinleap . com http : / / www . quantinleap . com | 0 |
Subject: time sensitive : executive impact & influence program survey * * * reminder * * * we have not yet received your feedback . your input is very valuable and to be included in the participant ' s summary report , it must be received no later than close of business on friday , february 9 . without your feedback , the participant may not receive a summary report or be eligible to attend the program . * immediate action required - do not delete * executive impact & influence program dear vince kaminski , as part of the executive impact and influence program , each participant is asked to gather input on the participant ' s own management styles and practices as experienced by their immediate manager , each direct report , and up to eight colleagues / peers . you have been requested to provide feedback for a participant attending the next program . your input ( i . e . , a self assessment , if you are a participant in this program , manager assessment , direct report assessment , or colleague / peer assessment ) will be combined with the input of others and used by the program participant to develop an action plan to improve his / her management styles and practices . if you are providing feedback as a manager of the participant , please note that your feedback will be identified in the summary report . it is important that you complete this assessment no later than close of business on friday , february 9 . to begin the online administration process , you will need the following internet address and password ( s ) . note : if you are providing feedback for more than one person , each password and participant name is individually listed below . open your internet browser e . g . , internet explorer or netscape navigator , and please type or copy the url address below into your internet browser ( please do not go through lotus notes ) : www . fsddatasvc . com / enron h 73 m 9 a ( anthony mends ) if you experience technical problems , please call dennis ward at fsd data services , 713 - 942 - 8436 . if you have any questions about this process , you may contact debbie nowak at enron , 713 - 853 - 3304 , or christi smith at leadership research institute / keilty , goldsmith & company , 619 - 216 - 0404 . thank you for your participation . | 0 |
Subject: request submitted : access request for anita . dupont @ 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 : 000000000012736 approver : stinson . gibner @ enron . com request create date : 1 / 8 / 01 4 : 28 : 42 pm requested for : anita . dupont @ enron . com resource name : \ \ enehou \ houston \ common \ research - [ read / write ] resource type : directory | 0 |
Subject: re : jeff skilling does msl 50 vince , thank you so much for your generous pledge . please make your check payable to " national ms society , " and send it to me at eb 5008 a at your convenience . thanks again , srs vince j kaminski @ ect 03 / 30 / 2000 09 : 02 am to : sherri sera / corp / enron @ enron cc : vince j kaminski / hou / ect @ ect subject : re : jeff skilling does msl 50 sherri , i can pledge $ 2 per mile . vince enron north america corp . from : sherri sera @ enron 03 / 29 / 2000 11 : 13 am to : j mark metts / na / enron @ enron , dolores fisher / na / enron @ enron , jeffrey sherrick / corp / enron @ enron , christina grow / corp / enron @ enron , kenneth lay / corp / enron @ enron , jeff skilling / corp / enron @ enron , joseph w sutton / enron _ development @ enron _ development , james m bannantine / enron _ development @ enron _ development , cliff baxter / hou / ect @ ect , sanjay bhatnagar / enron _ development @ enron _ development , rick buy / hou / ect @ ect , richard causey / corp / enron @ enron , diomedes christodoulou / enron _ development @ enron _ development , james derrick / corp / enron @ enron , andrew s fastow / hou / ect @ ect , peggy fowler / enron @ gateway , mark frevert / lon / ect @ ect , kevin hannon / enron communications @ enron communications , ken harrison / enron @ gateway , david haug / enron _ development @ enron _ development , joe hirko / enron communications @ enron communications , stanley horton / corp / enron @ enron , kurt s huneke / enron _ development @ enron _ development , larry l izzo / enron _ development @ enron _ development , steven j kean / hou / ees @ ees , mark koenig / corp / enron @ enron , rebecca p mark / hou / azurix @ azurix , mike mcconnell / hou / ect @ ect , rebecca mcdonald / enron _ development @ enron _ development , jeffrey mcmahon / hou / ect @ ect , lou l pai / hou / ees @ ees , ken rice / enron communications @ enron communications , john sherriff / lon / ect @ ect , greg whalley / hou / ect @ ect , thomas e white / hou / ees @ ees , brenda garza - castillo / enron _ development @ enron _ development , marcia manarin / enron _ development @ enron _ development , susan skarness / hou / ect @ ect , stacy guidroz / enron _ development @ enron _ development , beena pradhan / enron _ development @ enron _ development , karen k heathman / hou / ect @ ect , sharron westbrook / corp / enron @ enron , molly bobrow / enron _ development @ enron _ development , rosane fabozzi / enron _ development @ enron _ development , stephanie harris / corp / enron @ enron , bridget maronge / hou / ect @ ect , mary trosper / enron @ gateway , nicki daw / lon / ect @ ect , carol ann brown / enron communications @ enron communications , dolly henrici / enron @ gateway , ann joyner / corp / enron @ enron , elaine rodriguez / enron _ development @ enron _ development , nancy young / enron communications @ enron communications , cindy stark / corp / enron @ enron , sherryl stone / enron _ development @ enron _ development , mary e garza / enron _ development @ enron _ development , maureen mcvicker / hou / ees @ ees , joannie williamson / corp / enron @ enron , rosalee fleming / corp / enron @ enron , marsha lindsey / hou / azurix @ azurix , cathy phillips / hou / ect @ ect , loretta brelsford / enron _ development @ enron _ development , sue ford / hou / ect @ ect , karen owens / hou / ees @ ees , dorothy dalton / enron communications @ enron communications , lauren urquhart / lon / ect @ ect , pam benson / enron _ development @ enron _ development , liz m taylor / hou / ect @ ect , judy g smith @ ees , katherine brown / corp / enron @ enron , vanessa groscrand / corp / enron @ enron , cindy olson / corp / enron @ enron , bobbie power / corp / enron @ enron cc : danny mccarty / lon / ect @ ect , philippe a bibi / hou / ect @ ect , david w delainey / hou / ect @ ect , mark e haedicke / hou / ect @ ect , michael kopper / hou / ect @ ect , john j lavorato / cal / ect @ ect , jere c overdyke / hou / ect @ ect , greg piper / corp / enron @ enron , jeffrey a shankman / hou / ect @ ect , richard dimichele / enron communications @ enron communications , jay fitzgerald / corp / enron @ enron , jim fallon / hou / ect @ ect , rebecca carter / corp / enron @ enron , david cox / enron communications @ enron communications , tom gros / enron communications @ enron communications , marty sunde / hou / ees @ ees , dan leff / hou / ees @ ees , jim crowder / enron communications @ enron communications , mary ann long / enron communications @ enron communications , charlene jackson / corp / enron @ enron , jeremy blachman / hou / ees @ ees , mark s muller / hou / ees @ ees , michael burke / houston / eott @ eott , john b echols / hou / ees @ ees , gene humphrey / hou / ect @ ect , drew c lynch / hou / ect @ ect , amanda k martin / hou / azurix @ azurix , ted murphy / hou / ect @ ect , mark palmer / corp / enron @ enron , paula rieker / corp / enron @ enron , rob walls / enron _ development @ enron _ development , david berberian / enron communications @ enron communications , scott yeager / enron communications @ enron communications , stephen barth / enron communications @ enron communications , john bloomer / enron communications @ enron communications , kenny burroughs / enron communications @ enron communications , kevin garland / enron communications @ enron communications , john griebling / enron communications @ enron communications , kevin howard / enron communications @ enron communications , kristina mordaunt / enron communications @ enron communications , everett plante / enron communications @ enron communications , david reece / enron communications @ enron communications , james reece / enron communications @ enron communications , rex shelby / enron communications @ enron communications , claudia johnson / enron communications @ enron communications , kevin kohnstamm / enron communications @ enron communications , steve luginbill / enron communications @ enron communications , jean mrha / enron communications @ enron communications , brad nebergall / enron communications @ enron communications , raymond bowen / hou / ect @ ect , janet r dietrich / hou / ect @ ect , jeff donahue / hou / ect @ ect , gary hickerson / hou / ect @ ect , vince j kaminski / hou / ect @ ect , george mcclellan / hou / ect @ ect , julia murray / hou / ect @ ect , brian redmond / hou / ect @ ect , colleen sullivan / hou / ect @ ect subject : jeff skilling does msl 50 well , the bike is inspected , a few training rides have been made , and the camping gear is being dusted off ( yes , he is actually camping at the fairgrounds in lagrange ! ) . now all our fearless leader ( and incidentally , the national multiple sclerosis society ' s 2000 man of the year ) , jeff skilling , needs is your help in raising money for ms . enron ' s msl 50 dream team is bigger than some townships in these parts - over 350 enron employees , led by jeff , will ride from houston to austin under the enron flag april 15 - 16 , and the team ' s goal is to raise $ 350 , 000 . i am challenging ( is begging a better word ? ) each of you to pledge a certain amount per mile - i . e . , $ 1 , $ 2 , $ 5 , it ' s your call . i ' ll even give you a break on the calculation and use 150 miles , even though jeff swears it ' s closer to 170 miles ( you know how he is with numbers ) . of course , a flat pledge is also appreciated . and don ' t forget , enron will match your pledge to this very worthy cause 1 - 1 . i hope you will join the team and help enron maintain its status as the top money raiser of all msl 50 rides in the nation ! thank you for your consideration . if you have any questions , please don ' t hesitate to call me . sherri x 3 - 5984 | 0 |
Subject: christmas vacation shirley , i plan to take off the 3 days after christmas for vacation , december 27 , 28 , and 29 th . please mark on your calendar . since vasant is out , i checked with vince and he gave the ok as long as we have coverage . thanks , lance | 0 |
Subject: re : charles shen molly , it would be tanya . vince enron north america corp . from : molly magee 11 / 09 / 2000 04 : 40 pm to : vince j kaminski / hou / ect @ ect cc : subject : charles shen vince : we need some information to set up this position , and i don ' t think we ever discussed to whom he would be reporting . is it you ? molly | 0 |
Subject: confirmation of your order this is an automatic confirmation of the order you have placed using it central . request number : ecth - 4 s 5 sy 2 order for : amitava dhar 1 x ( compaq armada m 700 $ 3297 ) 1 x ( option : m 300 / m 700 convenience base $ 293 ) 1 x ( option : carry case for m 700 $ 72 ) 1 x ( option : m 300 / m 700 universal ac adapter with power cord $ 59 ) 1 x ( option : m 300 / m 700 universal battery charger $ 124 ) 1 x ( option : m 700 8 cell li - ion battery $ 149 ) enron it purchasing | 0 |
Subject: here ' s a list of materials vince , here is my list of collected materials . i would like to get copies of your papers on risk management as well ( can you send me cites ? ) look forward to talking with you next week . your friend , john - enron corporation paper . 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: united way executive breakfasts please join us for one of the executive breakfasts at depelchin children , s center , our adopted agency for this year and one of the more than 80 community organizations supported by the united way of the texas gulf coast . the executive breakfasts will focus on our 2000 campaign . to reach our goal of $ 2 , 310 , 000 , it will take the active leadership and support of each of you . we look forward to seeing all of you at one of the breakfasts . event : executive breakfast date : thursday , august 3 , 2000 ( hosted by joe sutton ) or friday , august 4 , 2000 ( hosted by jeff skilling ) time : 7 : 45 - 9 : 00 a . m . location : depelchin children , s center 100 sandman ( close to memorial and shepherd intersection ) transportation : bus will depart from the enron building ( andrews street side ) promptly at 7 : 30 a . m . note : bus transportation is encouraged , due to limited onsite parking . however , if you should need to drive , a map will be provided . please r . s . v . p . no later than wednesday , july 26 to confirm your attendance and bus transportation to jessica nunez at 853 - 1918 . | 0 |
Subject: eprm 2001 houston please respond to dear speaker , i would like to remind you that the room block at the houstonian hotel where the above mentioned event is being held is about to expire . after friday 20 th april you will not be able to take advantage of the discounted rooms that are being held there . please book your accommodation asap to take advantage of this offer . contact the hotel directly and say that you are part of the risk conference on 14 & 15 may 2001 . 001 713 680 2626 . risk waters group do not book accommodation for speakers , you have to contact them yourself , directly . if you have not already sent me a short biography and your speaker checklist , please do so at your earliest convenience . kind regards layla o ' leary event co - ordinator risk waters group haymarket house 28 - 29 haymarket london swly 4 rx tel : + 44 ( 0 ) 20 7484 9871 fax : + 44 ( 0 ) 20 7484 9800 | 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: meeting with mr . sud rebecca , as we had spoken on the phone , i met with mr . kk sud , a retired secretary in the govt . of india yesterday . this meeting was arranged at vince ' s request , since vince had been approached by mr . sud ' s son who is a student at rice ( where vince teaches a course ) . the younger mr . sud had wanted someone at enron to meet with his father who was visiting houston , and is currently an advisor ( post retirement from the government ) to the prime minister ' s office . this was my first meeting , and i have no background check on the person . however , the meeting was interesting , and mr . sud conveyed to me in confidence that the indian govt . is very interested in solving the dabhol issue . he also conveyed that a decision is being made in the direction of ntpc buying all the power from dabhol , but that this was still under wraps . i have no way of judging the genuineness of this person , but he claimed to have been secretary in the ministry of defence for some 16 years , which is a very important post in india . the information he was conveying seemed so important that vince and i decided to update you on the same by phone this morning . mr . sud is leaving houston on monday so , as discussed , i will see if he can meet with you on saturday morning . regards , sandeep . | 0 |
Subject: re : resco database and customer capture steve : osman has been working on setting up this meeting and its agenda . i already informed john henderson about this as he is the main person from resco . both osman and i will be involved from the research modeling angle . osman will contact you today regarding this . thanks , krishna . vince j kaminski 04 / 11 / 2000 05 : 27 pm to : steven r meyers / hou / ees @ ees cc : vince j kaminski / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect subject : re : resco database and customer capture steve , krishna from my group . krishna can also advise you on resco participation . vince steven r meyers @ ees 04 / 11 / 2000 04 : 51 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : resco database and customer capture vince , i was not going to be involved directly in the meeting . who from either your group or from resco marketing should participate ? thanks , steve vince j kaminski @ ect 04 / 11 / 2000 08 : 27 am to : steven r meyers / hou / ees @ ees cc : pinnamaneni krishnarao / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : resco database and customer capture steve , it makes sense to meet with abacus . retail marketing is very data intensive . if you set up a meeting with them , please , let me know . vince steven r meyers @ ees 04 / 11 / 2000 08 : 17 am to : timothy edward vail / hou / ees @ ees cc : vince j kaminski / hou / ect @ ect subject : resco database and customer capture tim , i hope things are going well in resco . i think somebody from resco ( or research ) may be interested in the email i received below from brad davids . brad is now working at abacus who works with residential customer patterns as well as predictive modelling . he ' s going to be here the 25 and 26 of this month . i ' m not sure who is responsible for resco marketing , but i think they would find this interesting . who should i send this to ? please let me know if anybody in resco may have any interest . thanks , steve ps : vince , simply an fyi since they do focus on modelling and research . - - - - - - - - - - - - - - - - - - - - - - forwarded by steven r meyers / hou / ees on 04 / 11 / 2000 08 : 14 am - - - - - - - - - - - - - - - - - - - - - - - - - - - bradley davids on 04 / 10 / 2000 08 : 35 : 32 pm to : " ' steven . r . meyers @ enron . com ' " cc : subject : re : possible meeting ? steve : i ' ll see if i can get in on the 25 th . . . will let you know , but i think it ' ll work . just to give you a very brief overview so you can think about who might be interested , abacus has the largest transactional database of consumer buying behavior in the world ( 89 million us households , 3 billion + purchases ) , along with sophisticated modeling capabilities to help predict customer response to various offers at the household level . given the critical need to reduce customer acquisition costs in retail energy markets , we believe that our data and modeling can help energy retailers target their direct marketing efforts toward the residential customers most likely to respond to whatever the offer is - - improving the efficiency of mailings and other promotional campaigns ( so there is an efficiency angle , see ! ) because our data allow the modeling of future buying behavior based on actual purchases , our results tend to be significantly more predictive than demographic - based models . so far , the the response from utilities and " new entrants " i ' ve been talking to so far has been quite positive , and we have some tests of our data underway , but we ' re interested in talking to as many players in the market as possible as we develop specific products to meet utility needs . i can provide more background if desired to whoever might be interested , but i guess the key immediate question is whether it might be worthwhile to arrange a short meeting sometime on the 25 th of april with whoever at enron might have interest in hearing what we ' re up to , and ( most importantly ) listening to what your data needs might be as you enter new markets . thanks very much for any help . . . i look forward to catching up and hearing how things are going for you . regards , brad davids 303 - 410 - 5531 - - - - - original message - - - - - from : steven . r . meyers @ enron . com [ mailto : steven . r . meyers @ enron . com ] sent : monday , april 10 , 2000 12 : 13 pm to : brad . davids @ abacus - direct . com subject : re : possible meeting ? it ' d be great to meet on the 25 th in the afternoon . i have a flight in the evening . i ' m interested in hearing about life at abacus . i too have heard that enron is getting back into the residential market . what type of database do you have ? i might be able to find somebody for you to talk with here . - steve bradley davids on 04 / 10 / 2000 12 : 04 : 00 pm to : " steve meyers ( e - mail ) " cc : subject : possible meeting ? steve : sorry we ' ve been unable to hook up . . . i can probably get down there on the 25 th , if you ' re going to be in town that afternoon ? would love to catch up - - both on how things are going with ees and tell you about my new life . also , i ' m hearing rumors that enron is about to get back into the residential market in a big way - - you know anything about that ? anybody i should talk to there about my huge database of consumer buying behavior ? thanks - - looking forward to connecting . . . i ' ll be travelling most of this week , but you can leave a vm and let me know when i can call you , or try me on the cell at 303 - 886 - 3458 . best , brad davids bradley j . davids associate vice president , utilities abacus direct , a division of doubleclick , inc . 11101 west 120 th avenue broomfield , co 80021 usa e - mail brad . davids @ abacus - direct . com tel 303 . 410 . 5531 fax 303 . 410 . 5300 www . doubleclick . net www . abacus - direct . com ( see attached file : c . dtf ) | 0 |
Subject: off duty days good morning all : most of you do this , but just in case , please advise me of any off duty days , i . e . vacation , sick , personal , jury duty , etc . as soon as possible , either before or as soon as you take them . also , i am making new wallet info cards and if you have not sent me your home telephone number , or if you have a new one , please let me know as soon as possible . thanks and have a great day ! shirley | 0 |
Subject: inflation model review - final version this morning a draft of rac ' s inflation model review was discussed with anjam . all points as presented in the draft were agreed upon . also , four new points were amended as suggested by anjam : the rpi short - term model could be improved by a combination of the information available from the gilts and rpi swaps market . add : " this is an issue across all enron ' s econometric models . " to section pllu and dzcv short - term , first point . to implement some of the suggestions requires additional statistical and programming resources . additionnal human resources with advanced econometric modelling skills are required given the current workload of the european research team . please find the final version attached . please note that the short term solution has been to freeze the curve . the medium to long term solution involves futher research towards a sounder and more efficient model . given the current workload of the european research group , it is necessary to hire a new member of staff with strong economics and econometrics background to address this issue properly . rac will communicate to the financial trading group and risk management the actions to take as the curve will be frozen . thanks , rodrigo | 0 |
Subject: re : enron case study - - - - - original message - - - - - from : cindy . derecskey @ enron . com [ mailto : cindy . derecskey @ enron . com ] sent : wednesday , october 25 , 2000 11 : 23 am to : j _ martin @ baylor . edu cc : christie . patrick @ enron . com ; vince . j . kaminski @ enron . com subject : enron case study importance : high good morning mr . martin , i would like to introduce myself . i currently work with christie patrick and michael b rosen in the enron university affairs department . in recent discussions with christie , she has suggested that i liaise with you and our management in preparation for your and vince kaminski ' s case study . christie has forwarded recent emails sent by you suggesting a few convenient times that work with your schedule . i will work with our management and do my best to schedule one hour time slots for interviews that fit with your outline . initially , i will schedule interviews with : ken lay - chairman and ceo , jeff skilling - president and coo , and andy fastow - cfo . if you feel that you may need to speak with additional management , we will definitely try to work something out the same day , so you don ' t have to travel back here . i will forward your project outline to the aforementioned participants once the interviews are scheduled . do you anticipate drafting specific questions ? if so , i would greatly appreciate a copy when convenient . i greatly look forward to working with you and i hope that we can touch base very soon . regards , cindy derecskey enron university affairs ( 713 ) 853 - 5670 | 0 |
Subject: change - video to teleconferences - enron fyi vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 02 / 16 / 2001 10 : 06 am - - - - - - - - - - - - - - - - - - - - - - - - - - - fap on 02 / 16 / 2001 08 : 35 : 22 am to : clay degiacinto , deepa mallik , dennis feerick , heather thorne , jack rejtman , jason cummins , kim whitsel , nicholas levitt , omar bassel , ram vittal , steve lessar , thomas , tulika bhalla , vincent chen cc : fap , " ' vkamins @ enron . com ' " , " ' patterm @ wharton . upenn . edu ' " subject : change - video to teleconferences - enron 3 / 1 shdh 215 3 / 22 shdh 215 3 / 29 shdh 215 please note that the remaining videoconferences scheduled with enron have been changed to teleconferences due to the difficulties we have experienced . the host has agreed and we will , therefore , continue with teleconferences in the same locations / dates as noted above . any questions , please contact the fap office . thanks , donna | 0 |
Subject: christmas - near good morning all . we apologize that we are not going to be able to have our holiday party before the first of the year . we wanted to use the scout house in west university like we did last year and it was not available . vince suggested that with the move and a lot of people taking vacation that we wait until after the first of the year . this way you can take advantage of " after christmas sales " for your gift ! just remember whose name you have and we will schedule an " offsite " after the first of the year . thanks ! shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 12 / 13 / 99 09 : 23 am - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin g moore 12 / 13 / 99 08 : 58 am to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , grant masson / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , maureen raymond / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , zimin lu / hou / ect @ ect , mike a roberts / hou / ect @ ect , samer takriti / hou / azurix @ azurix , amitava dhar / corp / enron @ enron , joseph hrgovcic / hou / ect @ ect , alex huang / corp / enron @ enron , kevin kindall / corp / enron @ enron , osman sezgen / hou / ees @ ees , tanya tamarchenko / hou / ect @ ect , vincent tang / hou / ect @ ect , ravi thuraisingham / hou / ect @ ect , paulo issler / hou / ect @ ect , martin lin / hou / ect @ ect , ross prevatt / hou / ect @ ect , michael sergeev / hou / ect @ ect , patricia tlapek / hou / ect @ ect , roman zadorozhny / hou / ect @ ect , martina angelova / hou / ect @ ect , jason sokolov / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : christmas - near hello everyone , the pulling of names are completed . shirley will inform you as to when we will make exchanges . thanks kevin moore - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 12 / 13 / 99 08 : 50 am - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin g moore 12 / 10 / 99 08 : 28 am to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , grant masson / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , maureen raymond / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , zimin lu / hou / ect @ ect , mike a roberts / hou / ect @ ect , samer takriti / hou / azurix @ azurix , amitava dhar / corp / enron @ enron , joseph hrgovcic / hou / ect @ ect , alex huang / corp / enron @ enron , kevin kindall / corp / enron @ enron , osman sezgen / hou / ees @ ees , tanya tamarchenko / hou / ect @ ect , vincent tang / hou / ect @ ect , ravi thuraisingham / hou / ect @ ect , paulo issler / hou / ect @ ect , martin lin / hou / ect @ ect , ross prevatt / hou / ect @ ect , michael sergeev / hou / ect @ ect , patricia tlapek / hou / ect @ ect , roman zadorozhny / hou / ect @ ect , martina angelova / hou / ect @ ect , jason sokolov / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : christmas - near goodmorning , things went well on yesterday with names being pulled . here is a list of people who have to pull a name . stinson gibner samer takriti ravi thuraisingham martin lin alexios kollaros shirley crenshaw let ' s celebrate at work with each other making the last christmas in 1999 - great ! reminder : if you feel you will be unable to attend the exchanging of the gifts , please do not let that stop you from participating . each persons name has been entered ; can you guess who has your name ? we have a gift for you . so if you can not attend for any reason please know that you are included and your gift will be here when you return . wishing all a merry christmas , and a good kick - off to happy holidays . thanks kevin moore - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 12 / 10 / 99 06 : 40 am - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin g moore 12 / 08 / 99 07 : 47 am to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , grant masson / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , maureen raymond / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , zimin lu / hou / ect @ ect , mike a roberts / hou / ect @ ect , samer takriti / hou / azurix @ azurix , amitava dhar / corp / enron @ enron , joseph hrgovcic / hou / ect @ ect , alex huang / corp / enron @ enron , kevin kindall / corp / enron @ enron , osman sezgen / hou / ees @ ees , tanya tamarchenko / hou / ect @ ect , vincent tang / hou / ect @ ect , ravi thuraisingham / hou / ect @ ect , paulo issler / hou / ect @ ect , martin lin / hou / ect @ ect , ross prevatt / hou / ect @ ect , michael sergeev / hou / ect @ ect , patricia tlapek / hou / ect @ ect , roman zadorozhny / hou / ect @ ect , martina angelova / hou / ect @ ect , jason sokolov / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : christmas drawing - near ho ! ho ! ho ! merry christmas , on thursday we will pull names . once again , this is so we may share in the christmas spirit and show our appreciation for one another . we will then join and exchange gifts on a later date . . . . . stay tuned . . . . . . . . . . . . . . . . . . if for some chance you will not be present on thursday , feel free to stop by my desk and pull your name today . eb 3130 a x 34710 join in the fun and remember , keep it simple thanks kevin moore - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 12 / 08 / 99 06 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin g moore 12 / 07 / 99 09 : 40 am to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , grant masson / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , maureen raymond / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , zimin lu / hou / ect @ ect , mike a roberts / hou / ect @ ect , samer takriti / hou / azurix @ azurix , amitava dhar / corp / enron @ enron , joseph hrgovcic / hou / ect @ ect , alex huang / corp / enron @ enron , kevin kindall / corp / enron @ enron , osman sezgen / hou / ees @ ees , tanya tamarchenko / hou / ect @ ect , vincent tang / hou / ect @ ect , ravi thuraisingham / hou / ect @ ect , paulo issler / hou / ect @ ect , martin lin / hou / ect @ ect , ross prevatt / hou / ect @ ect , michael sergeev / hou / ect @ ect , patricia tlapek / hou / ect @ ect , roman zadorozhny / hou / ect @ ect , martina angelova / hou / ect @ ect , jason sokolov / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : christmas drawing - near hello everyone , we would like for christmas this year that the research group pull names , as a way of sharing in the spirit of christmas , and as appreciation for one another . we want to keep it simple so the gift should be less than twenty - dollars . please everyone participate , your name is already entered . i will return with more info . later . . . . . . . . . . . thanks kevin moore let ' s have a wonderful christmas at work . | 0 |
Subject: my departure from enron dear all , i have decided to attend carnegie mellon ' s computational finance program for the 2001 - 2002 academic year . the program starts on may 14 th . unfortunately due to the quick arrival of the starting date , my last day at enron will have to be friday , april 13 th 2001 . i have really enjoyed my last 10 months here at enron which i ' ve spent with the research group . thank you . - hector | 0 |
Subject: your approval is requested thank you | 0 |
Subject: a basic idea of price - offer matching clauses vince - here is the basic idea i was alluding to : suppose a car dealer promised to " match any advertised price . " then his competitor would feel the need to respond in kind . and so on , until all dealers advertised they would " match any advertised price . " now , consider one of these dealer ' s decision to perhaps lower his prices . if he does so , everyone will immediately match his price , so his market share will remain unchanged , at whatever it was before , but his revenues ( and all other dealers as well ) would be lowered by the amount of his price reduction . so , the dealer rationally decides not to lower his prices to try to sell more cars . now , suppose a limited partnership , where the partners contract to " control " who they are in business with , by putting a " right of first refusal " clause into the partnership ' s papers , whereby any partner wishing to sell his interests must offer the remaining partners the right to match any offer the partner received from outside for his shares . now , suppose you are an outsider , considering doing your due diligence in the thought you might want to buy into the partnership . you know if your offer is a " good " one from your perspective , offering you the prospects of a fair rate of return , the existing partners will match it , and you will get nothing in the deal but you will have paid , from your own pocket , for your due diligence . conversely , if you offer too much for the shares , then the other partners will not match your offer and you will then realize you overpaid . in neither case can you credibly assume you know more about the business than do the current partners . so , you ( basically ) don ' t make an offer . so , a partner ' s shares are seriously devalued by his partners having the right to match any offers he receives for them . the " right of first refusal " clause precludes economically efficient rebalancing of portfolios by rendering the shares ( essentially ) illiquid . clayton | 0 |
Subject: re : march real options conference > this is a draft of what i was thinking of presenting . i was not planning to go over any specific options or opas ( these are covered by confidentiality clauses and i have to be careful from a competitive standpoint ) but to give the audience a few of the " real world " applications and challenges . i welcome any thoughts or comments . gary > - - - - - - - - - - > from : peter tufano [ smtp : ptufano @ hbs . edu ] > sent : friday , february 18 , 2000 4 : 56 pm > to : vkamins @ ect . enron . com ; gljackson 2 @ tva . gov > subject : re : march real options conference > > dear vince and gary , > > we are all speaking at the march real options session in ny . my work in > real options in the energy field has come , to a large part , from my > casewriting in your two organizations , so i feel that we should probably > allocate more time toward your presentations and less to mine . while we > have a two hour block among the three of us , i think we can freely > re - arrange things to produce the best result . would you two like to > schedule a brief conference call to coordinate our talks ? i am free > virtually all of next wednesday 2 / 23 , perhaps we could talk at 10 am ( est ) > or 2 pm ( est ) ? i am happy to arrange the call , if you send me your phone > numbers . thanks . > > peter tufano > > > - - - - - - - - - - - - - - - - - - - - - - - - - - - > prof . peter tufano > harvard business school > morgan hall 377 > soldiers field > boston , massachusetts 02163 > phone : ( 617 ) 495 - 6855 > fax : ( 617 ) 496 - 6592 > email : ptufano @ hbs . edu > http : / / www . people . hbs . edu / ptufano > - real options valuation in the new economy . ppt | 0 |
Subject: re : full version i ' ll have a look ! i haven ' t much time , but can certainly get you a quick reaction , at least ! best , darrell > x - lotus - fromdomain : ect > from : " vince j kaminski " > to : duffie @ stanford . edu > date : thu , 10 aug 2000 14 : 04 : 47 - 0500 > subject : full version > mime - version : 1 . 0 > content - disposition : inline > x - uidl : 9 fef 7462 afa 5 d 4 ee 6 co 4 c 9 co 2 df 71 b 25 > x - keywords : > > > > darrell , > > grant just alerted me that i sent you only part of the text . > > here is the full chapter with an aged version of gran ' t part . > what i sent you represents an update of his contribution . > > sorry for that . > > vince > > ( see attached file : volo 720 . doc ) darrell duffie mail gsb stanford ca 94305 - 5015 usa phone 650 723 1976 fax 650 725 7979 email duffie @ stanford . edu web http : / / www . stanford . edu / ~ duffie / | 0 |
Subject: pro opticus good morning all : below is an email from kevin sweeney inquiring about a software demo that he thought might have been in our group . if anyone had this demo , please let vince know . thanks ! shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 11 / 06 / 2000 05 : 10 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin sweeney 10 / 23 / 2000 06 : 53 am to : vince j kaminski / hou / ect @ ect cc : kara maloney / na / enron @ enron , mario de la ossa / na / enron @ enron , matt a brown / hou / ect @ ect subject : pro opticus vince , i understand that you or someone in your group had a demo from the above group last friday . i was wondering if this was part of a push to bring more options ' analytics to the traders ' desks , and if so , if you could explain what that effort looks like ? one of the global markets traders , mario de la ossa also had a look at the software as he has used it in the past . thanks , kevin | 0 |
Subject: spring 2001 energy finance conference participation louise , would you consider being a keynote speaker at this conference ( feb 22 evening ) ? the conference will be held in austin . we have a very good relationship with ut and we are helping them to organize this conference . i shall be glad to provide you more information about the event . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 11 / 02 / 2000 02 : 52 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " ehud i . ronn " on 11 / 02 / 2000 10 : 57 : 00 am to : vince . j . kaminski @ enron . com cc : subject : spring 2001 energy finance conference participation vince , as promised , enclosed please find a brief description of the proposed feb . 22 - 23 energy finance conference , suitable for dissemination to your colleagues : " as director of the center for energy finance education and research ( cefer ) , my colleagues and i are planning a practitioner - industry conference in spring 2001 , feb . 22 - 23 , to discuss four topics : risk management , deregulation , real options , and international / globalization . other than the univ . of texas participants and selected academics from other institutions , we expect most participants at the conference to be energy practitioners from houston . the conference will begin with a dinner and address thur . evening , then continue all day fri . " given the energy - finance focus of the conference , do you believe the networks topics is sufficiently energy - related ? best , ehud ehud i . ronn jack s . josey professor in energy studies department of finance mccombs school of business university of texas at austin austin , tx . 78712 - 1179 voice : ( 512 ) 471 - 5853 fax : ( 512 ) 471 - 5073 internet : eronn @ mail . utexas . edu | 0 |
Subject: re : confirmation of your order yes , i am the one that placed it . gwyn told me she would be starting on march 19 th ? did you not know about it ? vince j kaminski 03 / 05 / 2001 11 : 35 am to : shirley crenshaw / hou / ect @ ect cc : subject : confirmation of your order shirley , do you know about it ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 05 / 2001 11 : 35 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron it purchasing 03 / 05 / 2001 11 : 09 am please respond to enron it purchasing sent by : ecthou - domwebl to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : confirmation of your order this is an automatic confirmation of the request you have placed using it central . request number : ecth - 4 ujn 5 l order for : mitra mujica 1 x ( option : 128 mb upgrade for deskpro en 6600 $ 63 ) 1 x ( standard desktop $ 905 ) enron it purchasing * please send all status inquiries regarding this request to : mailto : receiving & hardware @ enron . com | 0 |
Subject: re : risk book translation dear professor kaminski , thanks for spending your very valuable time to take trouble to arrange our contact with the risk staffs . i will appreciate very much . masayuki fujita | 0 |
Subject: fw : research allocations to egm vince : can you tell me where to get this info ? - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 25 / 2001 03 : 53 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : becky pham / enron @ enronxgate on 04 / 25 / 2001 10 : 58 am to : shirley crenshaw / hou / ect @ ect cc : diane fellers / enron @ enronxgate subject : fw : research allocations to egm back in november of last year , you have indicated that 40 % of the 17 . 5 % ( 40 % of 17 . 5 is 7 % ) that we are allocating to egm should be billed to gary hickson ' s group . gary is asking for further broken down of this 40 % to his world . can you check with vince to see what portion of the 7 % should be charged to equity trading , rate & currency trading , agricultural trading & origination and convertible trading ? and can i get this information back by the end of this week because we are going to start closing on friday . if you have any questions , call me . thanx . - - - - - original message - - - - - from : khoja , sayed sent : wednesday , april 25 , 2001 10 : 17 am to : pham , becky subject : research allocations to egm becky , i have attached your original emails below . can you provide further break out of the 40 % allocation to gary hickerson . gary is responsible for financial trading which includes : ? equity trading ? rate & currency trading ? agricultural trading & origination ? convertible trading thanks for your help . sayed to : sayed khoja / na / enron @ enron cc : subject : re : research allocation - - - - - - - - - - - - - - - - - - - - - - forwarded by becky pham / hou / ect on 11 / 02 / 2000 03 : 00 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - to : becky pham / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : research allocation becky , i gave the % % for egm to shirley . i assume she communicated this info to you already . i assume egm includes f / x - i / r ( gary hickerson ) , weather , insurance ( jere overdyke ) , oil trading and coal . for calme i don ' t have any info . let ' s split the cost evenly . vince to : shirley crenshaw / hou / ect @ ect , vince j kaminski / hou / ect @ ect cc : subject : research allocation shirley , grm is now with egm group . egm wants to verify that the 17 . 5 % we are going to allocate to grm is for the insurance , jere overdyke group . egm seems to think that their weather , mark tawney group , is receiving support from research . also , can we break out the support for calme ? calme is going to split into 3 bus and i am trying to determine who i need to bill for research supports . if you have any questions , call me . thanx . to : sayed khoja / na / enron @ enron cc : subject : re : research allocation - - - - - - - - - - - - - - - - - - - - - - forwarded by becky pham / hou / ect on 11 / 02 / 2000 02 : 47 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - to : becky pham / hou / ect @ ect cc : subject : re : research allocation becky : vince said to allocate it as follows : gary hickerson 40 % jeff shankman weather 20 % insurance 30 % oil 5 % coal 5 % hope this helps ! shirley to : shirley crenshaw / hou / ect @ ect , vince j kaminski / hou / ect @ ect cc : subject : research allocation shirley , grm is now with egm group . egm wants to verify that the 17 . 5 % we are going to allocate to grm is for the insurance , jere overdyke group . egm seems to think that their weather , mark tawney group , is receiving support from research . also , can we break out the support for calme ? calme is going to split into 3 bus and i am trying to determine who i need to bill for research supports . if you have any questions , call me . thanx . | 0 |
Subject: next eprm article hi vince the next article is due by the end of the week - apologies for the lateness . could you have a look at the attached draft and let us have your comments in the next couple of days . thanks les . - eprm _ 08 _ analytical _ pricing . zip | 0 |
Subject: re : a resume for john lavorato thanks , vince . i will get moving on it right away . molly vince j kaminski 02 / 21 / 2001 05 : 55 pm to : molly magee / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : a resume for john lavorato molly , please , make arrangements for the interview with this candidate for a trading position . interviews with john lavorato , jeff shankman , gary hickerson , stinson gibner . i talked to him in new york and he is considering other opportunities , so we have to act fast . i think john will like him more than punit . thanks | 0 |
Subject: karthik rajan i spoke with karthik this morning about our offer , and answered some additional questions that he had . he has accepted our offer , but with one additional request . he would now like for us to ship his car . i asked him why he couldn ' t drive it down here , and he said that it was too old . i am going to check with relocation for an approximate cost and will get back to you . . . . thanks , molly x 34804 | 0 |
Subject: re : fas 133 offsite zimin lu will also be attending from research . he will be responsible for a lot of the options modeling that may be required as part of the fas 133 process . vasant from : paige b grumulaitis 02 / 08 / 2000 10 : 17 am to : vasant shanbhogue / hou / ect @ ect cc : subject : fas 133 offsite this is the offsite i was referring to . this is for enron contracts that apply not customer ' s issues or product design . please let me know who we can get to help us along the way . - - - - - - - - - - - - - - - - - - - - - - forwarded by paige b grumulaitis / hou / ect on 02 / 08 / 2000 10 : 14 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : donna jones 02 / 07 / 2000 05 : 58 pm to : paige b grumulaitis / hou / ect @ ect , ron baker / corp / enron @ enron , li n chan / hou / ect @ ect , georgeanne hodges / hou / ect @ ect , mary lynne ruffer / hou / ect @ ect , jeff nogid / hou / ect @ ect , roger g leworthy / enron _ development @ enron _ development , james j brown / aa / corp / enron @ enron , kimberly scardino / aa / corp / enron @ enron , patty grutzmacher / aa / corp / enron @ enron , donald . l . avant @ us . arthur . andersen . com , nina nguyen / hou / ees @ ees , sally beck / hou / ect @ ect cc : dawn rodriguez / aa / corp / enron @ enron , shirley tijerina / corp / enron @ enron , renee ingram / hou / ect @ ect , tracey bouillion / aa / corp / enron @ enron , patti thompson / hou / ect @ ect subject : fas 133 offsite enron implementation offsite doubletree hotel - tba wednesday , february 16 , 2000 8 : 30 am - 5 : 00 pm you are invited to an enron implementation offsite to discuss fas 133 . the session will focus on the development and enhancement of the post - implementation fas 133 functional processes . we will then further develop the implementation plan for the detailed development of these processes and systems requirements . your participation in this stage is vital , as the final process will impact all of us . questions regarding content can be directed to paige grumulaitis at x 36271 or ron baker at x 35562 . please rsvp to donna jones at x 33175 by friday , february 11 th so she may have an accurate count for seating and refreshments . we look forward to working with you at the offsite . ron baker & paige grumulaitis | 0 |
Subject: re : london visit fyi - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 09 / 28 / 2000 10 : 27 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 09 / 18 / 2000 04 : 38 pm to : paul . e . day @ uk . arthurandersen . com @ enron cc : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect subject : re : london visit paul , i shall be in london in the beginning of october . i shall notify you about the timing of my trip later this week . vince paul . e . day @ uk . arthurandersen . com on 09 / 18 / 2000 03 : 29 : 50 pm to : vince . j . kaminski @ enron . com cc : subject : re : london visit i understand this has been cancelled - no problem - life is kind of hectic here anyway ! ! why don ' t we try to rearrange next time you ' re over ? kind regards paul day to : paul e . day cc : vince . j . kaminski @ enron . com , shirley . crenshaw @ enron . com date : 25 / 08 / 2000 19 : 10 from : vince . j . kaminski @ enron . com subject : re : london visit paul , thanks for your message . i am in process of finalizing my plans for the trip to london in the end of september . i delayed responding to you message till i had more specific information . unless there a major change in my schedule , i shall arrive in london on monday morning ( september 18 ) and leave on thursday in the evening . please , let me know what would be convenient time to meet . you can send me an e - mail message and my secretary will contact to confirm the date and place of the meeting . my assistant ' s name is shirley crenshaw and her phone number is 713 853 5290 . i look forward to meeting you , tom and julian . vince kaminski paul . e . day @ uk . arthurandersen . com on 08 / 25 / 2000 11 : 53 : 02 am to : vince j kaminski / hou / ect @ ect cc : tom . o . lewthwaite @ uk . arthurandersen . com , julian . leake @ uk . arthurandersen . com subject : london visit i understand that you will be in london around 20 september . tom lewthwaite has asked me to arrange a meeting between you , tom and julian leake . i understand that you have met tom and julian before . i would also like to attend - i am a manager in our uk financial services practice with responsibilty for enron from a uk financial services perspective . we would like to discuss any risk management concerns that you may have and any internal initiatives with which we could assist . if you are happy to meet on this basis , i would be grateful if you could let me know how you to proceed ( whether i should arrange timings with you , your secretary , someone in london etc ) . you can contact me on + 44 20 7783 7446 ( at enron ' s london offices ) or on this e - mail address . kind regards paul day * * * * * * * * * * * * * * * * * * * internet email confidentiality footer * * * * * * * * * * * * * * * * * * * privileged / confidential information may be contained in this message . if you are not the addressee indicated in this message ( or responsible for delivery of the message to such person ) , you may not copy or deliver this message to anyone . in such case , you should destroy this message and kindly notify the sender by reply email . please advise immediately if you or your employer do not consent to internet email for messages of this kind . opinions , conclusions and other information in this message that do not relate to the official business of my firm shall be understood as neither given nor endorsed by it . * * * * * * * * * * * * * * * * * * * internet email confidentiality footer * * * * * * * * * * * * * * * * * * * privileged / confidential information may be contained in this message . if you are not the addressee indicated in this message ( or responsible for delivery of the message to such person ) , you may not copy or deliver this message to anyone . in such case , you should destroy this message and kindly notify the sender by reply email . please advise immediately if you or your employer do not consent to internet email for messages of this kind . opinions , conclusions and other information in this message that do not relate to the official business of my firm shall be understood as neither given nor endorsed by it . | 0 |
Subject: time sheets ! ! ! hello everyone ! not very many of you have filled out your timesheet in the excel spreadsheet if you cannot access the " o " drive . you will need to fill out one by hand until you can get access . whichever way - i need them today ! ! thanks ! shirley | 0 |
Subject: re : congratulations vince , thanks for your note . and congratulations backatcha ! i was thrilled to see your name on the list as well . kristina | 0 |
Subject: boss ' s day hey everyone , i know you may not be aware that boss ' s day oct . 16 , 2000 we will celebrate as a group in the staff meeting on oct . 19 th , with the big boss vince kaminski and all the others , however , if you would like to do something special for our boss , please inform me whereby i can make arrangements . thanks kevin moore | 0 |
Subject: paper hey vince , i understand that alex butler has sent you a copy of the schwartz paper . i have a copy of my paper attached to this e - mail . it was good to see you again and i hope you enjoyed your visit to lsu . sincerely , tom arnold - gopop . pdf | 0 |
Subject: interview on friday , may 5 th good morning norberto : enron corp . research would like you to come in for an informal interview friday , may 5 , beginning at 1 : 30 pm . following is a tentative schedule : vasant shanbhogue 1 : 30 pm vince kaminski 1 : 45 pm clayton vernon 2 : 00 pm stinson gibner 2 : 15 pm tanya tamarchenko 2 : 30 pm grant masson 2 : 45 pm please let me know if these times work for you . thank you ! shirley crenshaw 713 - 853 - 5290 | 0 |
Subject: dhabol jeff , we shall forward to you shortly a copy of the message from sandeep with the numbers you have requested . what follows below are the extracts from two recent articles on the power situation in india published by the financial times . the first article describes recent power outage in northern india affecting millions of people . one possible line of defense is pointing out to the value of output lost due to power shortages . it is obvious that the value of lost production exceeds the cost of power produced by the dhabol plant ( expensive as it may be ) . the power cut affected 230 million people . the second article is enron specific . vince asia - pacific : power failure hits north india financial times ; jan 3 , 2001 by angus donald tens of millions of people were left without electricity in northern india yesterday after a power grid breakdown . electricity was gradually switched on in some areas and most parts of the capital new delhi , with 60 to 70 per cent of supply expected to be restored by the end of the day , according to power grid officials . the associated chambers of commerce and industry ( assocham ) , a leading business organisation , expressed " deep concern " and called for a mechanism to prevent future disruption that could " cripple the economy " . the power failure across eight indian states , including new delhi , disrupted train services , water supplies and the telephone network and forced hospitals to switch to emergency generators . the fault occurred on the northern grid , which provides electricity for 226 m people , and affected the states of delhi , haryana , punjab , uttar pradesh , himachal pradesh , madhya pradesh , rajasthan and jammu and kashmir . a breakdown at a sub - station in kanpur in uttar pradesh , india ' s most populous state , caused an overload of power on other lines , which then failed as well . trains stopped running for most of the day and signals systems were damaged . new delhi international airport was also slightly affected before its own power supply could be engaged . " we will probe into the reasons for the failure . it is most likely to be a technical failure , but we will investigate why it happened , " suresh prabhu , the power minister , was quoted as saying by press trust of india . india suffers regularly from power problems because of lack of funding to upgrade infrastructure . theft of supplies is also a big problem . thirty per cent of the country ' s electricity is stolen , according to analysts . in new delhi as much as 50 per cent is stolen . two years ago , a power failure blacked out uttar pradesh and delhi for hours . assocham issued a statement , saying that increasing industrial demand would exacerbate the problems already faced by india ' s inefficient power sector . " the slow progress , particularly in strengthening the transmission and distribution system , and ever increasing theft will contribute to worsening the power supply situation further . " copyright : the financial times limited , copyright the financial times limited 2000 . " ft " and " financial times " are trademarks of the financial times . privacy policy | terms jan 3 , 2001 by khozem merchant enron , the us energy producer and a constant target of criticism in india , is hitting back with a campaign to reverse its image as a profiteering multinational . its " myth and reality " offensive in local newspapers follows the west indian state of maharashtra ' s decision to review the tariff it pays the texas - based company , whose dollars 2 . 2 bn electricity generating plant at dabhol is india ' s biggest single foreign investment . maharashtra ' s tariff has more than doubled since 1993 and is three times greater than that charged by other independent power producers ( ipps ) . the tariff has risen because of the depreciation of the rupee against the dollar and the high but now falling price of naphtha fuel . the state also pays a fixed capacity charge of rs 970 m ( dollars 21 m ) a month , reflecting the huge project cost and , controversially , irrespective of consumption . a showdown looks inevitable , reminiscent of a clash six years ago that damaged india ' s appeal to foreign investors . a former official of the world bank , which has criticised the deal , says enron is emerging " as the east india company of the 21 st century " - a reference to the british trader that colonised key areas of the indian economy in the 19 th century . the stand - off is the latest blot on india ' s power sector . the uk ' s powergen and cogentrix of the us have quit india recently , frustrated by long approval procedures , inadequate payments mechanisms or because of higher returns elsewhere . " india has lost time and opportunity and has driven returns down by six percentage points , " says gerry grove - white , former india general manager of powergen , which has sold its 655 mw plant in gujarat to china light & power of hong kong . india ' s national plan for the five years to 2002 says generating capacity must rise by 40 , 000 mw to about 120 , 000 mw . but since 1992 , ipps have added only 3 , 000 mw and 2 , 500 mw remains under construction . this is insufficient to support official projections of 6 to 8 per cent economic growth . enron was a bellwether of india ' s liberalisation , winning fast - track project approval in the early 1990 s . phase 1 , a 740 mw plant fuelled by expensive naphtha came on stream in may 1999 , and phase 2 , a dollars 1 . 87 bn plant of 1 , 624 mw capacity that will run on cheaper liquefied natural gas ( lng ) , will be completed this year . only two of seven other fast - track proposals have achieved financial closure . from the outset enron encountered attacks , culminating in maharashtra ' s then nationalist government cancelling the project before renegotiating terms no less onerous . vilasrao deshmukh , chief minister of the successor government , says the power purchase agreement is unaffordable . enron , whose attackers also include cultural chauvinists , wants to maintain good political relations in a hostile but lucrative environment . enron views india as a testing ground for its evolution from a traditional manager of power plants to a broad - based trader of commodities , such as energy , gas and bandwidth . to support these ambitions enron hopes to trade energy between power surplus and deficit states , once legislation is passed this year . it is building an lng terminal and pipelines to trade imported natural gas . and it is laying a 15 , 000 km fibre - optic network to trade bandwidth space in a country desperately short of this new economy commodity . in any event , enron believes it has a watertight contract . it is supported by many that believe any subversion of the contract would confirm investor perception of maharashtra , india ' s financial and industrial hub , as an unreliable destination for investment . mr deshmukh - who has avoided the language of his predecessor , which threatened to " dump dabhol into the arabian sea " - is under pressure from radical members of his wobbly coalition . but his options are limited . scrapping the project would be ruinous for an economically troubled state that would have to compensate shareholders . maharashtra state electricity board , the local utility and enron ' s main client , is obliged to dispatch or " off - take " 90 per cent of dabhol ' s output . yet mseb has never honoured these guarantees . its off - take has averaged 60 per cent since the plant opened and , in effect , mseb has been paying a lot more while consuming a lot less power . one reason off - take is low is because the state ' s tough new regulator has told mseb to buy from cheaper sources . enron says the tariff would be rs 4 . 02 / kwh if mseb ' s off - take averaged 90 per cent . but with off - take a third lower , the average tariff is rs 4 . 94 per unit , and often higher . in october , the tariff was rs 6 . 91 per unit , when off - take was about 49 per cent . enron says tariffs should come down when phase 2 , run on cheaper lng , starts . these cost pressures have forced mseb to take up only half of a 30 per cent equity option in phase 2 . enron has acquired the balance and mandated bankers to find a buyer . enron ' s difficulties have undermined the appeal of ipps , which have failed to deliver the flood of investments . potential ipps feared they would never be paid by state generating boards that have become a byword for corrupt management of power . reform of state electricity boards , whose uneconomic pricing means industrial users subsidise poor farmers , as well as transmission and distribution ( t & d ) services to check huge theft and technical losses , is overdue . " given the limited resources , money would be better spent on t & d rather than on new plant , " says oliver blackaby , managing director of n m rothschild in india , which is advising karnataka on the privatisation of its distribution network . for the moment , attention is fixed on enron ' s ability to satisfy the competing interests of investors and clients . as sanjay bhatnagar , chief executive officer of enron india , said in a recent trade magazine , one of the key lessons learned from phase 2 is " having flexibility to deal with externalities " . copyright : the financial times limited , copyright the financial times limited 2000 . " ft " and " financial times " are trademarks of the financial times . privacy policy | terms & conditions . | 0 |
Subject: rodeo vince , it was a pleasure to meet you last week at our rodeo night . i am glad you could join us . i am going to fax you the invitation to the houston symphony partners party that we discussed . i hope you can attend . keep in touch and let ' s get together for lunch and / or seeing " american beauty . " jana phillips 713 - 658 - 9296 | 0 |
Subject: congratulations ! you did again ! i just read about your most recent accomplishment . congratulations on your promotion ! go vince . . . . go vince . . . go vince . . ! sending warmest regards , trang | 0 |
Subject: re : asian option for pavel our convention is whoever finalizes the model should write the documentation . it does not make sense to write one when changes are anticipated . you have been working on this almost a year , it never strikes you that we need a documentation ? i created exotica . xll , does that also give you an excuse not working on exotica documentation ? zimin paulo issler 05 / 02 / 2001 11 : 52 am to : zimin lu / hou / ect @ ect cc : tai woo / enron @ enronxgate @ enron , pavel zadorozhny / enron @ enronxgate subject : re : asian option for pavel i am surprised that we do not have the documentation ready . i can make that for you . it is not there because you did not put that together by the time it was created and all the changes i have made did not required changes on the functionality . paulo issler zimin lu 05 / 02 / 2001 11 : 29 am to : tai woo / enron @ enronxgate @ enron , paulo issler / hou / ect @ ect cc : pavel zadorozhny / enron @ enronxgate subject : re : asian option for pavel tai woo , here are the c - codes for the crudeapo . ' sig ' is the spot volatility meaning the price volatility within the delivery period . you should consult with pavel for the definition of this " extra " parameters . we would like to see the position monitor once you get it running . we might have some additional suggestions . paulo , why don ' t we have a documentation on crudeapo you worked on ? i can not find it in exotica help file . please supply that to tai , thanks . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - from : tai woo / enron @ enronxgate on 05 / 02 / 2001 09 : 55 am to : paulo issler / hou / ect @ ect cc : kara maloney / enron @ enronxgate , zimin lu / hou / ect @ ect subject : asian option for pavel this morning , zimin told me that pavel is using a special model in evaluating his asian option portfolio . he asked me to talk to you in order to access to the code so that i can see the difference made to the model . as i cannot find the doc . describing this model , please tell me what that new input parameter ' sig ' is . thanks , | 0 |
Subject: naphtha hedge for 2001 folks , i am forwarding this in order for the team to focus on the naphtha issue . please note that : as phase ii comes on line , blocks b and c will first have to run on naphtha for a period of 3 - 6 months this will hit us some time in 2001 , hence is a more urgent issue than lng , which is still a year away if there are delays in the commissioning of the regas terminal , the period on naphtha could further prolong the naphtha market is more volatile than the crude market , and is not as deep , hence we need to take small positions early on to test the market dpc board has already approved a risk management policy that allows for hedging . we may need to look into options that are costless ( selling put and buying call ) to begin with , and test while only block a is in place . close coordination will be required on this with the global markets group , and i propose someone like anshuman should actually be seconded onto the group a whole plan on tools to manage the fuel risk need to be worked in close coordination with the team on the ground these are just some of my thoughts . with 50 % of the tariff being fuel price dependent , this is an area that requires close attention . regards , sandeep . - - - - - - - - - - - - - - - - - - - - - - forwarded by sandeep kohli / enron _ development on 01 / 03 / 2001 10 : 29 am - - - - - - - - - - - - - - - - - - - - - - - - - - - tushar dhruv @ enron 01 / 02 / 2001 09 : 25 pm to : neil mcgregor / sin / ect @ ect , sandeep kohli / enron _ development @ enron _ development , mukesh tyagi / enron _ development @ enron _ development , pavan . dave @ enron . com , anshuman cc : marc de la roche / hou / ect @ ect , doug leach / hou / ect @ ect subject : naphtha hedge for 2001 current level of naphtha prices and the crude futures curve being backwardated provide an opportune time for dpc to enter into a hedge for all or a portion of its naphtha requirements for the year 2001 . we ( efi ) would like to explore this possibility before this situation passes . please advise . best regards , - - tushar | 0 |
Subject: re : hello molly , kim watson would like us to bring jacob for another interview . we can do it later this week . vince vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 05 / 01 / 2001 02 : 22 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : kimberly watson / enron @ enronxgate on 05 / 01 / 2001 09 : 17 am to : vince j kaminski / hou / ect @ ect cc : subject : re : hello hi vince , if you are still interested in bringing back this gentleman back for another interview , i would very much like to meet with him . sean talked with him when you brought him in a few weeks ago and he thought it would be a good idea for me to meet with him so we can compare thoughts . thanks , kim . - - - - - original message - - - - - from : kaminski , vince sent : monday , april 16 , 2001 1 : 21 pm to : watson , kimberly cc : krishnarao , pinnamaneni ; kaminski , vince subject : re : hello kim , this is a letter from one of the job applicants who works for pros . it seems that the system they develop for williams is more a scheduling system . would you like to ask him to come back for another interview , to get more information out of him ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 16 / 2001 01 : 18 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " jacob y . kang " on 04 / 11 / 2001 11 : 18 : 44 pm to : vince . j . kaminski @ enron . com cc : subject : re : hello dear vince : it was so nice meeting and talking with you too . i did not take any pen back , i lost my pen too somewhere in enron . as i mentioned to you , after i got my ph . d in 1999 , i have been working two years as lead scientist and science manager in energy division at pros revenue management inc . in houston . i developed and implemented the mathematical models for trading optimization system and firm transportation optimization system . the trading optimization system becomes the most popular product in the industry this year . duke energy just signed the contract to buy this product yesterday . conoco and williams also signed the contracts for it . according to pros sales department , the potential marketer to buy this product exceeds 15 companies in one or two years . enron is the ideal place for me to continue my research and system developing efforts to combine revenue management with risk management . i am confident that i can make significant contributions to enron in this area . i would like to thank you again for giving me this opportunity to come to enron for this interview . i am looking forward to having the opportunity to work in enron . sincerely yours jacob - - - vince . j . kaminski @ enron . com wrote : > jacob , > > it was nice meeting you . did take by any chance > my pen ? if not , i apologize . > > vince > do you yahoo ! ? get email at your own domain with yahoo ! mail . http : / / personal . mail . yahoo . com / | 0 |
Subject: real option conference vince , i was brought to my attention that an interesting real option conference is taking place in march 27 - 28 . i would like to attend this conference if possible . thanks . alex | 0 |
Subject: re : eol phase 2 deal all , i have written the option pricing formula for european ( euro ) , american ( amer ) and asian ( agc ) options . i have also cited the references for each option . the function names in ( ) are the option models in the enron exotica options library . you do not have to have outside programmer to duplicate our work , since we have constructed and tested these models . if you have any questions , please let me know . zimin vince j kaminski 06 / 30 / 2000 02 : 31 pm to : michael danielson / hou / ect @ ect cc : stinson gibner / hou / ect @ ect , zimin lu / hou / ect @ ect , vince j kaminski / hou / ect @ ect 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: check out here is the rfc that was written in 1994 about the internet of 2020 i mentioned . i hope you find it as enlightening as i did , and enjoy it as well . click here : http : / / info . internet . isi . edu / in - notes / rfc / files / rfcl 607 . txt mak | 0 |
Subject: re : amitava is diverted where does this stand ? we really need amitavas full time focus . benjamin parsons 27 / 10 / 2000 07 : 50 to : mike mumford / lon / ect @ ect cc : steven leppard / lon / ect @ ect , bryan seyfried / lon / ect @ ect , nigel price / lon / ect @ ect subject : re : amitava is diverted presumably if the eastern credit reserve issues take lots of his time away from enroncredit , we could extend his stay for another week ? especially as it ' s unlikely we could get vasant over in the foreseeable future . ben mike mumford 26 / 10 / 2000 18 : 20 to : bryan seyfried / lon / ect @ ect cc : qlist subject : amitava is diverted bryan , just fyi - amitava will be diverted for an unspecified portion of his stay here next week . the did the initial coding for software / pricing systems used to value the eastern deal . there are over - riding concerns there i or steve l . can fill you in on if you like . problem could be monday morning or all week . we could press for vasant to re - prioritize his time . any thoughts ? i haven ' t checked with ben about impacts yet . . . ben ? mike | 0 |
Subject: re : congratulations thanks vince i was in midland yesterday so i just saw the announcement . congrats yourself ! ! vince j kaminski 01 / 11 / 2000 10 : 02 am to : bradford larson / hou / ect @ ect cc : subject : congratulations brad , congratulations . well deserved . vince | 0 |
Subject: organizational changes as enron ' s broadband services business grows , we will continue to position the company to take advantage of the significant opportunities in this market and meet the needs of our global customers . with that in mind , we ' ve made a number of changes within the office of the chairman of enron broadband services aimed at providing a better focus on the key objectives of the organization . joe hirko and ken rice , previously co - ceos of enron broadband services , will continue to jointly manage the strategic direction of the company . joe will continue as ceo and will be responsible for the primary executive management of ebs as well as network build - out , bos development , cross - market capabilities and staff functions . ken will assume the role of chief commercial officer and will be responsible for developing the commercial functions of the organization . in addition , kevin hannon has been named chief operating officer and will be responsible for the day - to - day operations of ebs . kevin was most recently ceo of global risk management and , prior to that position , he was president and coo of enron north america , where he has been instrumental in developing enron ' s trading and risk management business in gas , electricity and other emerging markets . greg whalley , president and coo of ena , will again assume his responsibilities for global risk management . please join us in congratulating joe , ken , kevin and greg in their new roles . | 0 |
Subject: re : releasing different versions of vatrfacs code winston and jin , for last half year the following developments were implemented by jin for vatrfacs code ( the calibration code for var ) : 1 . weighting the log - returns with exponential decay factor while calculating correlations ; 2 . calculating factors and correlations for uk curves ; 3 . joint estimation of factor loading for selected groups of commodities ; 4 . alternative method for collecting historical data for correlations calculation ( based on fixed contract instead of collecting prompt , prompt + 1 , etc . prices ) in order to release these developments research has to have each version under clearcase . then we will : 1 . run vatrfacs code in stage environment ( stage has been refreshed recently ) . 2 . run var code in stage and validate the results . it is time to start releasing these 4 versions . projects 3 and 4 require some experimental runs in stage . a few traders ( in gas , power and liquids markets ) are expecting the results . meanwhile the following developments have been suggested by reseach , approved by risk control , submitted to it as spreadsheet prototypes and waiting in line : 1 . volatility blending for intramonth power positions ; 2 . forward volatility smoothing and extracting forward forward volatilities ; hope we can follow our procedures to make all these developments go smoothly and efficiently . tanya . | 0 |
Subject: re : caida ' metrics ' wg meeting , 2 mar 00 ( fwd ) hi amy , jim irvine ( ebs head of network planning ) and i ( team lead , ebs research ) will attend the meeting . we will have our assistances ( christine blair & kristy carnes , respectively ) arrange the trip . we will plan to come in the night before and return on march 2 , 00 . also , either vince kaminski ( md and head of enron research ) or stinson gibner ( vp , enron research ) may also attend . they will let me know shortly if they plan to attend . regards , ravi . p . s . our company name has been changed to enron broadband services kristy , christine please make the appropriate travel arrangements . the place , time , etc . are listed . amy @ sdsc . edu 02 / 24 / 00 07 : 07 pm to : ravi thuraisingham / enron communications @ enron communications cc : subject : caida ' metrics ' wg meeting , 2 mar 00 ( fwd ) hi ravi , i wanted to follow up directly with you and see if you or anyone at enron had any interest in participating in the proposed caida " metrics " working group meeting ? please let me know . amy e . blanchard caida % % % % % % % % % % % % % e - mail : amy @ caida . org phone : ( 858 ) 534 - 8338 fax : ( 858 ) 534 - 5117 b . wg charters , meeting on 2 mar 00 i believe that we should instead run a single caida working group on ' network metrics , ' rather than the two proposed earlier . my draft of its charter is appended below . it focuses on producing educational material about network measurement , and on developing new metrics - these were the two areas of greatest interest amongst the caida members . the wg co - chairs are sue moon ( sprintlabs ) and brett watson ( mfn / abovenet ) you are invited to attend the first wg meeting . the agenda is as follows . . agenda for caida wg meeting on : thursday 2 mar 00 - - - - - - - - - - - - - - - - - 10 am - 4 pm , abovenet , downtown sjc ( see below for details ) - - - - - - - - - - - - - - - - - - - - - - - - 1 . review wg charter - is it reasonable as set out in the draft ? - what should be removed or added ? 2 . work through revised charter in detail - identify the work required for each part - determine who ' s willing to work on it - attempt to determine delivery times 3 . discussion of new metrics - first attempt at making a list of metrics to be considered 4 . anything else ? location : abovenet is located in the knight - ridder building , attached to the fairmont hotel complex . the address is 50 w . san fernando st . san jose , ca 95113 rsvp : to help us with organising the meeting , please send email to nevil @ caida . org telling us how many will attend from your organisation . cheers , nevil nevil brownlee visiting researcher phone : ( 619 ) 822 0893 caida , san diego caida network metrics working group : draft charter , tue 23 feb 00 goals : 1 education + faq on what does ' measuring the internet actually mean ? ' - why measure anyway ? - what can be measured ? how ? where ? by whom ? - active vs passive , end - to - end vs provider network only , application vs transport layer - rating schemes : provider ' net performance ' pages , internet ' weather map ' s , keynote , etc . publish as caida web pages , or maybe as an info rfc + survey paper on metrics and internet measurement - current measurement efforts ( surveyor , ripe test traffic , amp , iperf , at & t , keynote , skitter , . . . ) - current tools publish as caida web pages 2 service metrics + define new metrics - taxonomy of current metrics ( ippm , rtfm , itu , . . ) - summary of metrics used for current services - gather information / ideas about new / emerging services , especially diffserv - based ones - make list of new metrics , either to improve measurement of existing services or to support new ones [ list of ' metrics ' questions ( appendix a ) goes here ] + organise experimental implementation / testing of tools for new metrics + make recommendations on implementation - define core set of ' really useful ' metrics - recommend that caida implement these as a ' service measurement toolkit ' + publish new metric definitions through ippm or rtfm + produce document " measurement requirements for hardware / software vendors . " publish on caida web pages appendix a : questions from the earlier draft caida wg charters a . what types of network - and transport - layer metrics are being used by isps in engineering and operating their networks ? by customers for verifying service guarantees ? b . what new services are being ( or are likely to be ) offered , e . g . diffserv ? is there a need for higher - layer metrics to better monitor and manage these services ? c . will these new differentiated transport - and application - layer services need new metrics ? d . how can the service metrics be measured in a multi - isp environment ? e . how can customers verify these measurements ? f . what requirements would service measurement introduce for equipment vendors ? g . how relevant are specific techniques ( e . g . which flow ) and points of measurement to specific users ( isp , customer , etc . ) requirements ? h . how do these metrics relate to network behavior as perceived by users ? how do they correlate with performance ? appendix b : background on the ietf working groups * rtfm wg : realtime traffic flow measurement rtfm is concerned with passive measurements of two - way traffic flows , specified in terms of their end - point attributes . its primary goal was to produce an improved traffic flow measurement model considering at least the following needs : a . wider range of measurable quantities , e . g . those relating to ipv 6 , and to class of service b . simpler ways to specify flows of interest c . better ways to control access to measured flow data d . strong focus on data reduction capabilities e . efficient hardware implementation * ippm wg : ip performance measurement the ippm wg charter is to develop a set of standard metrics that can be applied to the quality , performance , and reliability of internet data delivery services . these metrics will be designed such that they can be performed by network operators , end users , or independent testing groups . it is important that the metrics not represent a value judgement ( i . e . define " good " and " bad " ) , but rather provide unbiased quantitative measures of performance . rfcs framework for ip performance metrics ( rfc 2330 ) metrics : connectivity ( rfc 2678 ) , one - way delay ( rfc 2679 ) , one - way packet loss ( rfc 2680 ) round - trip delay ( rfc 2681 ) i - ds bulk transfer capacity ( 2 x ) instantaneous packet delay variation one - way loss patterns * other wgs the rmonmib wg is thinking about ' application performance measurement . ' this is clearly a hard problem ( e . g . does this just mean response - time measurement , can it be done by passive means , how should the measurements be presented , etc . ) . in short - rtfm provides a good distributed measuring system for traffic volumes - ippm has concentrated on transport - layer behaviour of the current , best - effort internet . - rmonmib is beginning to consider application - layer measurement | 0 |
Subject: re : my resume we ' ll get this offer out today , vince . molly - - - - - original message - - - - - from : kaminski , vince sent : friday , april 13 , 2001 10 : 03 am to : molly magee / hou / ect @ enron cc : kaminski , vince ; crenshaw , shirley ; huang , alex subject : my resume molly , we would like to bring this student as a summer intern ( the last one , we are running out of space ) . i shall send you another message regarding his proposed dates . thanks . i hope you have a very happy easter . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 13 / 2001 10 : 03 am - - - - - - - - - - - - - - - - - - - - - - - - - - - zhendong xia on 04 / 12 / 2001 03 : 58 : 25 pm to : vince . j . kaminski @ enron . com cc : subject : my resume hi , dr . kaminski : glad to get your reply . here is my resueme . if you wanna know more about me , please feel free to contact me . thanks . zhendong xia georgia institute of technology school of industrial and systems engineering email : dengie @ isye . gatech . edu dengie @ sina . com tel : ( h ) 404 - 8975103 ( o ) 404 - 8944318 - cv . doc > | 0 |
Subject: program attached ; march ny ro conference / participation confirmation the current version of the conference program is attached please confirm your participation as speaker ( and confirm your presentation title as listed on the attached conference program ) by next tuesday . the program is about to be sent to the printers next week please cc your reply also to gordon . sick @ rogroup . com lenos - nymarch 2000 conferencetimes . 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 | 0 |
Subject: re : ming sit dennis : i talked to ming for only short time and am concerned about the cons scott mentioned . i would like to know what your assessment is like . also , i would like vince , ronnie & myself to talk to ming over the phone . can we call him directly and talk to him ? please let me know how strongly you feel about having him as a support person . thanks , krishna . x 35485 to : pinnamaneni krishnarao / hou / ect @ ect cc : subject : re : ming sit krisna : are you still interested in hiring ming sit , through the research group . if so , please proceed and assign him to support ees . please let me know if i need to provide any information . thanks dennis - - - - - - - - - - - - - - - - - - - - - - forwarded by dennis benevides / hou / ees on 05 / 22 / 2000 09 : 43 am - - - - - - - - - - - - - - - - - - - - - - - - - - - james w lewis 05 / 21 / 2000 11 : 44 am to : dennis benevides / hou / ees @ ees cc : scott stoness / hou / ees @ ees subject : re : ming sit i like db ' s suggestion . let ' s do it . enron energy services from : dennis benevides 05 / 19 / 2000 03 : 31 pm phone no : 713 853 - 9609 to : scott stoness / hou / ees @ ees cc : james w lewis / hou / ees @ ees subject : re : ming sit got a little scared at your first sentence i read " he is no replacement for jay but he could be for dennis b . . " ? ? . anyway : i think he would be a good fit withing the group . krisna has offered to hire him in the research group , he has good programing background and is excited about working for enron instead of a utility such as pacificcorp . he expressed interest in applying his skill to make $ $ $ $ . i suggest bringing him in in research as a first alternative . i see three potential applications where we can use his skills to evaluate best longer term fit : continuing ronnie ' s model building role , but with a focus within neil ' s group to tie rm systems together bridge the lack of phd econometrics expertise we have as are result of the departure of anoush . risk management systems infrastructure development . scott stoness 05 / 19 / 2000 02 : 02 pm to : james w lewis / hou / ees @ ees cc : dennis benevides / hou / ees @ ees subject : ming sit he is no replacement for jay but he could be a dennis b employee . pros : engineer so would be good at math his boss hired him a 2 nd time ( 1 at txu and again at pacificor again ) so he must be reliable phd in economics and engineering ( good ) from stanford ( ugh : ) : ) : ) ) cons : does not understand tariffs . i asked him and he said he is not experienced . i probed too and he does not understand regulatory that well . does not understand ancillary services ( which is surprising to me since he started out as an plant operation side of hk power ) has limited people management skills ( he described 1 analyst he works with that is not capable that he has to jump into the excel spreadsheet and fix it for him and he cannot give him feedback because it is a utility mentality ) he is not a good communicator ( i asked him to describe what he did in hk power and it took him forever to explain because he expected me to know that plant operations meant planning the start up of oil plants ) . overall : i suspect that he is a very solid guy when it comes to analysis but not particularly creative or good at communication and leadership . he would be a great support person . i would hire for analysis but not as a potential leader . go | 0 |
Subject: e - commerce & continental europe hi sven , thanks a lot for your note - i think it would be great to see what we can do to help you & joe ' s business units . plenty of our knowledge is no longer proprietary in that quite a lot of this information is now in the public domain - we can sit down and discuss this on thursday afternoon if that works for you . regards , anjam x 35383 sven becker 14 / 06 / 2000 19 : 10 to : anjam ahmad / lon / ect @ ect cc : clemens mueller / lon / ect @ ect subject : re : research group intranet site anjam , congratulations on your initiative . i appreciate that you share this information throughout enron . as you may know , my group is working with joe ' s business units to create so - called market hubs . i see great potential in sharing some of the information that you have acucmulated and that is not proprietary to enron . i would appreciate if we could sit down tomorrow and talk about the possibility to leverage on the existing know - how . regards sven please respond to anjam ahmad / lon / ect to : ect europe cc : subject : research group intranet site research group intranet site following the recent lunch presentations , there has been considerable interest from enron europe staff in improving their quantitative skills , helping to maintain our competitive advantage over competitors . we have recently created the research group ' s intranet site which you can find on the enron europe home page under london research group . the site contains an introduction to the group and also information on : derivatives pricing risk management weather derivatives extensive links weather derivatives credit risk extensive links database if you have any questions or issues on quantitative analysis ( including hedging and risk management of derivatives ) please don ' t hesitate to get in touch . regards , anjam ahmad research group first floor enron house x 35383 | 0 |
Subject: maths course dear vince , ? further to our telephone conversation , that you very much for agreeing to participate in the financial mathematics training course . as discussed i would be delighted if you could present the following sessions : ? practical techniques to price exotic energy options ? evaluating methodologies for pricing exotics ? ? ? assessing the pros and cons of a partial differential equation ? ? ? applying multi - factor models to price exotic energy derivatives ? ? ? building trees for pricing and hedging exotics pricing ? ? ? asian options ? ? ? bermudan and american style options ? ? ? spread and spark spread options ? ? ? multi - commodity options practical example : ? ? ? pricing swing options ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? using monte carlo techniques to value swing options practical example : ? ? ? pricing a multi - commodity option ? analysing approaches to weather derivatives valuation ? understanding the mechanics of weather derivatives ? ? ? heating and cooling degree day swaps ? ? ? precipitation contracts applying probablistic approaches to pricing weather derivatives ? ? ? stochastics ? ? ? monte carlo techniques using historical methodologies and black - scholes for pricing weather derivatives valusing long term transactions practical example ? please could you let me know by the close of business on thursday if you would like to make any changes to the bullet points . i have printed out your biography below and please could you also let me know if you would like to make any changes to it . ? vince kaminski , enron capital & trade resources vince kaminski is vice president and head of research at enron risk management and trading , a unit of enron capital & trade resources . mr kaminksi joined enron in 1992 . previously he was vice president in the research department at salomon brothers . ? thanks again vince and i ? look forward to speaking to you on friday . ? best regards , ? vicky | 0 |
Subject: latest draft - - comments ? vince , this is my latest effort and i would appreciate your thoughts . i know that we haven ' t written together before so let me assure me that you will not hurt my feelings by " slashing away " with a red pen . i think that i have put all the clay on the table for this piece of sculpture but it is still pretty crude . help me " refine " the work to create something we can both be very proud of . by the way , i know you are extremely busy right now so don ' t feel pressured to spend lots of time here . any guidance you can offer will be appreciated . i don ' t know what the editor ' s time schedule is but he asked me to send him a draft on monday . you and i will still be able to edit the manuscript but he will begin reading and editing it too . i ' ll let you know as soon as i have a final deadline . your friend , john p . s . hope life is a bit calmer for you . by the way , i ' m reading an interesting book entitled " the four agreements " by miguel ruiz that documents the toltec philosophy of life in the context of the dreams of reality that we all create . you might enjoy it . - enron _ paper _ 1 _ 16 _ 01 . 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: entouch newsletter business highlights enron freight markets enron freight markets ( efm ) launched its over - the - road trucking business this week . in addition , efm completed 199 intermodal transactions in the first week of april . ena west power ena west power recently closed the sale of two power projects . the 750 mw pastoria energy facility in kern county , california was sold to calpine and the 240 mw fountain valley power project in colorado was sold to black hills energy capital . given the power shortage in the west , ena is developing additional power generation in nevada , california and washington . enron industrial markets the newsprint group of eim is working to revolutionize the newsprint market and bring financial rigor and market efficiencies to a business that has remained relatively unchanged for more than a century . the global newsprint market is a 23 billion dollar a year business with the north american market comprising one third . the group ' s originators , mid - marketers , and financial and physical traders offer our customers numerous financial and physical products not previously available in the market . eim has made a substantial commitment to this business with the purchase of garden state paper company last year and the recent purchase of daishowa paper in quebec city . the number of transactions has grown exponentially with the physical trading alone reaching a nominal trading volume of more than $ 10 , 000 , 000 per month in little more than four months since opening . in addition to physical spot transactions , the desk offers our counterparties log - term fixed priced transactions , indexed based pricing , forward contracts , swaps , and derivative products . forest products forestweb inc . , an internet - based generator , aggregator and integrator of knowledge and information for the forest products industry , announced a new window to industry financial and risk management tools available from clickpaper . com . clickpaper allows the industry direct access to transactable prices for both physical and financial products , in an electronic format . paperloop . com , one of the leading online resources for the forest products industry , announced the addition of clickpaper . com in their emarketplace , which showcases various e - commerce companies and highlights their services . paperloop provides clickpaper . com exposure to its 250 , 000 + monthly users in the pulp , paper and converting industries . in the news ken lay was the cover story for the april 2001 issue of continental magazine . he had positive things to say about his employees . & sitting in his 50 th floor mahogany - paneled office overlooking his much - beloved downtown houston , lay , with a self - conscious smile , bows his head slightly as he , s described as an innovative market maker . + i really can , t take any credit , he says . my employees are responsible for what enron does . , what he does best , the missouri - born corporate icon says , is + to create an atmosphere of empowerment and creativity and hire bright , innovative people who aren , t afraid to take risks and try new things . 8 welcome new hires eim - craig rickard , lisa mcclendon ena - ben brasseaux , stephen swisher , tamera joyner , vanessa griffin , kathleen ashton weekly enrononline statistics below are the latest figures for enrononline as of april 6 , 2001 . * total life to date transactions > 845 , 000 * life to date notional value of transactions > $ 500 billion nuggets & notes mark your lunch calendars now ! the next ews brown bag is thursday , april 19 at 11 : 30 am . tim battaglia vp / eim will be discussing steel origination . congratulations to peter del vecchio , eim senior counsel , and his wife , nair . they are the proud parents of dante valentin del vecchio , born april 3 , weighing 4 pounds , 8 ounces . news from the global flash enron poland obtains gas trading license on 22 nd march 2001 enron poland received a 10 - year gas trading license , valid for both domestic gas trading within poland as well as for gas exports . the license is a key component to our entering the gas trading market in poland and , coupled with the power trading license we obtained in 1999 , will give enron poland a strong position in the developing wholesale energy market . in the next two to three weeks , we expect to receive a cross - border trading license covering gas imports that are further regulated under the polish energy law ordinance on gas import diversification . enron wind announces first uk off - shore wind farm on 5 th april 2001 , enron wind announced that it had been granted the right to initiate the planning process for its first uk offshore wind farm , located at gunfleet sands , 7 km from clacton - upon - sea in essex . construction is expected to start towards the end of 2002 , with the wind farm of 30 turbines being operational by q 4 2003 . enron wind is also actively involved in a number of on - shore projects in the uk , including the development of wind farms in wales and northern ireland . 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: apr 20 - wharton - final agenda michael , vince and i appreciate your keeping us involved with this event . good luck and we hope to see you soon ! - best ! christie . - - - - - - - - - - - - - - - - - - - - - - forwarded by christie patrick / hou / ect on 04 / 18 / 2001 04 : 16 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - michael tomczyk on 04 / 18 / 2001 02 : 54 : 00 pm to : vkamins @ enron . com , christie _ patrick @ enron . com cc : subject : apr 20 - wharton - final agenda vince and christie , i know you are unable to attend this week ' s event at wharton but i thought you would like to see the final agenda , and i also wanted to remind you that about a week or so after the event we will post a summary of presentations and discussion insights on our website : ? http : / / emertech . wharton . upenn . edu . in addition to senior wharton faculty and colleagues , senior managers from the following companies will be attending : ? charles schwab , cybersource , ellacoya networks , glaxosmithkline , gmac , healthnetworks . com , hewlett - packard , infosys , ibm , nsa , omnichoice , philadelphia newspapers , and usinternetworking . best regards , michael managing strategic partnerships & acquisitions ? friday april 20 , 2001 - - 8 : 30 am to 400 pm location - room 1206 steinberg - dietrich hall - wharton school - philadelphia final agenda ? managing strategic partnerships an insight - building conference including new wharton research on best practices and successful strategies for achieving corporate growth through alliances , mergers and acquisitions . friday , april 20 , 2001 - 8 : 00 to 4 : 00 1206 steinberg - dietrich hall , wharton school presented for our industry partners and guests by the emerging technologies management research program , mack center on managing technological innovation agenda & conference topics 8 : 00 - 8 : 30 ? - ? continental breakfast and informal networking 8 : 30 - 8 : 45 introduction : strategic partnering for growth and innovation harbir singh , wharton 8 : 45 - 9 : 30 ? - networking , partnerships & strategy lori rosenkopf , wharton 9 : 30 - 11 : 00 ? - success and failure factors in strategic partnering todd horst , usinternetworking tim george , pfizer dave daetz , cybersource 11 : 00 - 11 : 15 ? - break 11 : 15 - 11 : 40 ? - building partnering skills and capabilities prashant kale , university of michigan 11 : 40 - 12 : 00 ? - successes & failures in strategic outsourcing : some initial findings howard perlmutter , wharton 12 : 00 - 1 : 30 ? working lunch - strategic partnering as a core competency paul j . h . schoemaker and roch parayre , wharton 1 : 30 - 1 : 45 ? - mapping social networks : applications to strategic partnering ruhul quddus , wharton 1 : 45 - 2 : 30 ? - small group reports paul j . h . schoemaker & roch parayre , wharton 2 : 30 - 2 : 45 ? - break 2 : 45 - 3 : 45 ? - managing high technology acquisitions phanish puranam , wharton walt vester & harry hirschman , wharton kerri ford , wharton 3 : 45 - 4 : 00 ? - summary of key insights and future research goals harbir singh , wharton 4 : 00 - adjourn - - michael s . tomczyk managing director emerging technologies management research program 1400 sh - dh / 6371 the wharton school philadelphia , pa 19104 - 6371 tel 215 - 573 - 7722 fax 215 - 573 - 2129 website : ? http : / / emertech . wharton . upenn . edu | 0 |
Subject: confirmation of your order this is an automatic confirmation of the order you have placed using it central . request number : ecth - 4 pcl 4 f order for : maureen raymond 1 x ( option : 128 mb upgrade for deskpro en 6600 $ 144 ) enron it purchasing | 0 |
Subject: prob of default for e rating 7 as of 2 / 3 / 00 vincent , i got the e - rating and default probabilities for promigas from the credit group . could you plug in these numbers to the loan guarantee model ? promigas is rated as bb . zimin - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 02 / 04 / 2000 08 : 41 am - - - - - - - - - - - - - - - - - - - - - - - - - - - tanya rohauer 02 / 04 / 2000 07 : 27 am to : zimin lu / hou / ect @ ect cc : subject : prob of default for e rating 7 as of 2 / 3 / 00 | 0 |
Subject: fw : resume for vince kaminski we just received this resume from an agency . i had just heard this morning that an economist was coming into your group , so i don ' t know if you are interested or not . let me know if i can be of any help . molly - - - - - original message - - - - - from : graham , toni sent : thursday , march 08 , 2001 2 : 07 pm to : magee , molly subject : fw : resume for vince kaminski - - - - - original message - - - - - from : " m eastman " @ enron @ enron . com ] sent : thursday , march 08 , 2001 1 : 53 pm to : graham , toni subject : resume for vince kaminski johnathan is at 142 , 000 base + 10 - 15 % bonus . he is a phd . , certified in financial risk management , awaiting charter as cfa , and the list goes on . at kpmg his clients are financial institutions , e - commerce , internet , and high tech . he has real options valuation and various other financial and overall corporate risk valuation and analysis skills that may be of interest to vince and his group . mike eastman , cpc - president qualitec professional services , lp accounting - financial - energy risk - tax search consultants 281 - 647 - 9300 ext . 314 fax 281 - 647 - 9300 email meastman @ qualitec . com website www . qualitec . com - johnathan mun . doc | 0 |
Subject: fyi : forward hi vince , the following is what i wrote to molly as she prepares the contract for me to work with enron . i thank you for allowing me to work with enron and will do all that i can to make you happy with my candiates and performance . thank you for you support vince . will check in soon , jeff sorry about the mix - up on the email molly . i hope you get this one . as most good corporations like enron have predefined contractual arrangements to do executive search business i will be happy to abide by your terms and rules . and to be quite honest - enron is about the " best it gets " so , i prefer to not draft a contract this time or for this relationship - i will wait for yours to be signed by me . the only stipulation i request of you is that upon contractual performance , enron accounts payable please wire my funds to my account as i have a multi - currency account denominated in usd / canadian or british pounds ( which ever fits you as i may need to pay my counterparts in the uk ) . . . other than that i have no perplexities . i will send you my wire instructions later , either my bank in california or in bermuda . as i live in california and do contingency search , i must go off of my client ' s " good word " on occasion and luckily haven ' t had any problems so far . . . i always honor california verbal contract law - if i do not draft . i think you fee payment of 20 % is generous and the industry standard of 30 day guarantee on replacement is fair . obviously there is no deposit on any contingency and if there is a definite urgent need for a position to be filled only then will i ask your help for a minor deposit to aid in my overhead to shift all my resources to search on behalf on enron . as enron has the in - house power to probably not need this service then obviously a deposit will not be required . if you wish me to send my standard agreement then i will , but you have made yourself perfectly clear by phone what you are willing to do . i therefore will be happy to receive you contract and follow your instructions . i thank you and vince for allowing me to work with enron and pledge to you my best work and candidates utilizing my network of contacts . i am very excited about our new relationship and hope to give you my very best service . thank you very much for this opportunity molly , please send my your contract so , that i may sign it and send it right back to you immediately . i am looking forward to working with vince and you . thank you again , jeff wesley ps - i can utilize to resources of management recruiters international usa and robert walters of the uk to aid in my service to you . best regards , jeff wesley * get free , secure online email at http : / / www . ziplip . com / * - private 9498132241 original . doc - statement 9498132241 origina . doc | 0 |
Subject: enron contact info dear vince , christie and vasant : thank you for the presentation to the enron tiger team . it was most informative and well received by the students . this is an exciting project and the students are enthusuastic and anxious to begin . many thanks , also , for hosting the dinner at the palladium . it was a wonderful opportunity to get to know more about the project , as well the enron representatives and the students . listed below is the contact information with team contacts identified . i will send you the teams project preferences as soon as i recieve them from all the students . it may be a good idea to contact the students before they leave for vacation ( 15 - 22 dec ) to see who is interested in a trip to houston in january for planning purposes . they will return to campus jan . 16 . please let me know if there is anything i can do to assist from this end . again , thank you for your support of the wharton school and of the tiger team project 2001 . sincerely , donna piazze program director field application project the wharton school univ . of pennsylvania ( 215 ) 573 - 8394 ( 215 ) 573 - 5727 fax fap @ management . wharton . upenn . edu piazze @ wharton . upenn . edu enron 1 vincent chen vincent . chen . wgo 2 @ wharton . upenn . edu enron 1 nick levitt nicholas . levitt . wgo 2 @ wharton . upenn . edu enron 1 deepa mallik mallikd @ wharton . upenn . edu enron 1 jack rejtman jack . rejtman . wgo 2 @ wharton . upenn . edu enron 1 kim whitsel whitselk @ wharton . upenn . edu * * * team contact enron 1 tulika bhalla bhallat @ wharton . upenn . edu enron 2 jaideep singh singhjai @ wharton . upenn . edu enron 2 edson otani edsono @ wharton . upenn . edu enron 2 joshua leventhal levent 86 @ wharton . upenn . edu * * * team contact enron 2 pat henahan mhenahan @ wharton . upenn . edu enron 2 murat camoglu camoglum @ wharton . upenn . edu enron 2 gustavo palazzi gustavop @ wharton . upenn . edu enron 3 clay degiacinto enron 3 steve lessar stephen . lessar . wgo 2 @ wharton . upenn . edu enron 3 ram vittal mvittal @ wharton . upenn . edu * * * team contact enron 3 jason cummins marc . cummins . wgo 2 @ wharton . upenn . edu enron 3 omar bassel bassalo @ wharton . upenn . edu enron 3 dennis feerick dennis . feerick . wgo 2 @ wharton . upenn . edu professors : louis thomas thomas @ wharton . upenn . edu keith weigelt weigelt @ wharton . upenn . edu ta : heather thorne hethorne @ wharton . upenn . edu fap : donna piazze piazze @ wharton . upenn . edu host contacts : vince kaminski vkamins @ enron . com christie patick christie . patrick @ enron . com | 0 |
Subject: course invoice vince , ? hi , hope you are well . ? i ' m just dropping a note regarding invoice 215 which was for 5 people attending the energy and weather course . ? our records show that it hasn ' t been paid , which is good . ? we will re - do the invoice and charge you only for alex and tom ' s attendance since paulo didn ' t show . ? is this ok with you ? ? by the way , we only charged $ 250 a person for the weather course since it was suppose to be an exchange of information session , and enron weather paid for the venue . ? nice to have finally met you in houston ! ? julie ? | 0 |
Subject: term papers team , can you resend your text document to vince asap . we could open your spreadsheet ok , but not the document . vince ' s contact information is on the attached email below . thanks jason - - - - - - - - - - - - - - - - - - - - - - forwarded by jason sokolov / hou / ect on 05 / 04 / 2001 05 : 32 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 05 / 04 / 2001 05 : 29 pm to : monfan @ rice . edu cc : vkaminski @ aol . com , jason sokolov / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : term papers felix , please , resend me the term papers of your group , each as a separate file . please send it to my aol address as well as work address . my aol address is vkaminski @ aol . com my home phone number is 281 367 5377 . vince | 0 |
Subject: re : option pricing challenge zimin , to generalize your initial comment , for any process ds = mu ( s , t ) * s * dt + sigma ( s , t ) * s * dz , the delta - hedging argument leads to the black - scholes pde . this is true for any arbitrary functions mu and sigma , and so includes gbm , mean reversion , and others . there is no problem with this , because in the risk - neutral world , which is what you enter if you can hedge , the drift of the " actual " process is irrelevant . i believe your concern is that you would like to see a different option price for mean reversion process . this can only happen if the asset is not hedgeable , and so the actual dynamics then need to be factored into the option pricing . if you assume that the underlying is a non - traded factor , then the pde will have to reflect the market price of risk , and the drift of the actual process is then reflected in the pde . vasant zimin lu 10 / 17 / 2000 05 : 20 pm to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , alex huang / corp / enron @ enron , kevin kindall / corp / enron @ enron , tanya tamarchenko / hou / ect @ ect cc : subject : option pricing challenge dear all , i have a fundamental question back in my mind since 95 . hope you can give me a convincing answer . zimin - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - in deriving bs differential equation , we assume the underlying follows gbm ds = mu * s * dt + sigma * s * dz where mu is the drift , sigma is the volatility , both can be a function of s . then we use delta hedging argument , we obtain the bs differential equation for the option price , regardless of mu . with the bs pde and boundary condition , we can derive bs formula . fine . no problem . question comes here . suppose the underlying is traded security and follows , say , mean - reverting process ds = beta ( alpha - s ) dt + sigma * s * dz apparantly , this sde leads to a different probability distribution . however , using the delta hedging argument , we still get the same bs differential equation , with the same boumdary condition , we get the same bs formula . not fair ! from another angle , i can derive the distribution from the bs pde for the underlying , which is the lognormal distribution . my thinking is : can i drive the distribution for any sde from the option pde ? the answer should be yes , but got to be from a different pde rather than bs pde . then what we do about the delta - hedging argument ? thanks . | 0 |
Subject: as promised molly sorry about the mix - up on the email molly . i hope you get this one . as most good corporations like enron have predefined contractual arrangements to do executive search business i will be happy to abide by your terms and rules . and to be quite honest - enron is about the " best it gets " so , i prefer to not draft a contract this time or for this relationship - i will wait for yours to be signed by me . the only stipulation i request of you is that upon contractual performance , enron accounts payable please wire my funds to my account as i have a multi - currency account denominated in usd / canadian or british pounds ( which ever fits you as i may need to pay my counterparts in the uk ) . . . other than that i have no perplexities . i will send you my wire instructions later , either my bank in california or in bermuda . as i live in california and do contingency search , i must go off of my client ' s " good word " on occasion and luckily haven ' t had any problems so far . . . i always honor california verbal contract law - if i do not draft . i think you fee payment of 20 % is generous and the industry standard of 30 day guarantee on replacement is fair . obviously there is no deposit on any contingency and if there is a definite urgent need for a position to be filled only then will i ask your help for a minor deposit to aid in my overhead to shift all my resources to search on behalf on enron . as enron has the in - house power to probably not need this service then obviously a deposit will not be required . if you wish me to send my standard agreement then i will , but you have made yourself perfectly clear by phone what you are willing to do . i therefore will be happy to receive you contract and follow your instructions . i thank you and vince for allowing me to work with enron and pledge to you my best work and candidates utilizing my network of contacts . i am very excited about our new relationship and hope to give you my very best service . thank you very much for this opportunity molly , please send my your contract so , that i may sign it and send it right back to you immediately . i am looking forward to working with vince and you . thank you again , jeff wesley ps - i can utilize to resources of management recruiters international usa and robert walters of the uk to aid in my service to you . best regards , jeff wesley always held in strict confidence . 949 813 2241 hotline 347 487 8957 voice / fax us ( 011 ) + 44 ( 845 ) 3341644 uk - - - - - begin pgp public key block - - - - - version : pgpfreeware 6 . 5 . 3 for non - commercial use 2 w 4 duudd 3 yisxx 8 wy 2 o 9 vpji 8 bd 8 kvbgi 2 oulwmufo 4 ozt 9 fbdxq 6 mdggzemyestsr / pogxkuayeyl 8 6 vq rpmynofdopnqnyej 2 + m 9 zwwyw 3 gbij 4 vktfyngoqevl 3 l 9 hg 2 l 7 lsls + 8 ywlvcqb llmkul 3 lxa 9 idp 6 bzu 9 drwdfrba 5 rdvbfylolythsp 0 zg 4 lolurfgyy + iakwe / 5 n 78 fc 32 lczbj 8 rvsvh + qljiyisjdvambww 4 hjlzc 9 tipdtggz 6 g 5 lgg 8 dfw 74 ezsx lzsy + zzncacst / dveok / + y 4 nrumqor + qggo 9 l 9 gwpqu 5 blxenpedteczmwome 48 z glkh + bz 39 qcfvc + hxgi 7 ogcon / rseitrweao / sy = = 2 nkw - - - - - end pgp public key block - - - - - * get free , secure online email at http : / / www . ziplip . com / * - private 9498132241 original . doc - private 9498132241 original . doc - statement 9498132241 . pdf - statement 9498132241 origina . doc | 0 |
Subject: reminder for dinner on saturday dec 2 nd this is to remind all of you of the dinner plan ( with family ) at my house on saturday dec 2 nd . we will expect you at about 6 : 00 pm . address : 3410 s . briarpark ln , sugar land directions ( from downtown ) : take 59 south all the way past sam houston beltway 8 , and past highway 6 . take the next exit - - - first colony blvd / sweetwater blvd . take a left at the traffic light onto sweetwater blvd ( over the highway ) . go straight on sweetwater blvd past a few traffic lights and a few stop signs . after passing a golf course on the right , you will get a subdivision " crescents on the green " on the right , and a subdivision " briarwood " on the left . take a left into the briarwood subdivision and an immediate right onto s . briarpark ln . ( there is only one street in the subdivision ) . our house ( 3410 ) is right there - - - 3 rd house from cul - de - sec . phone : 281 265 8959 cell : 713 569 2438 vasant do you yahoo ! ? yahoo ! shopping - thousands of stores . millions of products . http : / / shopping . yahoo . com / | 0 |
Subject: recommendation for john gordon dear vince , i am writing to bring to your attention a gsia student , john gordon , who is currently being considered for enron ' s associates program . my understanding is that mark courtney and andrew miles at enron are championing john as a late addition to the program . while i know enron doesn ' t routinely recruit at gsia , john would be an ideal candidate if you are willing to make an exception . he is a terrific finance student with a strong transcript ; including an a + in my options class . since john has an engineering / energy background , he asked early on for additional background reading about finance and energy . john is personable and outgoing . normally the job market for someone of john ' s caliber would have already cleared , but i have been told that there are dual career issues at play here . i would be very appreciative if you would take a look at john . a copy of his resume is attached to this email . best regards , duane * * * * * * * * duane seppi graduate school of industrial administration carnegie mellon university pittsburgh pa 15213 - 3890 tel . ( 412 ) 268 - 2298 fax ( 412 ) 268 - 8896 email ds 64 @ andrew . cmu . edu - john gordon ' s resume | 0 |
Subject: enron research and ebs engineering and operations group technical forum kevin , i would like to invite you to an off - site meeting of john griebling ' s organization and the research group . date : april 27 - april 29 location : breckenridge , colorado as you know , john griebling is managing the network design and construction project currently under way in ebs . the research group is actively involved in this effort which requires advanced quantitative skills in the area of stochastic optimization and stochastic processes ( for modeling and forecasting internet traffic flows ) . the objective of this meeting is to develop common language and accomplish transfer of skills between the two groups , to facilitate cooperation on this project in the future . we are inviting ken rice and joe hirko to this meeting . we would appreciate if you could speak , together with joe and ken , on strategic directions of ebs . it is important for a group of technical people , with relatively specialized technical skills , to understand the big picture . i am attaching the preliminary agenda for this meeting . vince | 0 |
Subject: interview follow up from susan v . gonzalez nov . 2 , 2000 ? michael roberts , vice president , reseach stinson gibner , vice president , reseach vincent kaminsik , managing director , research enron corp . ? gentlemen , thank you for the opportunity to learn about a new communication position within your group . ? ? based on our discussions , here are some initial thoughts / observations on the job and the task . ? * daily email newsletter for primarily two audiences : ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 1 . ? internal for employees available via the enron intranet ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 2 . ? external for clients , industry at large ? * also suggest the newsletter be sent to a targeted group of trade press . ? as this information tool builds momentum and credibility , it will support the leadership positioning of ? enron ' s trading group . ? ? plus , it could become a driver for media inquiries and ? requests for further information or interviews with enron ? trading experts . ? * i heard you wanting internal and external versions for both morning and afternoon distribution . ? ? that is an aggressive set of daily mailings . i would want to review the scope of the content and look at the frequency . ? just like print publications , ? email newsletters are ? now the rage and too many are ? landing in the email inboxes . ? ? my counsel would be to start with a manageable number and do it well . ? you can always increase frequency . ? difficult to cut back on frequency without it appearing as a take away or lack of commitment to the product . staffing ? ? ? * invite outside industry analysts or clients to provide commentary . ? * consider developing an " editorial advisory board " to govern the content . ? ? traders , ? legal department , communications dept . a multidisciplinary group that ? can add value to the publication . ? * suggest finding an ims or it resource from within enron to be assigned to this communications effort . ? ? database set up for the email addresses , technical issues arise ? for ? creating the links etc . ? managing an e - newsletter in my current position , i can ? tell you that a writer / editor has enough to do to compile content . ? ? you want mailings to go off without any glitches . ? or if there are glitches , he or she can ? solve quickly . ? what are the implications of these mailings on the company ' s computer systems ? ? ? * budget . ? although not a typical print publication , this effort should have a budget . ? graphics , freelance or contract writing , photography ? any special software or hardware needs associated with this effort ? ? ? * review process . ? what is the review process for ? this publication . ? legal guidelines ? ? corporate guidelines with regards to style , graphics etc . ? ? technical review of the material for accuracy ? ? a clear policy should be established ? up front for the review process so everyone involved knows and understands their role and responsibilities ? towards this communication effort . ? * have you surveyed what is out in the marketplace ? ? ? gather samples of ? newsletters that you like or don ' t like for discussion purposes . ? * measurement / evaluation of the newsletter . ? ? how ? will the effectiveness of the newsletter be measured ? ? hits on the website . ? inquiries from clients ? ? don ' t have a quick answer but ? some goals should be set to measure against . ? * maintenace of the mailing lists should reside with the individual groups participating in the newsletter . ? ? maintenance of the newsletter databases should not be the responsibility of the communications representative . ? ? ? ? this sent to you in the spirit of exploring the position further . ? look forward to your feedback . ? ? thank you for your consideration . ? ? sincerely , susan v . gonzalez 11822 poplar creek houston , tx ? 77077 ( 281 ) 497 - 7185 home ( 281 ) 877 - 5853 work | 0 |
Subject: re : marketpoint gas model john : thanks for the information . chaim and i were aware that you might be changing roles at enron . i am delighted kim is slated to take over the reins working with vince . kim has put in a good bit of time in the past few years reviewing our stuff and setting up contacts for us in your company . we will give kim a call early next week after easter . we have made a lot of progress on marketpoint , which i think will be of keen interest to your team . the introductory activity as well as the ongoing , inhouse architecture are both improved relative to what you and your people were able to review , and i anticipate you will be pleased and impressed . john , it isnt that easy for you to get away from us ! remember the story of the tar baby . ( just kidding . ) all the best , and i hope we get the chance to serve you and make your organization even better . dale > - - - - - original message - - - - - > from : goodpasture , john [ mailto : john . goodpasture @ enron . com ] > sent : thursday , april 12 , 2001 9 : 03 am > to : chaim . braun @ altosmgmt . com > cc : dale m . nesbitt ; kaminski , vince ; watson , kimberly > subject : marketpoint gas model > > dear mr . braun : > > as i mentioned , i have recently been reassigned here at enron . although i > am still in the enron transportation services group , i am no longer the > most appropriate contact for consideration of the altos gas model . i > would suggest you contact kim watson at 713 - 853 - 3098 or of course , vince > kaminski , who will remain very much a part of the decision process . > > regards , > > john goodpasture > > > > > > > > > > > - winmail . dat | 0 |
Subject: the business of power june 23 , 2000 international electric industry conference for the past five years , the association of power exchanges ( apex ) has held its business meetings in different locations around the world . for the first time , an industry conference is being held to compliment these meetings , providing a means to connect industrial electricity exchanges , isos and pools with senior leaders in the worldwide electric industry . for more information we have attached an adobe acrobat pdf file . the document requires adobe acrobat reader 2 . 1 or higher . the latest version is available to download from http : / / www . adobe . com . or view our website : http : / / www . apex 2000 conf . com . # 12 - apex 2000 . pdf | 0 |
Subject: good looking guy hi vince . look at this guy ( picture included ) . he is " lawrence " , the guy i spoke to you about last week that you said you wanted to see . he asked me if he can do a phone interview . . . i think williams , ford and sdcera are soliciting him . if i told him you and enron are interested - he would drop the others off the map for a chance to interview with you . i like him too as he follows my instructions as is pleasant to work with ( most are not ) . do you want to chat with him ? on your command , jeff wesley always held in strict confidence . jeff wesley 949 813 2241 hotline 347 487 8957 voice / fax us + 44 ( 845 ) 3341644 uk * get free , secure online email at http : / / www . ziplip . com / * - imageo 02 . jpg - lawrenceagent 9498132241 new . doc | 0 |
Subject: thursday instead friday john sherriff ' s asst has moved the meeting . i hope this is still possible for you . steve - - - - - - - - - - - - - - - - - - - - - - forwarded by steven leppard / lon / ect on 09 / 11 / 2000 08 : 05 - - - - - - - - - - - - - - - - - - - - - - - - - - - lauren urquhart 07 / 11 / 2000 09 : 16 to : steven leppard / lon / ect @ ect cc : subject : thursday instead friday hi steve steve , the research meeting has been moved to thursday at 3 . 00 pm . can you please let vince know . thanks . lauren | 0 |
Subject: hello vince vince , can i call you tuesday morning about our writing project ? i have to be in austin for a dental appointment on monday at noon and that will probably wipe out the day . give me a time and number where i can reach you . john 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 |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.