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Subject: wharton event - junel 0 - insead bryan , i shall call you later today when i have a chance to read the message from ben . i wanted to ask you for a favor ( on a very short notice ) . we are talking to the wharton school about setting up a relationship with them and getting involved in one or more research projects with them . one of the potential topics is emerging technologies . the wharton offers a symposium in paris on june 10 on high tech acquisitions and it would make a lot of sense if you ( or somebody from london you could identify ) could attend and help us to evaluate the usefulness of this project . i am enclosing the message from the person in wharton running this program . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 06 / 05 / 2000 09 : 08 am - - - - - - - - - - - - - - - - - - - - - - - - - - - tomczyk @ wharton . upenn . edu ( michael tomczyk ) on 05 / 18 / 2000 10 : 56 : 08 am to : vkamins @ enron . com cc : thomas . piazze @ wharton . upenn . edu subject : wharton event - junel 0 - insead vincent , it was truly a pleasure getting to know you in our meeting yesterday , and i look forward to the prospect of exchanging views in the future on a variety of topics pertaining to emerging technologies . per our discussion , i ' ve enclosed three files that include an invitation , agenda and rsvp form for the june 10 symposium on high tech acquisitions at insead . if you or the individual ( s ) who will be attending have any questions , please email : phanish puranam at : phanis 20 @ wharton . upenn . edu or you can call him at 215 - 898 - 1231 . this initiative will be expanded during the coming year and i believe that enron ' s involvement will give the company access to some of the early research in progress as it unfolds , and of course , if you become involved as a partner in the emerging technologies program you would have opportunities to help guide the direction of the research which is one of the partnership " benefits . " our next upcoming events are scheduled for : friday , september 8 " what next on the internet ? " this is a faculty update day with industry partners also invited . we will co - sponsor this with wharton ' s major e - business initiative . major issues addresses include " new economics of the web " and " internet , anywhere . " friday , october 20 " first mover advantage , shakeouts & survival strategies " designed by the et core group and presented in collaboration with the e - commerce forum . as i indicated during our discussion , participation in the emerging technologies management research program is by invitation and on behalf of our core faculty , i am pleased to extend an invitation for enron to join the program . to assist in your decision , we recommend having a representative attend the symposium in paris on june 10 to " test drive " the program . i ' ll send you a formal invitation which you are free to accept at your convenience , should you agree that enron ' s participation in the et program would be of value . please call or email if you have any comments or questions . best regards , michael - insead workshop invitation lett - insead workshop agendal . doc - rsvp form . doc 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 | 0 |
Subject: re : hib visa application - sevil yaman margaret , thanks for reminding me this issue . i think i ' ll be fine until i start full time here in the research group . as you know right now i am using curricular practical training as work permission . and until i graduate i am allowed do as many as part time cpt i want to do . because of tax purposes i think i ' ll use this right given to me . in this case , what i need to do is that after i and vince make sure about my full time start date ( this may happen in the beginning of 2002 ) , i ' ll let you know and send you the necessary document you require to initiate my hlb visa application process . thanks again . sevil , margaret daffin @ ect 25 - 04 - 2001 12 : 04 to : sevil yaman / corp / enron @ enron cc : norma villarreal / enron @ enronxgate , vince j kaminski / hou / ect @ ect , ramona perkins / enron @ enronxgate subject : hib visa application - sevil yaman sevil : please let me know when you will be sending me the information for your hib visa ? thanks margaret - - - - - - - - - - - - - - - - - - - - - - forwarded by margaret daffin / hou / ect on 04 / 25 / 2001 12 : 03 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - margaret daffin 04 / 10 / 2001 04 : 04 pm to : sevil yaman / corp / enron @ enron cc : norma villarreal / enron @ enronxgate , vince j kaminski / hou / ect @ ect , ramona perkins / enron @ enronxgate subject : hib visa application - sevil yaman sevil : in order that we may proceed with your request for permanent residency , our immigration attorneys have advised us that we need to process the hib visa , prior to the permanent residency application . therefore , i am attaching an hib visa questionnaire that i would like you to complete and return to me , together with copies of all of the documents listed at the bottom of the form . please bring these to me in 3 ac 2026 a . please let me know if you have any questions at x 55083 . thank you margaret | 0 |
Subject: interview schedules for tony hamilton and damian likely please find the interview packets for the above - referenced candidates . the interviews will occur on friday january 26 , 2001 . please print all documents for your reference . hardcopies of their resumes will be delivered via runner . if you have any questions , or conflicts of schedule , please do not hesitate to contact me . shawn grady 58701 | 0 |
Subject: energydesk . com 2000 : meeting to review the new initiative with a demonstration of the latest implementation , with a view to identify the value we can add from the research group [ exact time tbc ] exact time and location tbc for a mutually convenient time | 0 |
Subject: re : term papers please respond to here is the excel file ( zipped ) . you have to unzip to read it . felix * * * * * * * * * * * * * * * * * * * * felix feng lu mba candidate , class 2001 jesse h . jones graduate school of management rice university phone - 713 . 942 . 8472 / fax - 714 . 908 . 7914 monfan @ rice . edu * * * * * * * * * * * * * * * * * * * * - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : friday , may 04 , 2001 5 : 30 pm to : monfan @ rice . edu cc : vkaminski @ aol . com ; jason . sokolov @ enron . com ; vince . j . kaminski @ enron . com 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 - feng lu . vcf - modelingproject . zip | 0 |
Subject: re : actions on anjam ' s resignation i will sit anjam down before he leaves and explain the confidentiality provisions in his contract and that we will pursue them vigorously . melanie - can you give me a copy , steve , let me know when he is leaving - i ' ll do it closer to the time . richard steven leppard 26 / 10 / 2000 10 : 13 to : dale surbey / lon / ect @ ect , vince j kaminski / hou / ect @ ect , melanie doyle / lon / ect @ ect cc : richard lewis / lon / ect @ ect , simon hastings / lon / ect @ ect subject : actions on anjam ' s resignation all my preferred approach to dealing with anjam ' s departure is given below . these recommendations are informed by the fact that i don ' t feel anjam has much to offer his next employer , except what code and data he can remove from enron : hr - type stuff : 1 . get anjam off the trading floor as soon as possible . there is no need for him to remain on the floor . 2 . determine where anjam is heading . we need to know who is going to know our positions and curves next . it - type stuff : 1 . ask him to catalogue the contents of his h : drive , since the rest of the group will need to support his work in the future . this should take no more than a day or two . 2 . get it to obtain their backups of anjam ' s h : drive for weekly intervals over the last two months . this will allow us to determine what he has deleted . 3 . get it to provide a snapshot of anjam ' s notes folders , and provide records of mail sent out to the internet over the last couple of months . i ' m worried about code / data he may have zipped up and mailed out . 4 . ask it to use a utility program to determine what has been deleted from anjam ' s c : drives . there may be useful info here too . steve | 0 |
Subject: india database jim / wade , as you are aware , i have been working with vince ' s group on the henwood model data . the target was to have data on all india plants collected by jan . 15 th . we all know that getting power out o maharashtra holds the key to being able to solve the dabhol challenge . with all of your help , this model can become the tool that tells us exactly how that can be done , and at what prices . we are a substantial part of the way there on data collection , and have got data of some 1500 plants across the country . the spreadsheet for the same is attached . this will help you answer any questions that come up in calls about the various plants . please note that we are located in the western region , or wr in the spreadsheet . we will be further scrubbing the data and getting more recent and accurate information , especially on maharashtra over the next 2 - 3 days . the henwood team will be in india on sunday , and will compare notes with the team here . i am arranging for a presentation on the model and what it will do . wade - it would be good if a broad section of the team attend , including neil , yourself and mohan . i will talk to you about a convenient time for you in this regard . neil & mohan - over the next week ( monday and tuesday ) i will need some time from vivek , anshuman , ravi , and a few others , to interact with the henwood team . i will be abliged if you can make that possible . the first phase of model runs ( which will be done by jan . end ) will just give us some more basic information , but i will need all of your inputs in order to ask the right questions . the idea is that as we go along , this model will be used to answer all types of management questions concerning dabhol , and power evacuation out of maharashtra . this will be critical for the team going forward . regards , sandeep . | 0 |
Subject: re : invitation - wharton et events i agree . if you are going to send an rsvp , i suggest it be you , me , and christie patrick . if any of us drop out , we ' ll be able to fill the space . mark | 0 |
Subject: moze cie to zainteresuje vince , dawno ze soba nie rozmawialismy . mam nadzieje ze u ciebie wszystko o . k . nie wiem czy znana jest ci postac prof . aleksandra werona - zajmuje sie on zastosowaniem metod matematycznych w inzynierii finansowej . ostatnio natomiast skupil sie na rynku energii . wraz z synem rafalem wydal ksiazke " gielda energii - strategie zarzadzania ryzykiem " . zawarte sa w niej podstawy zarzadzania ryzykiem . na jego stronie internetowej http : / / www . im . pwr . wroc . pl / ~ hugo / fe . html mozesz znalezc cos wiecej na temat tego czym sie zajmuje . to co moze cie zainteresowac to moze byc strona http : / / www . im . pwr . wroc . pl / ~ hugo / rockets . html . ciekaw jestem co o tym sadzisz . spotkalem sie z weronem kilkakrotnie na roznych seminariach . zorganizowalem mu tez zobaczenie naszego trading floor podczas jednej z jego wizyt w londynie . pozdowienia jarek | 0 |
Subject: removal of caps on resale of transmission on march 16 , martin lin will be participating in a panel discussion with dick o ' neill of ferc , a rep . of morgan stanley , and ed cazalet of apx on " market turmoil , trading and risk management " ( harvard electricity group ) . at the present time , except in several limited regions , marketers do not have the ability to hedge transmission risk by reselling it above cost . last year , we approached dick o ' neill ' s staff about the possibility of lifting the cap on resales of transmission , but they were not inclined to proceed absent the use of certain restrictions . there have been several recent developments in power and gas , as discussed in the attached memo . it would be helpful for martin to discuss these recent orders as necessary in order to attempt to gain support from dick o ' neill for the idea of lifting the cap for power . after martin ' s discussion , we should consider reapproaching ferc to seek approval . | 0 |
Subject: sokolov eis expenses hi kevin : i was out of the office on thursday and friday . i have discussed this with vince kaminski and he says the charges are correct . jason sokolov reports to tanya tamarchenko in the research group and all of their costs are charged to rac . if you need further verification , please contact vince kaminski at 3 - 3848 . thanks ! shirley crenshaw administrative coordinator enron research group 3 - 5290 - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 03 / 19 / 2001 07 : 45 am - - - - - - - - - - - - - - - - - - - - - - - - - - - anita dupont @ enron 03 / 15 / 2001 05 : 20 pm to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect subject : sokolov eis expenses - - - - - - - - - - - - - - - - - - - - - - forwarded by anita dupont / na / enron on 03 / 15 / 2001 05 : 14 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : kevin jolly / enron @ enronxgate on 03 / 14 / 2001 01 : 38 pm to : anita dupont / na / enron @ enron cc : subject : sokolov eis expenses anita , the other day i called you to get jason sokolov ' s cost center . some of his eis expenses ( market data , long distance ) for jan and feb 2001 were charged to the enron corp . rac cost center . in order for our accountants to reclass the expenses , we need your approval that the expenses can be moved . if this is okay , just reply back and let me know . see the attached files for the detail of the expenses to be moved for jan and feb . thanks for your help , kevin | 0 |
Subject: re : internship dr . kaminski : sounds good . you all have a nice weekend and 4 th . - - shane - - - - - original message - - - - - from : to : cc : ; sent : friday , june 30 , 2000 2 : 33 pm subject : re : internship > > shane , > > monday would work for us . > > my assistant will contact you wednesday to arrange the interviews . > > vince > > > > > > > " shane green " on 06 / 30 / 2000 11 : 33 : 53 am > > to : > cc : > subject : internship > > > > dr . kaminski : > > i just wanted to touch base and see if i needed to snail mail a copy of my > resume or get in touch with anyone else over at enron . > > the finance department at lsu will be sending out financial award letters > to new ph . d . students before long , and my interning at enron would free up > some additional departmental funds . in addition , if i will be here in > baton rouge during the fall , i will need to pay my tuition next month . i > am able to pursue an internship in large part because of the department ' s > cooperation and assurance that when i return i will still have a research > and or teaching assistantship to help fund the completion of ph . d . i have > been told that such cooperation and assurances are rare at lsu , so i am > trying to rock the boat as little as possible . > > i realize until i receive an offer from enron my internship ( i say > internship rather than sabbatical because lsu will not continue to pay me > my stipend while i am away ) is not assured until an offer has been > extended by enron . i understand that there are procedures and protocols > that must be followed before this occurs , and i would be willing to do > whatever is necessary to move to the next step in that process . > > i will be in houston on july 8 & 9 for my wife ' s grandmother ' s 80 th > birthday . if it would be convenient , i could be in town on the preceding > friday , or following monday for a visit and / or interview . if not , given > the relatively close proximity between baton rouge and houston , i would be > happy to come at another time . > > thanks again , > shane green > > > > > > | 0 |
Subject: re : powerisk 2001 - your invitation angelika . yes . vince angelika staude on 04 / 12 / 2001 03 : 01 : 25 am to : " ' vince . j . kaminski @ enron . com ' " cc : subject : re : powerisk 2001 - your invitation vince , brilliant , thanks . same sub points , same bio ? best regards , angelika staude director gas & powerisk 2001 tel : 0044 207 915 5675 fax : 0044 207 915 5101 www . icbi - uk . com / powerisk - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : wednesday , april 11 , 2001 6 : 59 pm to : astaude @ iirltd . co . uk cc : vince . j . kaminski @ enron . com subject : re : powerisk 2001 - your invitation angelika , thanks for the invitation . yes , i shall be glad to attend and repeat the same presentation . vince angelika staude on 04 / 09 / 2001 04 : 19 : 08 am to : " ' vince . j . kaminski @ enron . com ' " cc : subject : powerisk 2001 - your invitation powerisk 2001 the global premier forumforenergy trading & risk management 6 th - 9 th november 2001 , paris dear mr kaminski , i am responsible for the programme of this year ' s powerisk conference in paris . helyette geman has informed me that she has contacted you concerning the workshop and that you are happy to do it with her again this year - brilliant ! i would like to know if you are also interested in delivering a paper again . the audience in previous years greatly appreciated your contribution , and i would me more than happy if you could join us again . to give you an idea of the programme so far , these are the ( " technical " ) topics that are already covered : chris strickland : forward curve models with jumps for the pricing of exotic energy contracts multi - factor forward curve models for the valuation of energy contracts adding jumps applying the models to exotic energy options extensions to multiple energy contracts les clewlow : valuation and risk management of virtual power stations and gas supply agreements structures of gas supply agreements ( gsa ) relationships between physical and virtual power stations ( pps / vps ) valuation methods for gsa ' s and vps ' s risk analysis of gsa ' s and vps ' s derek bunn , professor of decision sciences , london business school : analysing the impact of neta on market efficiency & volatility in the uk energy market chris harris , director of market development . operations and engineering , innogy : applying cutting - edge portfolio management theory in order to optimise your risk exposure establishing and valuing the key factors using a bottom up approach looking at the interconnection between key factors the treatment of the risk of infrequent but high impact events peter nance , principal , teknecon : combining power systems and monte carlo simulations for effective pricing dan mansfeld , head of risk control , vattenfall : assessing the benefits and risks of using derivatives as part of your risk management strategy spyros maragos : analysing new approaches to building forward curves from available market data tamara weinert , credit and contracts manager , mirant energy : successfully measuring limit setting ; risk reducing structures importance of credit in the organizational structure : reporting ; dependence ; structure of credit department brett humphreys : examining cutting - edge credit exposure mitigation tools : combining counterparty and portfolio credit var techniques helyette geman : pricing of exotic energy derivatives and structured contracts please let me know if you are interested in joining the powerisk 2001 speaker panel , and which topic you would like to cover . i think that something along the lines of last year ' s talk ( state - of - the - art volatility and correlation estimation techniques for multiple energy portfolios ) would be brilliant again , but please feel free to chose something else that has not been covered yet . i look forward to hearing from you , kind regards , angelika staude director powerisk 2001 tel : 0044 207 915 5675 fax : 0044 207 915 5101 ps : for your information , please find enclosed a list of confirmed speakers for powerisk 2001 . ( see attached file : confirmed speakers . doc ) | 0 |
Subject: re : hello vince thank you for the update . i will be back in the office january 8 . have a great new year gerry - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : thursday , december 21 , 2000 5 : 35 pm to : gsheble @ iastate . edu cc : vince . j . kaminski @ enron . com subject : re : hello gerry , let me review my calendar in the beginning of the next year and i shall e - mail you with a suggested date . my assistant will update my schedule for 2001 in the first week of january and i shall be able to select a date for ypur presentaton . vince kaminski " sheble , g . b . " on 12 / 21 / 2000 10 : 43 : 50 am to : " ' vince . j . kaminski @ enron . com ' " cc : subject : re : hello dear mr . kaminski please excuse the cancellation due to illness . the students do not care who they infect near the end of the semester , they just want to get done ! here is my available schedule for next year . i am now overloaded next week with tasks to complete the semester . i do hope that we can reschedule during the first quarter next year . i would note that my schedule is most free for thursday or friday . i could fly out late wednesday night . cordially , gerry teaching schedule m 11 - 12 t and r 10 - 12 and 2 - 4 t 12 - 2 ep & es seminar m 6 - 8 t 6 - 8 w 6 - 8 ( r = thursday ) workshops : jan 12 - 13 des moines jan 26 - 27 des moines feb 9 - 10 des moines ieee wpm conference feb 28 - 31 columbus , ohio | 0 |
Subject: meetings next week hi guys , vince talked with christie and they both are available next tuesday ( game day ) at 9 am . can you meet then to start preparing an outline ? also would you be up for a presentation at the research group ' s lunch meeting next thursday ? vince will be out , but you ' ll undoubtably get some interesting questions from others at the meeting , if your up for it . let me know soon , and we can schedule you for next thursday . talk to you later ken | 0 |
Subject: congratulations ! congratulations on your promotion to managing director ! it ' s great that your hard work and dedication to enron have been recognized . sherry | 0 |
Subject: re : meeting re : wharton strategy jennifer , i am available for 30 minutes on fri , oct 30 . . a meeting at 8 : 30 would work better for me . vince jennifer burns 10 / 24 / 2000 04 : 14 pm to : michele nezi marvin / enron communications @ enron communications , mark palmer / corp / enron @ enron , cindy derecskey / corp / enron @ enron , vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , beth miertschin / hou / ect @ ect , christie patrick / hou / ect @ ect , kristin gandy / na / enron @ enron cc : subject : meeting re : wharton strategy lets try for friday , october 27 @ 9 : 00 am , please let me know if you are available . thanks ! - - - - - - - - - - - - - - - - - - - - - - forwarded by jennifer burns / hou / ect on 10 / 24 / 2000 04 : 07 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - jennifer burns 10 / 23 / 2000 11 : 08 am to : michele nezi marvin / enron communications @ enron communications , sarah mulholland / hou / ect @ ect , mark palmer / corp / enron @ enron , kristin gandy / na / enron @ enron , beth miertschin / hou / ect @ ect , christie patrick / hou / ect @ ect , jeffrey a shankman / hou / ect @ ect , vince j kaminski / hou / ect @ ect cc : subject : meeting re : wharton strategy jeff shankman would like to have a meeting re : wharton strategy . please let me know if you would be available thursday , october 26 @ 3 : 00 . i will get back with everyone to confirm a location . thanks ! jennifer | 0 |
Subject: fw : chapter 3 revisions hi grant , ? chris is travelling at the moment , so i ' m contacting you on his behalf with regards to the status of ? the completion of the chapter . ? we are dependent on receiving this as soon as possible , since all the chapters have been typeset and are now in the final stages of the edit process . ? ? please let us know when you can send this over . ? ? also , let us know if we can do anything . ? sincerely , julie brennan ? lacima group ? - - - - - original message - - - - - from : chris strickland to : grant masson cc : julie sent : friday , august 11 , 2000 8 : 49 am subject : re : chapter 3 revisions hi grant , thanks for that . sorry for he delay but i ' ve been away for a few days . timely executon would be good - we have just got the proofs back for all the other chapters from the typesetters . best regards . chris . - - - - - original message - - - - - from : grant masson to : chris strickland sent : wednesday , august 09 , 2000 9 : 14 am subject : re : chapter 3 revisions > > > chris : > > my and ronnie ' s revisions are complete . ? vince is having a statistics guru > colleague review the material for glaring errors . ? he should be sending you the > completed chapter within a day or so . > > regards , > grant . > > > | 0 |
Subject: re : 2001 headcount information dawn : i am resending this - i forgot the staffing summary by location . sorry ! - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 07 / 07 / 2000 03 : 03 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - dawn derr @ enron 07 / 07 / 2000 10 : 45 am to : shirley crenshaw / hou / ect @ ect cc : subject : re : 2001 headcount information shirley , get it to me as soon as you can . thanks . dawn shirley crenshaw @ ect 07 / 07 / 2000 09 : 11 am to : dawn derr / corp / enron @ enron cc : subject : re : 2001 headcount information dawn : i apologize , i have not been able to pin vince down . however , he did take it with him this morning ( he will be in prc meetings all day . ) and i told him \ you needed it yesterday . i hope it is not too late . let me know . thanks shirley dawn derr @ enron 07 / 05 / 2000 04 : 09 pm to : shirley crenshaw / hou / ect @ ect cc : subject : 2001 headcount information shirley , i need the headcount information for vince ' s group no later than thursday , july 6 . let me know if this is a problem . dawn | 0 |
Subject: fw : wharton resume submission - - - - - original message - - - - - from : kim whitsel [ mailto : kimberly . whitsel . wgo 2 @ wharton . upenn . edu ] sent : friday , december 22 , 2000 6 : 51 pm to : kristin . gandy @ enron . com subject : wharton resume submission summer position under wharton schedule # 1823 - kim whitsel - enron cover letter . doc - kim whitsel - wharton 2 resume . doc | 0 |
Subject: introduction - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 06 / 28 / 2000 07 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - - on 06 / 20 / 2000 03 : 12 : 53 pm to : " vince j kaminski " cc : richard . larsen @ effem . com subject : introduction vince : as way of introduction , i wanted to write a bit about mars inc . and then about cds , the unit i head . mars is a private company , considered to be the largest privately owned manufacturing company in the world . mars is not in the habit of disclosing its finances , so the best i could do is refer to forbes ' estimate of $ 15 billion annual revenue and to the profit margins of similar companies between 5 - 12 % . mars is in the business of manufacturing confectionery ( m & m , dove bar , skittles , twix , - all ( r ) ) food ( uncle ben rice ( r ) ) pet food ( pedigree , whiskas waltham ( r ) ) and other products . mars has prospered during the years because of a unique philosophy that emphasizes the long term goals of the company . part of the philosophy is to look for win - win solutions with its suppliers , customers and partners . as can be understood from the nature of the company , a large chunk of its expenses goes towards purchasing commodity like products , and hence the history of researching those commodities and the weather that influences their supply and the demand ( people eat less ice cream in the winter and less chocolate in the summer ) . cds has a history of few decades in forecasting weather and has been very successful , with an envious track record , in helping mars get a competitive advantage in these arenas . cds is a global group ( in 4 countries across two continents ) which supports the purchasing function and the corporate at large in these and other arenas . it is a multidiscipline and multinational team with a lot to offer . not having a ready access to the energy markets , and with a risk profile based on manufacturing expertise , mars has decided to look for potential partners in this area . enron presence in the market place certainly makes it an interesting party to talk to . in talking to enron , we are careful to suggest that mars is not committing to anything at this point , and all we are after is to find out if there is an interest to pursue the opportunity we discussed in the future . i am looking forward to our video conference call . kind regards , avi - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - avi i . hauser phd mba cds director 100 international drive mt olive nj 07828 - 1383 + 1 973 691 3664 ( office ) + 1 973 347 8189 ( fax ) + 1 973 727 3622 ( car + slow paging ) hauser @ cdsusa . com | 0 |
Subject: model for insurance against cruel oil down side risk fred , i have finished a model we talked about a few days ago . the option we try to price is a digital on on an asian strip . if the average price of the prompt month crude oil in a specified time window falls below the strike price , the option pays a lump sum of money secified by the " digital payout " in the model . as a comparison , i also included european option on the asian strip . let me know if you have any questions . zimin x 36388 | 0 |
Subject: re : agenda for ny mg metals visit i agree with vince . ideally , this visit would supplement rather than duplicate effort . however , on the front end , i would prefer a little overkill to underkill - especially with respect to the var process . i would defer to anjam / tanya ' s opinion as to what is necessary to get an initial comfort level . remember that this is the first cut , but it will need to be refined over time to the point where it is credible enough to force someone to take a position down based on the calculatiion . if this causes some heartburn please refer those people to me . ted vince j kaminski 07 / 14 / 2000 09 : 04 am to : lloyd fleming / lon / ect @ ect cc : richard sage / lon / ect @ ect , vince j kaminski / hou / ect @ ect , anjam ahmad / lon / ect @ ect , bjorn hagelmann / hou / ect @ ect , ted murphy / hou / ect @ ect , dale surbey / lon / ect @ ect , stinson gibner / hou / ect @ ect subject : re : agenda for ny mg metals visit lloyd , speaking from experience , i think that it ' s critical for tanya and anjam to visit mg in new york and establish direct relationship with technical people . merging two risk management systems requires handling many very technical issues and face to face discussions between it and quants will be very helpful . vince from : lloyd fleming 07 / 14 / 2000 03 : 42 am to : tanya tamarchenko / hou / ect @ ect cc : andreas . barschkis @ mgusa . com @ enron , richard sage / lon / ect @ ect , vince j kaminski / hou / ect @ ect , anjam ahmad / lon / ect @ ect , bjorn hagelmann / hou / ect @ ect , ted murphy / hou / ect @ ect , dale surbey / lon / ect @ ect , stinson gibner / hou / ect @ ect subject : re : agenda for ny mg metals visit tanya , i think most of your queries can be dealt with on the phone - i ' ll be at mg with andreas today and we ' ll call you . most of these points have already been covered with anjam in any case . i ' m also attaching a file downloaded from mercur ( mg ' s risk aggregation system ) showing monthly total positions for each metal in each entity . you can fairly easily create tables and graph what you want to see . we can talk today about getting a full deal download . regards tanya tamarchenko 13 / 07 / 2000 22 : 45 to : andreas . barschkis @ mgusa . com @ enron cc : dale surbey / lon / ect @ ect , lloyd fleming / lon / ect @ ect , richard sage / lon / ect @ ect , vince j kaminski / hou / ect @ ect , anjam ahmad / lon / ect @ ect , stinson gibner / hou / ect @ ect , bjorn hagelmann / hou / ect @ ect , ted murphy / hou / ect @ ect subject : agenda for ny mg metals visit hi andreas , here are the issues we would like to discuss on our thursday meeting in ny : 1 . inputs for options valuation , in particular the origins of volatility curves ; 2 . information on exotic options structures ( existing 3 . the data flow ( are we going to get data from london or ny ) . 4 a . storage of positions information at mg . how to extract the positions info from mg database into spreadsheets . 4 b . existing positions structure for each metal . 5 . introduction to concentrates trading business , key personnel . best regards , tanya & anjam 713 853 3997 | 0 |
Subject: howard confirmation hi vince , i ' m on vacation from friday ( today ) until tuesday . rachel / london sent me this confirmation last night and think it illicts your attention - did they get it right to meet you satisfaction ? i hope your interview goes well with howard too . it ' s all set . any feedback on the guys from ford credit and citigroup / oxford university ? i own them outright - no other firms involved ! fyi : my fees are always much less on these candidates ( exclusive ownership by myself ) as there are no middlemen involved from these " other firms " . i luckily have been attracting very talented candidates with just doing business " as myself " rather than mri . i am very encouraged . please check them out , vince . . . as you know - i always send you them first then on to my other clients - if you reject them . bye vince , thank you for the business ! jeff ps - use my cellphone if you want me ( the next 4 days ) for anything ; i ' m here for you - 949 813 2241 candidate ' s name : howard haughton date of interview : tuesday 20 february 2001 time of interview : 2 . 00 pm interviewers : david weekes enron credit sales & marketing mark leahy enron credit sales & marketing bryan seyfried enron credit executive markus fiala enron credit trading robina barker - bennett enron credit syndication ted murphy executive rac each interview will be approximately 45 minutes . address : 40 grosvenor place london swlx 7 en switchboard : 020 7783 - 0000 closest tube / train station : victoria to ask for : david weekes at main reception location map attached ( see attached file : location map . pdf ) i will take this as confirmed unless i hear otherwise from you . if you would like to discuss this please contact me on 020 7783 5677 . regards rachel quirke human resources * get free , secure online email at http : / / www . ziplip . com / * | 0 |
Subject: meeting with vince set for 1 pm monday , april 17 maureen , thank you very much for taking time away from your project to talk with me this morning . since the management decision to close info central , i have been doing small projects that , while necessary , do not require my education , knowledge or research capabilities . i appreciate your suggestion that i speak to vince since i am anxious to return to contributing at a higher level . i am attaching my resume in the hope that it will trigger ideas for possible ways that i can use my abilities in the research department . i have worked as an information specialist for 14 years , doing research for people at all levels in both the pharmaceutical and energy industries . i have focused most heavily on business research , but learn quickly and can branch out in whatever direction necessary for a project . i ' m looking forward to meeting with vince on monday afternoon . thanks again for your help . | 0 |
Subject: re : 1 . 00 pm tomorrow ? lauren , 1 : 00 p . m . is fine . 713 853 3848 vince lauren urquhart 05 / 15 / 2000 12 : 08 pm to : vince j kaminski / hou / ect @ ect cc : subject : 1 . 00 pm tomorrow ? hi vince i have just spoken to john . he ' s requested we move your phone call to 1 . 00 pm houston time - 7 . 00 pm uk time . does this suit you ? lauren | 0 |
Subject: re : visiting enron may 4 th susan , thanks . it makes sense to call christie and explain the objectives of your visit in may . vince " susan c . hansen " on 04 / 06 / 2001 06 : 14 : 10 pm to : vince . j . kaminski @ enron . com cc : clovell @ stanford . edu , donna lawrence , hillh @ stanford . edu , bambos @ stanford . edu subject : visiting enron may 4 th dear vince , this is great news ! donna and i are delighted that you have time to see us on may 4 th . i ' ll be out of the office next week . by copy of this email to my assistant , carol lovell , i will ask her to get in touch with shirley for scheduling as well as directions on where to meet you . we ' ll be glad to meet with christie patrick as well . looking forward to meeting you , susan at 05 : 36 pm 4 / 6 / 01 - 0500 , you wrote : > susan , > > thank you for your message . i shall be glad to meet with you on may the > 4 th . > i shall ask my assistant , shirley crenshaw ( 713 ) 853 5290 , to call you to > set up the meeting . > > also , for your information , we have recently set up a special unit to > coordinate enron ' s > relationships with the universities . the person running this unit is > christie patrick . > please , feel free to contact her and give my name as a reference . i shall > coordinate the meeting > on may the 4 th with her . > > vince > > > additional information re christie : > > phone : ( 713 ) 853 - 6117 > > email : christie _ patrick @ enron . com > > > > > > " susan c . hansen " on 04 / 03 / 2001 04 : 33 : 54 pm > > to : vkamins @ enron . com > cc : > subject : visit from stanford ? > > > dear dr . kaminski , > > let me briefly introduce myself , i am the director of corporate relations > for the school of engineering at stanford university . in this role , i am > always on the watch for ways to bring our faculty together with companies > that have an appetite for engagement with top tier research institutions . > > i believe you know hill huntington , who is a senior researcher with > stanford ' s energy modeling forum . he suggested i get in touch with you for > some ideas about contacts at enron . i ' m in the process of planning a trip > to texas in early may along with my colleague donna lawrence , the > university ' s director of corporate relations . we were hoping to be able to > include a stop at enron on our itinerary . right now it appears that friday , > may 4 th would work best for us but we ' re at the very beginning of our trip > planning . > > the purpose of our visit would be to review the current relationship > between enron and stanford , to give you an overview of current priorities > in the school of engineering , and ask for your help in identifying the best > points of contact . > > i look forward to hearing from you about your availability , > > sincerely , > susan hansen > > > > > susan c . hansen > director , corporate relations > school of engineering > stanford university > stanford , ca 94305 - 4027 > ( 650 ) 725 - 4219 susan c . hansen director , corporate relations school of engineering stanford university stanford , ca 94305 - 4027 ( 650 ) 725 - 4219 | 0 |
Subject: parameter estimation vince , i have put together a parameter estimation model , which is continuation of tanya ' s model . the estimation process is more consistent now . attached are the model and a brief write - up of the methods . if you see any problem / ways to improve it , please let me know . best , alex | 0 |
Subject: darden case study on " the transformation of enron " sherri : vince kaminski is available from 2 : 00 pm - 5 : 00 pm on tuesday , april 18 . sherri : as a side note , professor bodily was visiting with vince yesterday and was impressed with the pictures that are in each of the elevators - showing enron ' s " vision and values " . he asked me if i could possibly find out how he could get copies of the prints . are they available anywhere , and to anyone ? did our graphics dept . do them ? if you have any information , please let me know . thanks ! shirley 3 - 5290 - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 03 / 30 / 2000 02 : 36 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 03 / 30 / 2000 02 : 33 pm to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : darden case study on " the transformation of enron " shirley , please , provide this info . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 30 / 2000 02 : 33 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : sherri sera @ enron 03 / 30 / 2000 12 : 47 pm to : lou l pai / hou / ees @ ees , gene humphrey / hou / ect @ ect , ken rice / enron communications @ enron communications , andrew s fastow / hou / ect @ ect , vince j kaminski / hou / ect @ ect cc : karen owens / hou / ees @ ees , bert frazier / hou / ect @ ect , mercedes estrada / enron communications @ enron communications , bridget maronge / hou / ect @ ect , mark palmer / corp / enron @ enron , katherine brown / corp / enron @ enron , fabricio soares / hou / ect @ ect subject : darden case study on " the transformation of enron " gentlemen , jeff has asked that each of you make time to meet with professors bruner and bodily regardig the above referenced case ( i have attached a project overview for your review ) . they are scheduled to be in houston on tuesday , april 18 , to begin conducting interviews ( some of which may be videotaped ) . please let me know your availablility on that date . thanks for your help , and please don ' t hesitate to call me ( x 3 - 5984 ) should you need additional information . srs | 0 |
Subject: access on the block : international transmission auctions - cera a lert - december 20 , 2000 title : access on the block : international transmission auctions are opening european power markets e - mail category : cera insight cera knowledge area : european power despite an apparent impasse in negotiations among european transmission system operators , regulators , and the european commission in florence , auctions of international transmission capacity ( itc ) in france , the united kingdom , denmark , belgium , italy , austria , switzerland , slovenia , and the netherlands are opening access between countries and paving the way for the single european marketplace . however , the patchwork auctioning of access to itc leaves important issues unresolved . the most significant of these include the potential for gaming , third - party transit , and the allocation of auction proceeds . as they stand , these issues , cera believes , are likely to lead to action at the european level and the eventual imposition of a more integrated scheme . nevertheless , current plans to open most of europe ' s itc represent a watershed of activity that will hasten transparency in the market and determine trade flows and signal transmission investment in 2001 . international auctions are opening markets a major portion of international transmission capacity on the continent will be allocated by auction in 2001 ( see table 1 ) . in cera ' s view auctions for itc are likely to have the greatest impact during 2001 in the following areas : * increasing market transparency . the posting of available transmission capacity on yearly , monthly , and daily bases will facilitate the market ' s efficient usage of scarce interconnector capacity . for the first time , signals for new transmission investment , power flows , and transmission asset valuation will come from the market . * increasing cross - border trade . although auctions may not reduce uncertainty in the marketplace initially , the effect of heightened transparency in access rules and prices will soon work to increase trade . secondary markets for interconnector capacity will add to the number of actively traded power products and work to increase the overall level of trade . ? * increasing price correlation . auctions will replace nonmarket - based allocation methods such as long - term capacity reservation . the dynamic character of shorter - term auctions , combined with an expected secondary market for capacity , should bring access to international capacity in line with the needs of the market . in this way the market will be able to adjust more rapidly to changes in local conditions and thereby work to correlate pricing points . * increasing competition . once players have secured access to itc at a given price , they will be looking to sign supply contracts or integrate the capacity into structured deals . the result could be more aggressive maneuvering on the part of incumbents and new entrants alike , resulting in greater competition at the national level . * reducing the competitiveness of imports . the results of international transmission capacity auctions will determine the competitiveness of imported power into domestic markets . final prices offered for itc will reflect the relative cost of power between markets and work to make cheaper power more expensive to import . * spurring investment in transmission . the money raised through auction could provide transmission companies with the financial capability to invest in upgrading international transmission links . access to international transmission capacity between the netherlands , germany , and belgium in 2001 was auctioned for 63 million euros ( see http : / / www . tso - auction . org for details ) . ? auctions for access into spain , france , and italy are expected to realize a premium for access to highly coveted markets . connecting rather than integrating markets auctions between national grids , or more accurately commercial grids , are a pragmatic approach to the problem of granting access to scarce international transmission capacity on an open and transparent basis . the auctions will open access to interconnectors and at the same time reward transmission system operators . even so , the proposed approaches are not likely to satisfy market players or the stated objectives of european policymakers . in cera ' s view the following issues may eventually bring down the hammer on itc auctions : * third - party transit . the bilateral nature of itc auctions perpetrates the problem of tariff pancaking and discriminates against trade involving transit through a third grid . this is ultimately inconsistent with the european commission ' s objective of a single european power market . the fact that physical power flows do not follow contractual flows and almost always transit third - party grids further weakens the legitimacy of the approach . * transaction - based scheme . although still transactional in nature ( tied to a specific deal ) , auctions fall within the european commission ' s stated preference for market - based mechanisms for allocating international transmission capacity . it remains to be seen how successful this approach is in achieving integration of national markets . action at the european level could move allocation of itc in the direction of nontransactional mechanisms such as market splitting , counter trading , or redispatching . * gaming of auctions . auctions will in theory allocate access to transmission on a nondiscriminatory market basis to those that value it most . in practice it remains to be seen if gaming can be avoided . even though most of the auctions have placed limits on ownership of transmission capacity , tactical maneuvers could bid up transmission prices as players act to raise the price of imported power . * allocating auction proceeds . one likely outcome of auctions will be the transfer of profits between players as transmission owners recoup some of the rents currently reaped by other players . this will works to raise the value of transmission assets relative to generation , suppliers , or traders . it remains to be seen how funds from auctions will be allocated among transmission companies and the grid , as transmission is still currently subject to monopoly regulation . * * end * * come shoot the rapids with us at ceraweek 2001 , " shooting the rapids : strategies and risks for the energy future " in houston , february 12 - 16 , 2001 ! ? for more information and to register , please visit http : / / www 20 . cera . com / ceraweek / to make changes to your cera . com account go to : forgot your username and password ? go to : http : / / www 20 . cera . com / client / forgot this electronic message and attachments , if any , contain information from cambridge energy research associates , inc . ( cera ) which is confidential and may be privileged . unauthorized disclosure , copying , distribution or use of the contents of this message or any attachments , in whole or in part , is strictly prohibited . terms of use : http : / / www 20 . cera . com / tos questions / comments : webmaster @ cera . com copyright 2000 . cambridge energy research associates | 0 |
Subject: msl 50 confirmation thank you for your involvement with the 2000 isuzu msl 50 bike tour , a texas cycling tradition . check the bottom of this email for a custom donation letter that you can use for on - line donations in your name . here is a copy of the information you submitted : isuzu msl 50 contribution confirmation contribution on behalf of : john norden / jnorden @ enron . com description : donations amount : $ 25 . 00 order _ id : 9910 name : wincenty j . kaminski company : enron addressl : 1400 smith address 2 : ebl 962 city : houston state : tx zip : 77002 country : united states of america phone : 281 367 5377 e - mail : vkamins @ enron . com account name : wincenty j . kaminski card type : visa total : $ 25 . 00 | 0 |
Subject: re : insurance derivs steve , i have a book edited by helyette regarding insurance derivatives . i shall make a few copies of the most important articles for you . vince steven leppard 11 / 06 / 2000 05 : 39 am to : vince j kaminski / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect cc : gillian lockwood / lon / ect @ ect subject : insurance derivs vince , vasant i ' ve just been speaking to gillian lockwood from our tax group , who is interested in your work on ins . derivs . have you any general articles on the principles of pricing these instruments ? many thanks , steve | 0 |
Subject: cera monthly summary - - july 2000 - cera monthly summary cera monthly summary : sent wed , august 02 , 2000 title : cera monthly summary - - july 2000 author : cera e - mail category : monthly summary product line : monthly summary , url : http : / / www . cera . com / cfm / track / eprofile . cfm ? u = 5166 & m = 1298 , table of contents asia pacific energy after the panic : east asia three years later url : http : / / www . cera . com / client / ap / pr / 070700 _ 10 / ap _ pr _ 070700 _ 10 _ ab . html state government finances in india : a looming crisis or a driver for accelerated energy sector reform ? url : http : / / www . cera . com / client / ap / db / 070700 _ 15 / ap _ db _ 070700 _ 15 _ ab . html cera insight * china ' s power sector : uneven recovery , uneven reform url : http : / / www . cera . com / client / ap / alt / 070700 _ 13 / ap _ alt _ 070700 _ 13 _ ab . html cera insight : the second phase of deregulation in japan ' s power industry . . . url : http : / / www . cera . com / client / ap / db / 072500 _ 16 / ap _ db _ 072500 _ 16 _ ab . htm climate change and environment cera watch : moving toward more diversified strategies url : http : / / www . cera . com / client / cce / wch / 072500 _ 18 / cce _ wch _ 072500 _ 18 _ ab . html energy & e - business retail energy : pioneering a nonenergy brand in europe url : http : / / www . cera . com / client / e 2 / alt / 071300 _ 15 / e 2 _ alt _ 071300 _ 15 _ ab . html disruptive technology , industry structure , and competitive advantage url : http : / / www . cera . com / client / e 2 / pr / 072000 _ 10 / e 2 _ pr _ 072000 _ 10 _ ab . html energy and e - business : reflections on the cera summit url : http : / / www . cera . com / client / e 2 / db / 072800 _ 15 / e 2 _ db _ 072800 _ 15 _ ab . html eurasia energy russia ' s governors could make or break energy industry reform url : http : / / www . cera . com / client / fsu / db / 071000 _ 15 / fsu _ db _ 071000 _ 15 _ ab . html turkish ipps near approval url : http : / / www . cera . com / client / fsu / alt / 072100 _ 16 / fsu _ alt _ 072100 _ 16 _ ab . html european gas running fast to stay still : gas prices in central europe url : http : / / www . cera . com / client / eg / alt / 070300 _ 15 / eg _ alt _ 070300 _ 15 _ ab . html signposts to a high demand path for natural gas : . . . url : http : / / www . cera . com / client / eg / alt / 070700 _ 11 / eg _ alt _ 070700 _ 11 _ ab . html retail energy : pioneering a nonenergy brand in europe url : european gas clients : european power first cracks in " fortress france " : how long before the french market opens ? url : http : / / www . cera . com / client / ep / db / 071100 _ 10 / ep _ db _ 071100 _ 10 _ ab . html retail energy : pioneering a nonenergy brand in europe url : http : / / www . cera . com / client / ep / alt / 071300 _ 15 / ep _ alt _ 071300 _ 15 _ ab . html turkish ipps near approval url : http : / / www . cera . com / client / ep / alt / 072100 _ 16 / ep _ alt _ 072100 _ 16 _ ab . html forum for it strategy white paper : url : http : / / www . cera . com / client / fits / pr / 073100 _ 12 / fits _ pr _ 073100 _ 12 _ ab . html summary of discussions : url : http : / / www . cera . com / client / fits / pr / 072800 _ 15 / fits _ pr _ 072800 _ 15 _ ab . html global energy middle east peacemaking : what comes next ? url : http : / / www . cera . com / client / ge / alt / 072600 _ 18 / ge _ alt _ 072600 _ 18 _ ab . html latin america energy mexico elections : the pan triumvirate url : http : / / www . cera . com / client / la / alt / 070300 _ 16 / la _ alt _ 070300 _ 16 _ ab . html brazil downstream oil logistics : opportunities with open access ? url : http : / / www . cera . com / client / la / db / 072500 _ 19 / la _ db _ 072500 _ 19 _ ab . html argentine power markets : june prices rise with increased demand . . . url : http : / / www . cera . com / client / la / alt / 072700 _ 12 / la _ alt _ 072700 _ 12 _ ab . html coal bed methane in western canada - - a sleeping giant ? url : http : / / www . cera . com / client / nag / db / 070600 _ 12 / nag _ db _ 070600 _ 12 _ ab . html north american gas monthly briefing : the pressure remains url : http : / / www . cera . com / client / nag / alt / 071400 _ 15 / nag _ alt _ 071400 _ 15 _ ab . html a quiet energy crisis ( this op - ed article ran in the washington post on july 21 , 2000 ) url : http : / / www . cera . com / client / nag / alt / 072600 _ 16 / nag _ alt _ 072600 _ 16 _ ab . html north american electric power a quiet energy crisis ( this op - ed article ran in the washington post on july 21 , 2000 ) url : http : / / www . cera . com / client / nap / alt / 072600 _ 16 / nap _ alt _ 072600 _ 16 _ ab . html refined products monthly briefing : refined products line * north american markets url : http : / / www . cera . com / client / rp / alt / 071400 _ 18 / rp _ alt _ 071400 _ 18 _ ab . html refined products line * european markets url : http : / / www . cera . com / client / rp / alt / 072000 _ 14 / rp _ alt _ 072000 _ 14 _ ab . html market update url : http : / / www . cera . com / client / rp / alt / 072700 _ 17 / rp _ alt _ 072700 _ 17 _ ab . html retail energy forum cera insight : the second phase of deregulation in japan ' s power industry . . . url : http : / / www . cera . com / client / ref / db / 072500 _ 16 / ref _ db _ 072500 _ 16 _ ab . html weathering the summer price volatility and highs - - how will retail marketers fare ? url : http : / / www . cera . com / client / ref / alt / 072700 _ 16 / ref _ alt _ 072700 _ 16 _ ab . html western energy power market caps : lower prices at higher risk ? url : http : / / www . cera . com / client / ce / alt / 070700 _ 16 / ce _ alt _ 070700 _ 16 _ ab . html the west : keeping its fingers crossed url : http : / / www . cera . com / client / ce / alt / 072600 _ 16 / ce _ alt _ 072600 _ 16 _ ab . html world oil oil market politics : the saudi dilemma url : http : / / www . cera . com / client / wo / alt / 070600 _ 18 / wo _ alt _ 070600 _ 18 _ ab . html after the panic : east asia three years later url : http : / / www . cera . com / client / wo / pr / 070700 _ 10 / wo _ pr _ 070700 _ 10 _ ab . html opec : arguing over output url : http : / / www . cera . com / client / wo / alt / 071800 _ 18 / wo _ alt _ 071800 _ 18 _ ab . html * * end * * please follow url at top of page for a listing of the above reports with associated summaries and links to full reports . note : should the above url not work , please use the following url : account changes to edit your personal account information , including your e - mail address , etc . go to : http : / / eprofile . cera . com / cfm / edit / account . cfm this electronic message and attachments , if any , contain information from cambridge energy research associates , inc . ( cera ) which is confidential and may be privileged . unauthorized disclosure , copying , distribution or use of the contents of this message or any attachments , in whole or in part , is strictly prohibited . terms of use : http : / / www . cera . com / tos . html questions / comments : webmaster @ cera . com copyright 2000 . cambridge energy research associates | 0 |
Subject: from vicky windsor dear vince , how are you ? well i hope . i hope you don , t mind me writing to you . you may remember that 5 months ago i left risk publications and moved to a charity . having been here for only a few months , i have decided that this job is not for me ( i miss the buzz of a corporate office ) and i have decided to move back into the corporate sector . because of my previous experience and knowledge of the energy sector , i am very interested in moving into this area . i have always thought that it would be great to work for enron because it is such a dynamic company and i am planning to approach the london office to discuss any opportunities , which might be available . i am particularly interested in product marketing and research , although i am very open - minded at the moment . i wondered whether you could recommend the right person to speak to in london . i know that you are incredibly busy , but any help you can give me would be fantastic vince . thanks and best regards , vicky windsor get your private , free e - mail from msn hotmail at http : / / www . hotmail . com . share information about yourself , create your own public profile at http : / / profiles . msn . com . | 0 |
Subject: offsite meeting - - great divide lodge - - invited guest list gentlemen : attached please find the " proposed " final invitees list for the technical , research , and operations offsite meeting to be held april 27 - 29 , 2000 at the great divide lodge in breckenridge , colorado . i am working with shirley crenshaw to secure cost - efficient travel and meeting arrangements for the entire group . in order to secure a group rate , we must make sure we have a " final headcount " in place . please let me know by tuesday , march 28 th at 12 : 00 noon if you have any additions or corrections to the attached list . many thanks in advance for your prompt attention ! | 0 |
Subject: re : infocast ' s valuing electric power assets and companies : a real options perspective britta , thanks for your message . i have several commitments at the time of the conference and have to decline with regret . vince " britta bothe " on 04 / 12 / 2000 03 : 52 : 46 pm please respond to to : cc : subject : infocast ' s valuing electric power assets and companies : a real options perspective dear mr . kaminsky , as i mentioned on your voice mail , infocast is going to host an & valuing electric power assets and companies : a real options perspective 8 conference to be held on july 31 - august 2 , 2000 , in chicago , il - i would like to explore your or your organization ' s possible participation at this event with you . this conference has been designed to bring together industry professionals , like you , to provide the latest details on a " real options " approach to electric power asset valuation . i have attached a draft program outline for your review . if you or someone else at your company is interested in presenting on one of the topics please let me know . i truly appreciate your taking the time to review the conference schedule and hope that you will consider participating . i am running behind schedule in finalizing this program . i will call you on tomorrow to follow up with you on this invitation . in the meantime , if you have any questions or suggestions , please do not hesitate to contact me at ( 818 ) 888 - 4445 , ext . 30 . i hope you can join us for this event . sincerely , britta bothe infocast conference manager - ea & cv , program outline , scenario 1 . doc | 0 |
Subject: interview with hao peng hello kathy : the research group would like to bring hao peng in for an interview . his resume is attached . the following would be included in the interview schedule . since all of them are in the research group ( with the exception of hr ) we can have the interviews in ebl 938 . vince kaminski stinson gibner zimin lu paulo issler grant masson krishna krishnarao vasant shanbhogue hr ? mr . peng ' s availability is flexible with the exception of may 2 and may 4 ( he has finals ) . if you need anything else , please let me know . thanks ! shirley - cover - enron . doc - resume - gsia . doc | 0 |
Subject: wharton trip january 18 , 2001 jeff and vince . . . " fyi ' ' . . . christie . - - - - - - - - - - - - - - - - - - - - - - forwarded by christie patrick / hou / ect on 12 / 19 / 2000 09 : 23 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - melinda mccarty @ enron 12 / 19 / 2000 03 : 05 pm to : christie _ patrick @ enron . com cc : subject : wharton trip january 18 , 2001 cp - fyi - attached is the memo that i faxed to the parkplace warwick . i copied donna piazze at wharton also . maria | 0 |
Subject: p . v . krishnarao ' s expenses good afternoon sandeep : i sent krishna ' s expenses for his recent trip to our accounting dept . this morning and expensed them to the research group ' s co and rc # . however , we need to be reimbursed for these expenses and i would like to know the best way to do this . our accounting dept . thought we should just send an invoice with the back up material to dabhol power co . asking them to cut a check made payable to enron corp . and then it would be credited to our co # and rc # . please let me know if this is acceptable , and if so , who the invoice should be made out to and where i should send it . i appreciate your assistance in this matter . have a great day ! shirley crenshaw 713 - 853 - 5290 | 0 |
Subject: siam conference dear mr . kaminski , ? i was one of the participants of the siam conference which was held last week - end , and i have very much enjoyed your presentation . at the end of the session , i was hoping to talk to you , but unfortunately you were already gone . you said that if we were interested , you could e - mail a copy of your talk . i would appreciate if you could send a copy to this e - mail address . ? i am a mathematics ph . d . student at texas a & m university and i will be graduating this august . i am very much interested in working in the modeling of energy markets . can you please tell me whom i should send my resume , and who i should contact in your company about a possible position in your research group . ? thank you for your time . ? sincerely ? g . aysu bilgin texas a & m university department of mathematics ? get your free download of msn explorer at http : / / explorer . msn . com | 0 |
Subject: request submitted : access request for amitava . dhar @ enron . com you have received this email because the requester specified you as their manager . please click approval to review and act upon this request . request id : 000000000011185 request create date : 12 / 21 / 00 4 : 20 : 10 pm requested for : amitava . dhar @ enron . com resource name : vpn resource type : applications | 0 |
Subject: re : fw : chapter 3 revisions - - - - - - - - - - - - - - - - - - - - - - forwarded by grant masson / hou / ect on 08 / 16 / 2000 03 : 56 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : grant masson 08 / 16 / 2000 03 : 57 pm to : " julie " @ enron cc : subject : re : fw : chapter 3 revisions julie : unfortunately , our reviewer has not come back to us with comments , so i am sending you the final version without the benefit of review . the attached zipped file contains the second half of the chapter for which i was responsible . vince will send you his half separately . putting them together should be a simple matter of cut and paste , assuming that vince has not changed his equation , figure , or table numbering . i presume chris will be reading through the chapter once again for editorial reasons . there is one place where i would ask him for specific redaction : table 3 . 6 " model specifications " on page 14 / 15 has a column labeled " equation reference " . some cells are blank because the equations specified have not been referenced previously in the parts i have written . nevertheless , the concepts are surely introduced elsewhere in the book , and it may be helpful for chris to insert the appropriate reference in this table . alternatively , one could simply delete the column . if i can help in any way , please do not hesitate to contact me . w ) 713 853 4768 h ) 713 664 7260 work email : grant . masson @ enron . com personal email : gmasson @ email . com regards , grant . | 0 |
Subject: it resources guys , in response to the offsite , beth perleman is now a dedicated ena resource on the it side of the business . she will be joining the ena management team of which you are all a part . she will participate in the friday management meeting to address it issues and opportunities . on friday may 18 th , beth will go over her management team and her available resources . at every friday meeting , she will present the current project queue ( with associated cost / capital budget and sponser ) and the management team will set priorities and necessary incremental resources . regards delainey | 0 |
Subject: wti model stinson , this is the latest wti model for open - close trading . zimin | 0 |
Subject: re : cairn gas purchase bid doug , i shall be glad to meet you and help you with the project . my assistant will call you to set up a meeting latter this week . vince douglas s parsons @ enron _ development 08 / 15 / 2000 08 : 05 am to : vince j kaminski @ ect cc : subject : re : cairn gas purchase bid vince , i ' m following up on our conversation late last week and i ' m interested to see what your group can advise , per doug leach ' s recommendation . as you can see he is raising a major red flag in regards to our non - binding offer to cairn . since , it was late the other night i didn ' t touch base with sandeep kohli , but bobby and i are probably the most knowledgeable in regards to the indian gas market . please let me know what information you may need from us to provide some guidance . regards , doug - - - - - - - - - - - - - - - - - - - - - - forwarded by douglas s parsons / enron _ development on 08 / 15 / 2000 07 : 51 am - - - - - - - - - - - - - - - - - - - - - - - - - - - bobby farris 08 / 14 / 2000 10 : 19 pm to : douglas s parsons / enron _ development @ enron _ development cc : subject : re : cairn gas purchase bid there is no harm in seeing what kaminski ' s group will advise . do you have any problem in contacting them ? bobby doug leach @ ect 08 / 14 / 2000 07 : 45 am to : douglas s parsons / enron _ development @ enron _ development cc : marc de la roche / hou / ect @ ect , bobby subject : re : cairn gas purchase bid i strongly disagree with the pricing and structure of your non - binding offer to cairn . this reminds me of the debacle in brazil . you should have contacted vince kaminski ' s research group as we talked about before an offer was made . this is a bad deal . douglas s parsons @ enron _ development 08 / 12 / 2000 01 : 51 am to : doug leach @ ect , marc de la roche @ ect cc : subject : cairn gas purchase bid doug & marc , fyi , please let me know if you think we ' re totally off base . i appreciate your help . regards , doug - - - - - - - - - - - - - - - - - - - - - - forwarded by douglas s parsons / enron _ development on 08 / 12 / 2000 01 : 48 am - - - - - - - - - - - - - - - - - - - - - - - - - - - douglas s parsons 08 / 11 / 2000 06 : 24 am to : bobby farris / enron _ development @ enron _ development cc : f b virani / enron _ development @ enron _ development , ujjwal dey / enron _ development @ enron _ development , nilesh subject : cairn gas purchase bid bobby , after meeting with cairn today in delhi , my perception is that our offer was received well . they were more open and relaxed then they were on wed . morning and made several encouraging comments about our price range , ( once we talked through the price movements ) , and the seriousness of our gas related activities on the west coast of india , in light of the ioc agreement . i think the overall package is attractive to them and no serious objections were raised . we did talk to some extent about the guarantees , but we didn ' t get too far and they ' re willing to accept at this point that what ' s acceptable to the lng suppliers , should be suitable for their needs . however , they would like to understand the corporate structure and assets of enron energy marketing a little better and i told them i would get back to them on that point . david and ajay were up in hazira yesterday looking at some property for their gas treatment facility , which apparently is across the road from pipeline access . while there they went and looked at shell ' s proposed lng site after walking the last 1 km , inaccessible to their 4 wd vehicle and not surprisingly found a beach . in summary , here is what we offered on a non - binding basis : six year production plateau 85 % top $ 3 . 67 / mmbtu net , at a base of $ 18 / bbl brent , with point of sale at the tail - end of the gas processing plant floor & cap of $ 15 . 50 - $ 27 . 00 / bbl price movement : + / - $ 1 . 00 / bbl from the $ 18 / bbl base price ( on a 3 mo . rolling average ) equals + / - $ 0 . 145 / mmbtu fixed on a quarterly basis guarantees : same protection we ' re providing the lng suppliers under the trust retention account i appreciate everyone ' s help in submitting this offer . thanks , doug | 0 |
Subject: invoice for ordered papers you have ordered the following papers : - wp w 7613 foundations of technical analysis : computational algorithms , statistical inference , and empirical implementation - wp w 6250 pricing and hedging derivative securities in incomplete markets : an e - aritrage model the total cost ( excluding shipping ) is : $ us 10 shipping address : if you ordered papers for electronic delivery and experienced problems downloading them , browse the following url ( s ) to download your paper orders . the url ( s ) are valid for 7 days . if you receive duplicate bills , please send a note to . | 0 |
Subject: energy book vl . 0 vince : i have rewritten the paragragh for chapter 3 . please read and return your comments . thanks , grant . - - - - - - - - - - - - - - - - - - - - - - forwarded by grant masson / hou / ect on 02 / 16 / 2000 02 : 48 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - chris strickland on 02 / 15 / 2000 05 : 28 : 42 am to : grant masson @ ect , vkamins @ ect cc : subject : energy book hi grant , hope all is well with you . i trust you got my message via the voicemail that ileft with vince late friday afternoon about my inability to travel - i ' m trying to rearrange my trip for a couple of week ' s time when my ear has cleared up , and i look forward to meeting with you one day . i wrote to vince last week asking for a favour , but i ' m not sure ifhe is there in houston . i know that you guys are probably very busy but i was wondering if you can write a few sentences for me . i ' m sending out some sample chapters to the people who responded positively ( all of them ! ) to my request for some feedback on the book . chapter 1 has an ' overview ' of the book with just a couple of sentences on each chapter . could you please write a sentence or two for your chapter ? i ' m including what i have already written ( although i think it has changed slightly from this version ) so that you can see the style . many thanks and best regards . chris . 2 overview of this book this book aims to provide an in - depth understanding of the pricing and risk management of energy derivatives . in the remainder of this chapter we give an overview of the fundamental principals needed to model and price energy assets , and which underlie the rest of the book . as well as introducing the techniques that underlie the black - scholes modelling framework we discuss the numerical techniques of trinomial trees and monte carlo simulation for derivative pricing which are used extensively later in the book . in chapter 2 we analyse spot energy prices . apart from describing empirical prices we propose a number of processes that can be used to model the prices . we look at the well - know process of gbm as well as mean reversion , stochastic volatility and jump processes , discussing each , and showing how they can be simulated and their parameters estimated . chapter 3 , written by vince kaminski , grant masson and ronnie chahal of enron corporation , discusses volatility estimation in energy commodity markets . this chapter builds on the previous one . it examines in detail the methods , merits and pitfalls of the volatility estimation process assuming different pricing models introduced in chapter 2 . examples from crude , gas , and electricity markets are used to illustrate the technical and interpretative aspects of calculating volatility . chapter 4 examines forward curves in the energy markets . although such curves are well understood and straight forward in the world debt markets the difficulty of storage in many energy markets leads to less well defined curves . what we do in this chapter chapter 5 presents an overview of the common and not - so - common derivative structures in the energy markets and discusses their uses . examples of products analysed in this chapter include a variety of swaps , caps , floors and collars , as well as energy swaptions , compound options , asian ( or average rate ) options , barriers , lookbacks , and ladder options . chapter 6 investigates single and multi - factor models of the energy spot price and the pricing of some standard energy derivatives . closed form solutions for forward prices , forward volatilities , and european option prices are derived and presented for all the models in this chapter including a three factor stochastic convenience yield and interest rate model with jumps . chapter 7 shows how the prices of path dependent and american style options can be evaluated for the models in chapter 6 . simulation schemes are developed for the evaluation of european style options and applied to a variety of path dependent options . in order to price options which incorporate early exercise opportunities , a trinomial tree scheme is developed . this tree is built to be consistent with the observed forward curve and can be used to price exotic as well as standard american style options . chapter 8 develops a new methodology for valuing energy options based on modelling the market observed forward curve . the approach results in a multi - factor model that is able to capture realistically the evolution of a wide range of energy forward curves and where the user defined volatility structures can be of an extremely general form . closed - form solutions are developed for pricing standard european options and efficient monte carlo schemes for exotic options . the chapter finishes with a discussion of the valuation of american style options . chapter 9 focuses on the risk management of energy derivative positions . in this chapter we discuss the management of price risk for institutions that sell options or other derivatives to a client and who is then faced with the problem of managing the risk through time . we begin with delta hedging a portfolio containing derivatives and look at extensions to gamma hedging - using the models from chapters 5 and 7 . the general model of chapter 7 ideally suited to multi - factor hedging and this is also discussed . chapter 10 looks at the key risk - management concept of value at risk applied to portfolios containing energy derivative portfolios . after discussing the concept of the measure , we look at how the key inputs ( volatilities , covariances , correlations , etc ) can be estimated . we then compare the fours major methodologies for computing var ; delta , delta - gamma , historical simulation and monte - carlo simulation . finally , we look at testing the var estimates for various underlying energy market variables . | 0 |
Subject: sharad ' s houston visit sharad as expected we didn ' t get time to discuss in detail what to do in houston . we have discussed the subject informally , but i ' m laying it out here for clarity , and for vince / stinson ' s information . here are my thoughts : 1 . exotica . this is the top priority , as you ' d rightly identified yourself . a . learn how to build xlls . b . catalogue functions in houston exotica not yet available in london . c . catalogue differences between inputs to london and houston exotica functions . d . produce london xll that allows current function calls to be used where possible , and incorporates new functions . e . update documentation as appropriate . if you do nothing else in your two weeks , i ' ll be very happy with this . main contacts are paulo and zimin . 2 . understand american monte carlo ( amc ) . the aim is to get a feel for amc ' s characteristics . before we embark on the use of amc for real option valuation , i ' d like to understand how it behaves for financial options . i suggest something like the following : a . produce amc code for single gbm for american option . compare greeks against those from appropriate tree methods . b . two gbm spread option model , to compare against 1 - d numerical integration method . although the " american " bit of amc isn ' t going to be used here , it will be interesting to think about the bucketing issue in price / payoff space and , again , the greeks . c . some form of mean reverting model , preferably two factor . d . hjm for pure financial option valuation . if you get somewhere on a - d , and amc behaves sensibly on pure financial models , then i ' ll be very keen to roll it out for real option valuations . vince / stinson - since i ' m expecting the worst from it i . t . o . email support , would you be good enough to print this email out and hand it to sharad ? many thanks , steve | 0 |
Subject: a applicable model kim , after yestersday ' s meeting , i ' ve come up with an idea which is applicable to the zone ef and seems also to be applicable to the broader area . the model assumes that if there are positive spreads of energy products between pairs of locations , we can always find the possibilities of swaptions . this assumption , as discussed with jim and sean , is a reasonable approximation . i suggest that the prototype be built up at this model if you think that it is rational . if you interested in the model , i will explain it to all of you . best regards , youyi | 0 |
Subject: gone tuesday vince , a reminder that i ' m gone on tuesday to spearman . status of projects : 1 . compound option for power structuring ( bernie , edith cross , nick ? ) alex has finished the model . paulo has done some validation so we can probably release it . this is will be used for an exotic book , so we may have to help with var interface , etc . 2 . followed up with laine borgman on dg contract . we still need legal ' s sign off . 3 . left a message and email about tom barkley with molly magee and told tom that an offer would be coming by next week . | 0 |
Subject: re : mid - year 2000 performance evaluation due - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 08 / 11 / 2000 07 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 08 / 11 / 2000 07 : 49 am to : " perfmgmt @ enron . com " @ enron cc : subject : re : mid - year 2000 performance evaluation due i haven ' t received yet the final performance evaluation results . the usual practice is to defer the reviews till the final summary rankings are available . please , let me know when i can expect it form the hr . thanks . vince kaminski " perfmgmt @ enron . com " < perfmgmt on 08 / 10 / 2000 05 : 16 : 14 pm to : vkamins @ enron . com cc : subject : mid - year 2000 performance evaluation due sep 01 , 2000 the above date is when the mid - year 2000 performance evaluation forms for directors and below are due in human resources . if you have not already done so , supervisors should begin the process of giving feedback to their employees . the evaluation forms used to provide feedback to the employee can be obtained via the performance management system ( pep ) . to download the evaluation forms from pep , please follow the steps below : 1 . log into pep at http : / / pep . enron . com . 2 . under supervisor services , click supervisor evaluation forms . 3 . right - click on each employee and choose ' save target as . . . ' or ' save link as . . . ' 4 . select your own personal directory , choose a file name to save to and click ' save ' . 5 . repeat for each employee . 6 . now you can complete your evaluation forms from your personal directory and will not have to access pep to finalize the form . upon completion , please forward the signed evaluation forms to your hr representative no later than friday , september lst 2000 . if you have any questions , please contact the pep help desk at the following numbers : in the u . s . : 1 - 713 - 853 - 4777 , option 4 in europe : 44 - 207 - 783 - 4040 , option 4 in canada : 1 - 403 - 974 - 6724 ( canada employees only ) or e - mail your questions to : perfmgmt @ enron . com your employees that should receive mid - year evaluations are listed below : crenshaw , shirley j ganjoo , shalesh gibner , peyton s kollaros , alexios krishnarao , pinnamaneni v masson , grant s raymond , maureen j roberts , michael a sergeev , mikhail shanbhogue , vasant vernon , clayton j | 0 |
Subject: a computer and internet connection for you and your family as you know , technology is critical to enron ; it drives our success and will continue to do so in the future . technology has helped enron create new businesses like enron broadband services and enron net works , and it is responsible for applications such as enrononline and enroncredit . com . you , ve seen what technology can do at work . now we want you and your family to realize its benefits at home . with that in mind , we are excited to let you know that we are introducing the clickathome program , which will give each employee a computer for use at home . where technology permits , we will also subsidize an internet connection . with the click of a mouse , a home computer plus internet access will put a world of internet knowledge at your family , s fingertips . we have just signed an agreement with dell computer corporation to provide the computer hardware . we wanted to let you know about the program now in case you and your family were considering the purchase or upgrade of a home computer or internet connection in the next few months . the scope of clickathome includes the following : ? basic package : dell desktop computer with a high - speed processor , floppy disk drive , mouse , speakers , monitor , modem , cd - rom drive and windows 2000 software . employees will have the option to receive a subsidized internet connection , including broadband , where commercially available . ? participation : this program will be available to active regular full - time and regular part - time employees of enron and its wholly owned subsidiaries ; however , employees of some enron companies ( portland general electric , eott , enron facility services ) may not be able to participate due to legal , accounting , tax , labor or business reasons . eligibility includes being employed at the time of implementation . ? timing : u . s . employee sign - up will begin in early 2001 , with delivery of the equipment and internet connection to follow shortly thereafter . delivery of equipment to participating non - u . s . employees is targeted for late 2001 . details about this program are still being finalized . to address some of your initial questions , we , ve posted a question - and - answer document on http : / / clickathome . enron . com . we will schedule an espeak session in the near future where you will have an opportunity to ask questions . or , you can submit your questions and comments to clickathome @ enron . com . we are excited to extend our investment in technology to you and your family . we believe this program takes communication at enron to a new level by creating endless possibilities for you to experience and participate in the broadband internet revolution . it is just another reason why we believe enron is a great place to work . | 0 |
Subject: entouch newsletter business highlights us natural gas teams the us natural gas marketing originations teams have had a successful lq 2001 . in addition to mid market activity led by fred lagrasta , new origination desk heads and marketing teams have been set up across the us and are led by the following : west gas origination - barry tycholiz , central gas origination - laura luce , east gas origination - frank vickers . these teams have made significant inroads in 2001 , focusing on customer coverage , new accounts , transportation syndication , risk management products and market intelligence . all of these individuals are open to any questions regarding the new businesses . siebel summary eim ' s ability to rapidly transform its designated forest products and steel markets is dependent upon its ability to effectively manage the market participants and accelerate their adoption of eim ' s business strategy . to achieve this objective , eim will implement siebel sales enterprise , a customer - focused centralized database that effectively leverages all information learned about our customers and enables sharing of this information throughout the front , mid and back offices . siebel is designed to help in - house and mobile sales professionals in large organizations manage accounts , contacts , activities and opportunities associated with the sales cycle . eim fundamentals is leading the siebel implementation effort . in the news enron is hosting the new york energy risk management seminar at the st . regis hotel in new york city on april 5 , 2001 . topics include : power outlook , natural gas outlook , and weather risk management . to rsvp , contact laura pena at x 3 - 5376 . welcome new hires egm - sherman franzen , fariba karimi , ryan krogmeier , lawrence marcus eim - ronald barnes , paul hanks , chad ihrig , stella pedroza , linda silva ena - hagar kedem , steven merriss , courdney williams , diane fellers transfers ena ) tammie schoppe , lynna kacal , johnna kokenge , karen jones , stuart zisman , anne labbe egm ) justin cornett , george thomas , richard yeboah , phi khanh wolfe , alan harvey , philip berry , ethan schultz , sanjeev khanna , mingcheng lian nuggets & notes " we have to move paper , make money and move the industry . " - - rodney malcolm , vice president / forest products eim congratulations to angela and chris connelly , manager in coal trading . they are the proud parents of nicholas connelly , born on march 17 and weighed 7 lbs . 11 oz . ( rumor has it that at 48 hours of age , he had more hair than his father ! ) congratulations to carmen and glenn wright , director in steel origination who welcomed little lauren nicole born march 12 . she weighed in at 7 lbs . 13 oz . and debuted with a full head of hair and " making lots of noise . " 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: the spreadsheet for talon deal vince , here is the spreadsheet for your review . thanks . rakesh | 0 |
Subject: re : storage meeting dear rex , i believe there might be a few additions to this core group . i have spoken with sherron watkins and she is handling the storage side of the deal from product development perspective ( john bloomer ' s team ) and so she would need to be a part of this core group . i am trying to determine who else is involved with storage within ebs so that we don ' t replicate our efforts . i am hoping that after tomorrow ' s meeting we will have a better picture of how to go forward on this project . please let me know if you need any further information regarding this project . thank you very much for your interest and i look forward to meeting you in the near future . sincerely , shalesh ganjoo rex _ shelby @ enron . net on 03 / 09 / 2000 01 : 52 : 25 pm to : shalesh . ganjoo @ enron . com , mark _ s _ palmer @ enron . net cc : jim _ crowder @ enron . net subject : re : storage meeting shalesh , mark - - thanks for pulling this together . is the core team mark , mary , kara , mike , virawan , and shalesh ? i know that there is a lot of interest in this topic , but you folks will need to carefully control the noise level from all the input . let me know how i can help . best regards . - - rex shalesh . ganjoo @ enron . com on 03 / 09 / 2000 01 : 05 : 56 pm to : mark s palmer / enron communications @ enron communications , jim crowder / enron communications @ enron communications , jean mrha / enron communications @ enron communications , kara knop / enron communications @ enron communications , stinson _ gibner @ enron . com , vince _ j _ kaminski @ enron . com , david cox / enron communications @ enron communications , shalesh . ganjoo @ enron . com , john bloomer / enron communications @ enron communications , john griebling / enron communications @ enron communications , richard reichardt / enron communications @ enron communications , scott yeager / enron communications @ enron communications , david berberian / enron communications @ enron communications , rex shelby / enron communications @ enron communications , mike haney / enron communications @ enron communications , ravi thuraisingham / enron communications @ enron communications cc : subject : re : storage meeting ladies and gentlemen , stinson just pointed out that i forgot to mention that the meeting is scheduled for tomorrow ( 10 th of march 2000 ) between 2 : 30 pm and 4 : 30 pm . it may seem like a very short notice ; however , we ( mark , mary , kara , mike , virawan and myself ) had initially set this time and date last week . in the future i will make sure that everyone is notified early . sorry for any inconvenience this may have caused . thank you . shalesh ganjoo | 0 |
Subject: re : approval is overdue : access request for paul . d . thomas @ enron . com the system will not allow me to view this request , saying that it has been assigned to you . i have left a message with the admin who originated these requests . if i don ' t hear back from her today , i think we should just deny all of them . i earlier sent emails to the individuals named asking what data they needed to access and none of them responded . - - stinson vince j kaminski 01 / 31 / 2001 07 : 45 am to : stinson gibner / hou / ect @ ect cc : subject : approval is overdue : access request for paul . d . thomas @ enron . com stinson , any resolution on this one ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 01 / 31 / 2001 07 : 48 am - - - - - - - - - - - - - - - - - - - - - - - - - - - arsystem on 01 / 30 / 2001 07 : 17 : 35 pm to : " vince . j . kaminski @ enron . com " cc : subject : approval is overdue : access request for paul . d . thomas @ enron . com this request has been pending approval for 2 days and you are the alternate . please click approval to review and act upon this request . request id : 000000000015793 approver : stinson . gibner @ enron . com request create date : 1 / 29 / 01 9 : 48 : 41 am requested for : paul . d . thomas @ enron . com resource name : \ \ enehou \ houston \ common \ research - [ read ] resource type : directory | 0 |
Subject: re : our discussion mike , there might be a place for steve in our unit supporting ees . i shall forward the resume to my associates supporting the facility management effort . thanks for thinking about us . vince p . s . krishna , osman , can you take a look at the attached resume ? steve has no finance background but his engineering background is very strong . vince michael l miller @ enron _ development 02 / 17 / 2000 07 : 52 am sent by : michael linn miller @ enron _ development to : vince j kaminski @ ect , stinson gibner @ ect cc : aspijk @ texas . net subject : our discussion vince & stinson , i was given your names by lynn dunphy in recruiting and am taking the liberty of forwarding you the attached cv . steve roeder is a former collegiate swimmer and currently coach of the master ' s swimming program in the woodlands ( my wife is president of the program ) . he is also currently employed at air liquide usa ( or one of its subsidiaries ) over in the galleria area . as a consequence of air liquide ' s pending merger with boc , steve believes that there will be significant personnel reductions sometime during 2000 and is taking action now to try to locate his next professional challenge . lynn suggested there might be a fit with your group and i would be grateful if you could have a look and let me know whether you might be interested . alternatively , if you don ' t see a fit ( or are adequately staffed at the moment ) , i would be grateful for any suggestions you might have as to whom i might contact internally on steve ' s behalf . many thanks in advance . m . l . miller vice president - mergers & acquisitions calme region ( 713 ) 345 5272 - - - - - - - - - - - - - - - - - - - - - - forwarded by michael linn miller / enron _ development on 02 / 17 / 2000 07 : 49 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " roeder , steve " on 02 / 10 / 2000 03 : 14 : 18 pm to : " ' michael . l . miller @ enron . com ' " cc : subject : our discussion mike - thanks for taking the time to talk last evening . ? i really appreciated it . ? ( by the way , how is life in the white house now that you are living with a president ? ? is air force one all that it is cracked up to be ? ) please see the attached document . ? by reading between the lines , hopefully one can see that , whereas my training has been highly technical , my desire to transform my career into the business side of a high - technology application is set in this good foundation ( rather than limited by it ) . thanks again for your support . > steve roeder technology manager air liquide america 713 624 8777 713 624 8350 fax steve . roeder @ airliquide . com - steve . doc | 0 |
Subject: re : programming for rdi model michelle , helen , cecil , david ( just joined the effort ) and i had a meeting this morning . a lot of things regarding the coding has been discussed . we all felt good about the progress that has been made and have clear idea of how to proceed . the project is speeding up nicely . best , alex | 0 |
Subject: visit to wharton , december 6 i would like to invite you to join mewhen i visit to the wharton risk management and decision processes center on december 6 . the meeting will take place in the morning , 9 : 00 - 12 : 00 , followed by lunch . the description of the center is at the bottom of the message . the web site address is the objective of the trip is to discuss joint research projects in the area of risk management and alternative risk transfer . please , feel free to contact me with recommendations regarding discussion and potential research topics . the best hotel to stay in is the inn at penn . http : / / www . innatpenn . com / contact . html the inn at penn sansom common , 3600 sansom street philadelphia , pa . 19104 phone : 1 - 800 - 809 - 7001 fax : 215 - 222 - 4600 vince kaminski the mission of the wharton risk management and decision processes center is to carry out a program of basic and applied research to promote effective policies and programs for low - probability events with potentially catastrophic consequences . the center is especially concerned with natural and technological hazards and with the integration of industrial risk management policies with insurance . the center is also concerned with promoting a dialogue among industry , government , interest groups and academics through its research and policy publications and through sponsored workshops , roundtables and forums . | 0 |
Subject: contract update sheila , some minor differences between the draft and the final executed version . i have forgotten to bring the draft today , i shall send a copy to you tomorrow . there were some hand - written changes made by greg ijn the draft that were not transferred to the final version . vince | 0 |
Subject: adres marysi robertlu @ friko 6 . onet . pl | 0 |
Subject: re : primary curves missing from factor loading tanya , we are very close to generating factors for all primary curves . jin almost get it done . but we are still waiting on the expiration dates for those london curves . if anyone can help , please help . also , we have some curves that don ' t have futures . how to decide these curves ' s expiration dates ? matthew adams helped us deciding many curves expiration rules . but there are still many primary curves that don ' t have expiration dates . if no expiration dates , then there will be no factor loadings . whoever wants to generate factor loadings then give us the expiration dates first ! : ) winston tanya tamarchenko 09 / 21 / 2000 09 : 00 am to : bjorn hagelmann / hou / ect @ ect , wenyao jia / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , kirstee hewitt / lon / ect @ ect , rodrigo lamas / lon / ect @ ect , xochitl figueroa / na / enron @ enron , manfred roenz / corp / enron @ enron , christian lebroc / corp / enron @ enron , bjorn hagelmann / hou / ect @ ect , homan amiry / lon / ect @ ect , naveen andrews / corp / enron @ enron subject : re : primary curves missing from factor loading bjorn , you are absolutely right that we should run the factors for every primary curve . it has been working for a while on this . the problem is data , as always ( missing price curves , zero prices , not changing prices , etc . ) most of these problems come from london curves , so winston and jin yu are debugging the code , fixing the problems for every curve . winston , do you think we are ready to calculate factors for us curves ? ( while continue working on the rest ) . tanya from : bjorn hagelmann 09 / 20 / 2000 10 : 06 pm to : tanya tamarchenko / hou / ect @ ect , naveen andrews / corp / enron @ enron cc : vince j kaminski / hou / ect @ ect , kirstee hewitt / lon / ect @ ect , rodrigo lamas / lon / ect @ ect , xochitl figueroa / na / enron , manfred roenz / corp / enron , christian lebroc / corp / enron , bjorn hagelmann / hou / ect @ ect , homan amiry / lon / ect @ ect subject : re : primary curves missing from factor loading tanya , naveen : i am confused , i thought that when we identified primary curves they would then have factors run against them . does this not distort what we are trying to do with the primary and var ? regards bjorn h . - - - - - - - - - - - - - - - - - - - - - - forwarded by bjorn hagelmann / hou / ect on 20 / 09 / 2000 21 : 57 - - - - - - - - - - - - - - - - - - - - - - - - - - - xochitl figueroa @ enron 20 / 09 / 2000 18 : 16 to : manfred roenz / corp / enron @ enron , christian lebroc / corp / enron @ enron , homan amiry / lon / ect @ ect cc : bjorn hagelmann / hou / ect @ ect subject : re : primary curves missing from factor loading i am in the same situation as manfred . i have one primary curve for southern cone gas and one for southern cone power and i am not getting factors for either . for my power curves i am getting wti factors and for gas i am getting ng factors . but i do agree with you manfred , i think all the primary curves should have their own factor loadings . xochitl manfred roenz 09 / 20 / 2000 05 : 33 pm to : christian lebroc / corp / enron @ enron , xochitl figueroa / na / enron @ enron , homan amiry / lon / ect @ ect cc : bjorn hagelmann / hou / ect @ ect subject : re : primary curves missing from factor loading christian , at least you have 2 curves that you get factors for . i get none . i have four primary curves for coal but factors from nbsk are used . in emissions i have one primary curve but wti factors are used . i think all the primary curves should have their own factor loadings . xochitl , what factors are used for your primary curves ? manfred from : christian lebroc 09 / 20 / 2000 11 : 28 am to : homan amiry / lon / ect @ ect , manfred roenz / corp / enron @ enron , xochitl figueroa / na / enron @ enron cc : bjorn hagelmann / hou / ect @ ect subject : primary curves missing from factor loading i was in the process of setting up sunil ' s template for calculating co - variance on all liquids primary curves using the " factor loading " data . unfortunately , i did not get very far , because i noticed that the factor loading table contains only 2 ( wti & hu ) out of 13 liquids primary curves . i am concern that liquids var could conceivably be over or understated due to the absence of 11 other curves which are listed below . please verify your perspective commodity desk on this issue . 61 ny brent c 2 gc c 3 gc c 5 xt condensate dubaicrude ic 4 mtbe nc 4 nxho christian | 0 |
Subject: reply requested : do you code or approve invoices ? do you code or approve invoices for goods and services that are processed by the houston - based accounts payable center ? if yes , please read and respond to this e - mail . on may lst , ibuyit payables will be activated for all organizations supported by the houston - based accounts payable processing center ( for example , invoices submitted via ap drop box to 600 jefferson , houston ) . if you code or approve these invoices , the ibuyit payables project team has important information to share with you about the ibuyit payables system , training , and the may lst transition to the new system . to identify yourself as a future ibuyit payables coder or approver , please respond to this e - mail upon receipt with the following information : * full name ( first , middle , last ) * e - mail address * business unit ( for example , corporate , ets , ews , ees , or ebs ) * do you code invoices ? ( yes / no ) * do you approve invoices ? ( yes / no ) * are you a remote user ? for example , do you dialup to access the enron network ? ( yes / no ) this will ensure that you receive important ibuyit payables information . thank you for your response ! attached is important ibuyit payables training information : | 0 |
Subject: re : smoothing methodology for extracting forward forward volatilities tanya , the exponentials we tried earlier ( a + bexp ( - cx ) , etc , fit well but gave negative numbers in the bootstrapping . i tried a + b ( t + c ) ( - 1 ) , a standard power law , and as the ? accompanying graph shows ( for the 12 months ) , the fits are quite good . ? in this case , the ffvols do not become negative ( i believe this ? corresponds to your 0 beta ) . ? i would have preferred exp ( - t ) and variants ( can explain owing to ? mean - reverting vols ) , but the power law might be a practical alternative ? ( from an implementation standpoint ) . ? naveen ? ? ? ? ? ? ? ? tanya tamarchenko @ ect ? 11 / 17 / 2000 02 : 59 pm ? to : naveen andrews / corp / enron @ enron , alex huang / corp / enron @ enron ? cc : vince j kaminski / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , vladimir ? gorny / hou / ect @ ect ? ? subject : re : smoothing methodology for extracting forward forward ? volatilities ? ? following up on our discussions i implemented one method for creating forward ? forward curve ? from implied vol curve . ? i sorted out 12 forward curves from an original forward vol curve , each of 12 ? curves corresponding ? to certain month . then i fitted each of 12 curves with a function : ? ? y = a + a / power ( x + b , beta ) ? ? i figured out that when beta is from ( 0 , . 5 ) the above function is suitable ? for performing our bootstrapping ? routine of deriving ff vols from implied , because : ? ? y ( x + t ) * y ( x + t ) * ( x + t ) - y ( x ) * y ( x ) * tx > 0 for all x , t . ? ? ( i have to double check on this again . also when beta > 0 . 5 there are some ? combinations of parameters a , a , b , beta ? for which above equality holds ) . even with restriction on beta this class of ? functions represents quite a variety of shapes . ? ? below you see the example of fitting as well as the example of ff vol curve ? constructed from implied vol curve for ng . ? ? i ' ll try this for power as well . ? ? any comments ? ? ? ? ? ? ? ? ? ? ? ? | 0 |
Subject: progress fyi 1 - 2 days is optimistic , but we have core value of optimism ! - - - mike - - - - - - - - - - - - - - - - - - - - - - forwarded by mike a roberts / hou / ect on 10 / 09 / 2000 02 : 26 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - chonawee supatgiat @ enron 10 / 09 / 2000 12 : 16 pm to : mike a roberts / hou / ect @ ect cc : subject : progress mike , doug , an it guy , asked around and he could not find any software that can do the job . i am still working on the code . the program should be ready in 1 - 2 days . - chonawee | 0 |
Subject: re : ken lay ' s speech so is it bigger than his tax cut on an annual average basis ? | 0 |
Subject: re : follow - up meeting on wharton christie , this is regarding the risk management project . i shall set up a separate meeting with jeff regarding wharton tiger team . i would appreciate if you could call in as well . vince christie patrick 12 / 12 / 2000 10 : 14 am to : shirley crenshaw / hou / ect @ ect cc : james l bouillion / hou / ect @ ect , george carrick / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : follow - up meeting on wharton hi shirley ! i ' ll be on vacation , but will be happy to call in at that time , or any other time that is convenient for vince . should we also include jeff shankman ? please let me know the time and telephone number to call , and i ' ll be there ! thanks ! - - christie . | 0 |
Subject: re : referral can you advise as to whether or not li xiao referred alex to you last summer . i need to know this in order to process an employee referral ( under old plan ) for her . - - - - - - - - - - - - - - - - - - - - - - forwarded by linda vargo / hou / ect on 02 / 14 / 2000 02 : 39 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - li xiao @ enron 02 / 14 / 2000 11 : 19 am to : linda vargo / hou / ect @ ect cc : subject : re : referral hi , linda , i wonder if you heard from vince kaminski regarding my referral for alex huang . thanks , li x 39635 - - - - - - - - - - - - - - - - - - - - - - forwarded by li xiao / corp / enron on 02 / 14 / 2000 11 : 12 am - - - - - - - - - - - - - - - - - - - - - - - - - - - linda vargo @ ect 01 / 17 / 2000 04 : 29 pm to : li xiao / enron _ development @ enron _ development cc : subject : re : referral i am waiting for feedback from vince kaminsky . as soon as i know something , i will advise . | 0 |
Subject: spvs hi , vince , merry christmas and happy new year ! please see attached brief descriptions of spvs , to my knowledge , there are a couple more and i will keep you posted . best regards , li | 0 |
Subject: jacob kang vince , jacob has good background in or and can start working on pipeline problems right away , if we need someone . maybe it is from his consulting background , i found that at times he exaggerates a bit about his roles in model building . he would start saying he did everything , and later water it down quite a bit . ( what he actually did is not an easy accomplishment though . ) he also stressed that he wants to move away from pipeline projects . i did not got a chance to ask him any questions about derivatives and finance . best , alex | 0 |
Subject: re : no problem vince , the thur mtg was cancelled . steve vince j kaminski 10 / 11 / 2000 14 : 48 to : steven leppard / lon / ect @ ect cc : vince j kaminski / hou / ect @ ect , tani nath / lon / ect @ ect , shirley crenshaw / hou / ect @ ect subject : re : steve , i assume it ' s 9 : 00 a . m . my time , monday . it works for me . i haven ' t responded in time to the your message re thursday . i had a few back to back meetings in the morning and i read your message quite late into the day . vince steven leppard 11 / 10 / 2000 04 : 25 am to : vince j kaminski / hou / ect @ ect , tani nath / lon / ect @ ect cc : subject : vince , tani fyi . steve - - - - - - - - - - - - - - - - - - - - - - forwarded by steven leppard / lon / ect on 10 / 11 / 2000 10 : 27 - - - - - - - - - - - - - - - - - - - - - - - - - - - calendar entry research meeting w / - michael , john , tani , richard , joe , steve & vince kaminski brief description : date : time : 13 / 11 / 2000 15 : 00 - 15 : 45 detailed description : invitations phone / ext include chairperson : john sherriff / lon / ect 37359 yes organised by : lauren urquhart / lon / ect no invitations sent to : tracie mccormack kirsten nelz steven leppard this meeting repeats starting on ( if the date occurs on a weekend the meeting ) . | 0 |
Subject: reactions website http : / / www . reactionsnet . com thank you for registering for a free trial to the reactions magazine website . your user name and password are listed below - please keep this email or a printout of these details as you will need them to access the site . if you have any problems logging on or using this site please feel free to contact our help desk on + 44 ( 0 ) 20 7779 8006 or mailto : web - help @ euromoneyplc . com your trial user name is : kaminski and your password is : 105006 reactions is also available in hard copy format . if you wish to receive a complimentary copy , please email us your full mailing address . for further informationon all sbscriptions , please call our hotline on + 44 ( 0 ) 20 7779 8999 ( uk ) or 1 - 800 437 9997 ( usa ) or mailto : hotline @ euromoneyplc . com . | 0 |
Subject: re : fw : parent - subsidary model hi again , thanks for the financial data on enron ' s european counterparties . it is my understanding that you started out with a list of 500 such counterparties . however , your spreadsheet only contains information for 72 of these european counterparties . will you please tell me the logic behind the elimination of the 400 + other counterparties ? thanks so much , iris - - - - - original message - - - - - from : parsons , ben sent : tuesday , april 17 , 2001 2 : 56 am to : mack , iris cc : valnek , tomas ; dhar , amitava ; mumford , mike subject : re : fw : parent - subsidary model hi iris the inputs and outputs generated by riskcalc can be seen in the attached file : > we only looked at the 5 - yr pd . inputs are in columns a - u . these are the inputs generated by amadeus . you can run these inputs through the riskcalc model over the web ( http : / / www . moodysqra . com / privfirm ) using the login : dupred , password : detective . this is our trial licence which lasts for about 2 more weeks ( mike mumford will have more details about the current licence ) tomas valnek was getting the data from the amadeus database , so i ' ll leave it to him to determine if houston access is possible . in the meantime you can use the dataset attached for testing purposes . ben from : iris mack / enron @ enronxgate on 12 / 04 / 2001 17 : 58 cdt to : ben parsons / lon / ect @ ect cc : amitava dhar / corp / enron @ enron subject : fw : parent - subsidary model hi ben , how are you ? today we had a meeting with craig chaney and jeff kinneman to discuss the private firm model . they requested that i spend some time carefully analyzing the moody ' s riskcalc model . i noticed that you also have been looking at riskcalc - as indicated in your paper entitled " pricing parent companies and their subsidiaries : model description and data requirements " other than the example discussed in your paper , did generate any other test statistics , scores , etc . also , you stated that you used amadeus database . we are in the process of trying to obtain data from various data vendors - but that may take a while . in the mean time , may we have access to the amadeus database or some sample dataset ? thanks so much , iris - - - - - original message - - - - - from : valnek , tomas sent : tuesday , april 10 , 2001 9 : 10 am to : fiala , markus ; seyfried , bryan ; salmon , scott ; kirkpatrick , eric ; mumford , mike ; fontaine , jean - sebastien ; brooks , simon ; price , nigel ; diprose , robert ; rezaeian , reza ; gordon , mike ; lee , derek ; hershkovitz , ilan ; golden , sally ; stephan , nicholas ; albanis , george ; shanbhogue , vasant ; mack , iris cc : parsons , ben subject : parent - subsidary model attached is a description of the parent - subsidiary model that ben and i have been working on over the last few weeks . comments welcome ! tv > | 0 |
Subject: re : i am zhendong zhendong , thanks . please , send me your updated resume as well . vince zhendong xia on 04 / 11 / 2001 09 : 14 : 01 pm to : vince . j . kaminski @ enron . com cc : subject : i am zhendong hi , dr . kaminski : i am zhendong , the student of dr . deng . i think dr . deng has sent my resume to you . i am very happy to have an opportunity to work with you this summer . i am a student in both ms qcf and ph . d eda programs in georgia tech now . i plan to find a job in industry instead of academic after my graduation . so i intend to do internship during the process of prusuing my degree to acquire some experience for my future career . i hope to start on 5 / 14 / 2001 and end on 8 / 17 / 2001 . thanks a lot . 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 | 0 |
Subject: energy futures contracts project please respond to 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: sevil yaman hi norma , sevil ' s primary project has been the generation bidding analysis for the east power desk . she worked closely with the power fundamentals group and the it group in collecting and organizing the data , and then developing the analysis . sha has focused on the pjm area and plans to expand the analysis to other regions in the east . sevil has also investigated the issue of risk premia in power prices compared to marginal cost . vasant | 0 |
Subject: re : cv of rodney greene re quantitative positions . vince - would you have any interest in this candidate ? kind regards - amy - - - - - - - - - - - - - - - - - - - - - - forwarded by amy fitzpatrick / lon / ect on 21 / 02 / 2000 09 : 34 - - - - - - - - - - - - - - - - - - - - - - - - - - - bryan seyfried 18 / 02 / 2000 19 : 50 to : amy fitzpatrick / lon / ect @ ect cc : subject : re : cv of rodney greene re quantitative positions . probably a bit to techy for me but maybe a good fit for vince kaminski in houston research . bs amy fitzpatrick 17 / 02 / 2000 12 : 52 to : david port / corp / enron @ enron , david weekes / lon / ect @ ect , steve w young / lon / ect @ ect , bryan seyfried / lon / ect @ ect cc : subject : cv of rodney greene re quantitative positions . any thoughts on this candidate ? kind regards - amy - - - - - - - - - - - - - - - - - - - - - - forwarded by amy fitzpatrick / lon / ect on 17 / 02 / 2000 12 : 52 - - - - - - - - - - - - - - - - - - - - - - - - - - - enron capital & trade resources corp . from : simon bragg 17 / 02 / 2000 12 : 36 to : " ' amy . fitzpatrick @ enron . com ' " cc : subject : cv of rodney greene re quantitative positions . hi amy a colleague of mine interviewed someone last week who is a phd whose background is as a developer within catastrophe risk management . he is looking to move into more of a quantitative role which will utilise his developing skills and also his statistical and theoretical knowledge as well . the issue is that he is based in chicago and i wondered if there would be any interest from your headquarters there . please find attached his details . speak to you soon . regards simon - do 075530 . doc | 0 |
Subject: re : introduction thanks , subroto original message - - - - - from : ? vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : ? ? monday , march 12 , 2001 7 : 39 pm to : ? ? ? ? subroto . roy @ riskmetrics . com subject : ? ? ? ? ? ? ? re : introduction dear subroto , thanks for your message . here is my information : vincent kaminski managing director - research enron corp . 1400 smith street room ebl 962 houston , tx 77002 - 7361 phone : ? ? ? ( 713 ) 853 3848 ? ? ? ? ( 713 ) 410 5396 ( cell ) fax ? : ? ( 713 ) 646 2503 e - mail : vkamins @ enron . com vince subroto roy on 03 / 12 / 2001 11 : 28 : 52 am to : ? ? " ' vkamins @ enron . com ' " cc : subject : ? introduction dear vince : it was a pleasure talking with you today , especially about risk management and data opportunities . we appreciate your openness with respect to sharing information about your business activity . riskmetrics has grown rapidly in the last one year . we now have 370 institutional clients worldwide for our risk management software and data products . we encourage you to visit our web site and our ' risk grades ' site for risk measurements for retail clients . we look forward to meet with you and your colleagues at enron . sincerely , subroto roy riskmetrics inc . 44 wall street new york , ny 10005 t 212 - 981 - 7435 , f 212 - 981 - 7401 http : / / www . riskmetrics . com / * * * * * * * * * * * * * * * * * * * * * check the risk of your personal investments at http : / / www . riskgrades . com / | 0 |
Subject: re : houston visit soussan , it seems we have planned for all contingencies . look forward to meeting you next week . vince " faiz , soussan " on 11 / 28 / 2000 06 : 51 : 51 pm to : " ' vince . j . kaminski @ enron . com ' " cc : subject : re : houston visit vince , your suggested arrangement is perfect with me and i love both italian or steak . . . the choice is yours . i really look forward to our meeting vkaminski @ aol . com subject : re : houston visit soussan , let ' s meet at westin oaks next to the reception around 6 : 30 p . m . thursday . there are several nice restaurants within a walking distance to the galleria . i shall make a reservation ( is italian or a steakhouse ok ? ) . you can reach me on thursday at my cell phone 713 410 5396 . look forward to meeting you . vince " faiz , soussan " on 11 / 27 / 2000 04 : 37 : 30 pm to : " ' vince . j . kaminski @ enron . com ' " cc : subject : re : houston visit great ! i look forward to our dinner on thurs . 12 / 7 evening . hopefully your flight will be on time . . . although having watched 60 minutes last night and suffered from a # of delays lately , let ' s hope that the " weather blame " doesn ' t get in the way . it ' s best to leave me a message @ my usual work # on thurs . , 914 253 4187 , . . . i can easily check it in houston . i ' ll be staying @ the westin oaks in the galleria . . . any preferred place that i can book ( & for what time ) ? ? coming over to down town won ' t be a problem for me either . will be great to see you again . soussan 914 253 4187 - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : monday , november 27 , 2000 12 : 10 pm to : faizs @ texaco . com cc : vince . j . kaminski @ enron . com subject : re : houston visit soussan , thanks for your message . it would be great to meet you when you come to houston . i shall be in town on december 7 , flying back from philly in the morning . assuming that the flight is on schedule , i shall be available for dinner . please , let me know how i can contact you on thursday , december the 7 th , to confirm . look forward to meeting you . vince " faiz , soussan " on 11 / 26 / 2000 09 : 04 : 01 pm to : " ' vince . j . kaminski @ enron . com ' " cc : subject : houston visit dear vince , greetings from ny and hope that all is well and you had a great thanksgiving . i ' ll be coming to houston for 12 / 6 - 12 / 7 and hope you are available either evening for dinner . would be great to see you again and catch up with the latest . . . i really enjoyed my visit last april , your insights , and the risk book you gave me . i do hope you ' re available to meet and pls let me know which evening suits you better . best , soussan faiz texaco inc . 914 253 4187 | 0 |
Subject: executive program on credit risk modeling subject : announcement : executive program on credit risk modeling credit risk modeling for financial institutions october 15 - 20 , 2000 at stanford university business school risk management specialists , stanford business school professors of finance darrell duffie and kenneth singleton will be repeating their successful executive program on credit risk pricing and risk management for financial institutions . the course is created for risk managers , research staff , and traders with responsibility for credit risk or credit - related products , including bond and loan portfolios , otc derivative portfolios , and credit derivatives . this program includes : * valuation models for defaultable bonds , otc derivatives , and credit derivatives , with empirical applications to corporate and sovereign markets * empirical and theoretical assessments of models for measuring credit risk , with correlation , for portfolios * the strengths and limitations of current practice in credit risk measurement * practical issues in implementing credit modeling and risk systems * estimation of default and transition probabilities , and the correlations among the default risks of publicly traded companies , from historical data application form : credit risk modeling for financial institutions stanford , october 15 - 20 , 2000 this form may be completed and returned by email , or may be printed and sent by fax to : stanford gsb executive education programs fax number : 650 723 3950 you may also apply and see more detailed information by visiting our web site at : www . gsb . stanford . edu / exed / crm applications will be acknowledged upon receipt . if you have not received an acknowledgement within two weeks , please contact us . please complete all sections . all information is kept strictly confidential . name : put an x beside one , please : male : female : citizenship : job title : company : your company ' s main activity : business mailing address : business phone ( all codes please ) : business fax : email address : home address : home phone : nickname for identification badge : emergency contact name : emergency contact phone : title of person to whom you report : your job responsibilities and experience related to this course : ( please provide a brief job summary here , or attach and send a biographical summary containing information relevant to your purpose and qualifications for the course . ) college or university education : please list , by degree : college or university dates degree granted _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ please note : all classes and discussions are conducted in english . in order to reserve a place in the course , the program fee of us $ 7 , 500 is due upon notification of acceptance . this fee covers the tuition , single room , meals , and all course materials ( including a proprietary manuscript on credit risk pricing and measurement ) . our refund policy is available upon request . please state the source from which you heard about this course : name and date : if you would like a hard copy brochure and application form , please contact : ( make sure to include your mailing address ) shelby m . kashiwamura program manager executive education stanford graduate school of business ( 650 ) 723 - 9356 phone ( 650 ) 723 - 3950 fax kashiwamura _ shelby @ gsb . stanford . edu | 0 |
Subject: grades pam , another term paper : john ganguzza neeraj hingorani grant johnson duane maue rishad patel eric van stone palo yoshiuro grade : a please , confirm . vince | 0 |
Subject: jcc forward curve the following spreadsheet contains a simple way to build a jcc forward curve . it is based upon the spread between jcc and brent lagged one month . i ' m out until the 2 nd . - kevin k . | 0 |
Subject: thank you graham pl . # 207 austin , tx 78705 ( 512 ) 4746683 november 30 , 2000 dear mr . kaminski : thank you for the opportunity to interview today for a position with enron company . i enjoyed meeting you and learning more about your company and the interesting work done by enron . the interview strengthened my interest in working for enron company . my education and experience fit nicely with the job requirements , and i am confident i can make a positive contribution to the company . i want to reiterate my strong interest in enron company and in working with you and your staff . after further investigating your well - established company , i am eager to reaffirm my interest in the position . please feel free to contact me at ( 512 ) 4746683 or at knirel @ mail . utexas . edu if i can provide you with any additional information . again , thank you for your consideration . i hope to hear from you soon regarding your decision . sincerely , nina knirel do you yahoo ! ? yahoo ! shopping - thousands of stores . millions of products . http : / / shopping . yahoo . com / | 0 |
Subject: reply from charles shen shirley : thank you very much for the e - mail . attached please find the copy of my resume , please treat it with high confidentiality . i would love to fly to houston this friday to talk to vince and other people in enron , and i will fly from tulsa , oklahoma to houston . when you make the flight reservation , please make sure to use my legal name " yingquan shen " . if you have any questions , please feel free to let me know . sincerely , charles - - - shirley . crenshaw @ enron . com wrote : > mr . shen : > > vince kaminski and the research group would like to > bring you in for an > interview this friday , if possible . please forward > me a copy of your > resume , as soon as possible , and i will have our hr > dept . contact you . > > thank you . > > shirley crenshaw > administrative coordinator > enron research dept . > 713 / 853 - 5290 > > > > > do you yahoo ! ? get yahoo ! mail - free email you can access from anywhere ! http : / / mail . yahoo . com / - charles _ shen . doc | 0 |
Subject: re : willow and pathstar evaluations i will check with michael and see if it ' s feasible to do a quick evaluation of his software here in houston . - - stinson vince j kaminski 04 / 24 / 2001 05 : 22 pm to : stinson gibner / hou / ect @ ect cc : subject : willow and pathstar evaluations stinson , he keeps bugging us about it . any thoughts what we should do ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 24 / 2001 05 : 22 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " 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: 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: re : mr . sud vince , it never hurts ( or rarely , anyway ) to follow up on things . i met with him on saturday . it will be interesting to see what he does . i didn ' t empower him to do anything on our behalf and basically just stated what i wouldn ' t mind him repeating . thanks , rebecca - - - - - original message - - - - - from : kaminski , vince sent : friday , march 09 , 2001 9 : 03 am to : rebecca mcdonald / enron _ development @ enron cc : kaminski , vince subject : mr . sud importance : high sensitivity : confidential rebecca , i share some of your concerns regarding mr . sud . he is retired and he chose to contact us rather indirectly ( or on the spur of the moment ) . i understand that things are done differently in different cultures but i did not meet him and could not form my judgment based on personal observations . however , the information he gave us seems to be too important not to convey to you and not to act upon . vince kaminski | 0 |
Subject: re : telephone interview with the enron corp . research group ms . crenshaw , thank you very much for the message . i am very interested in the opportunity to talk to personnel from the research group at enron . between the two days you suggest , i prefer wednesday 12 / 6 . considering the two - hour time difference between california and texas , 11 : 00 am pacific time ( 1 : 00 pm your time ) seems to be a good slot . however , i am open most of the day on 12 / 6 so if some other time slot is prefered on your end , please let me know . thanks again . i look forward to talking to you and your colleagues . jingming on tue , 28 nov 2000 shirley . crenshaw @ enron . com wrote : > good afternoon jingming : > > professor wolak forwarded your resume to the research group , and > they would like to conduct a telephone interview with you , sometime next > week , at your convenience . the best days would be tuesday , 12 / 5 or > wednesday , 12 / 6 . > > please let me know which day and what time would be best for you and > they will call you . let me know the telephone number that you wish to be > contacted at . > > the interviewers would be : > > vince kaminski managing director and head of research > vasant shanbhogue vice president , research > lance cunningham manager , research > alex huang manager , research > > look forward to hearing from you . > > best regards , > > shirley crenshaw > administrative coordinator > enron research group . > 713 - 853 - 5290 > > > jingming " marshall " yan jmyan @ leland . stanford . edu department of economics ( 650 ) 497 - 4045 ( h ) stanford university ( 650 ) 725 - 8914 ( o ) stanford , ca 94305 358 c , economics bldg if one seeks to act virtuously and attain it , then what is there to repine about ? - - confucius _ ? oo ? ? ooo ? ? t xo - ? ? - - ? ? | 0 |
Subject: re : book notes vince : look forward to meeting you . . . amy vince j kaminski @ ect 07 / 24 / 2000 08 : 33 am to : amy oberg / hou / ees @ ees cc : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect subject : re : book notes amy , i received your voice - mail message . i was traveling last week and unable to answer it directly . i shall be glad to join you on thursday for the presentation ( 3 p . m . on my calendar ) . vince | 0 |
Subject: re : weather and energy price data dear dr . kaminski : thank you very much for the natural gas information . the electricity price is also definitely of great help if it can be available . could you kindly please let me know the contact information for ft or megawatt daily ? i will contact them asap to get their permission for the access of the price data . thank you very much and have a great day ! mulong on mon , 16 apr 2001 vince . j . kaminski @ enron . com wrote : > > mulong , > > we shall send you natural gas henry hub prices right away . > please look at the last winter and the winter of > 95 / 96 . > > we shall prepare for you the electricity price > information ( cinergy , cobb and palo verde ) but > you have to approach ft ( the publishers of > megawatts daily , a newsletter that produces the price > index we recommend using ) and request the permision > to use the data . we are not allowed to distribute > this information . > > please , explain that this is for academic research and that > we can produce the time series for you , > conditional on the permission from the publishers > of megawatts daily . > > vince kaminski > > > > > mulong wang on 04 / 15 / 2001 03 : 43 : 26 am > > to : vkamins @ ect . enron . com > cc : richard macminn > subject : weather and energy price data > > > dear dr . kaminski : > > i am a phd candidate under the supervision of drs . richard macminn and > patrick brockett . i am now working on my dissertation which is focused on > the weather derivatives and credit derivatives . > > could you kindly please offer me some real weather data information about > the price peak or plummet because of the weather conditions ? > > the past winter of 2000 was very cold nationwide , and there may be a > significant price jump for natural gas or electricity . could you > please offer me some energy price data during that time period ? > > your kind assistance will be highly appreciated and have a great day ! > > mulong > > > > > > > > > > | 0 |
Subject: meeting on the 20 th of march robert , this is to confirm the meeting on march the 20 th at 9 : 00 a . m . enron will be represented by bill bradford , bryan seyfried , , vasant shanbhogue and myself . could you , please , advise me what is the best hotel where we could stay overnight , close to your location ? vince kaminski enron corp . 1400 smith street , room 1962 houston , tx 77251 - 1188 phone : ( 713 ) 853 3848 fax : ( 713 ) 646 2503 e - mail : vkamins @ enron . com | 0 |
Subject: re : transport model ken and greg , the gamma and cross gamma from our spread option appear to be correct . one anomaly i found is the price change as function of maturity , see attached figure . it is odd , isn ' t it ? and the seeming gamma anomaly is largely because of this . zimin enron north america corp . from : kenneth shulklapper 08 / 07 / 2000 11 : 40 am to : zimin lu / hou / ect @ ect cc : subject : transport model zimin , i have been looking at the new transport model and there are some returns in the greek calculations that i am not comfortable with . i have looked through the formulas and do not see inconsistencies , but we are getting significantly higher gamma values in ' out years ' than in the ' near months / years ' . rho also seems to be very high throughout the curve . we are prepared to release this model to be used on the floor , but would like you to sign off on the calculations . i know that you have a meeting on this on wednesday , and wanted to get you the model to review early . a good example that i am talking about is on the tab " longterm 9 " . this is the kingsgate to malin deal that we worked on previously . please give me ( or greg couch ) a call with any questions . thanks . ken 3 - 7009 - - - - - - - - - - - - - - - - - - - - - - forwarded by kenneth shulklapper / hou / ect on 08 / 07 / 2000 10 : 58 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : victor guggenheim 08 / 07 / 2000 10 : 54 am to : kenneth shulklapper / hou / ect @ ect cc : subject : transport model | 0 |
Subject: wharton interviews - - - - - - - - - - - - - - - - - - - - - - forwarded by kristin gandy / na / enron on 01 / 30 / 2001 03 : 19 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : kristin gandy 01 / 29 / 2001 05 : 32 pm to : jeremy blachman / hou / ees @ ees cc : bryan kite / enron communications @ enron communications , michele nezi marvin / enron communications @ enron communications subject : wharton interviews this is a request for your interview participation . the associate program will be on the wharton , mba campus interviewing summer associate interns next week . due to business reasons , previously scheduled interviewers from the wharton team have had to cancel their participation . currently , i need two interviewers for monday , february 5 th and two interviewers for tuesday , february 6 th . please let me know of your availability . campus interviews are scheduled as follows : place : rittenhouse hotel 210 west rittenhouse square philadelphia , pa 19103 date : monday , february 5 th tuesday , february 6 th day one interviews day two interviews time : 8 : 30 a . m . to 5 : 00 p . m . 8 : 30 a . m . to 4 : 00 p . m . interviewers : bryan kite - confirmed michele nezi marvin - confirmed in the event that you have scheduling conflicts and cannot participate , any referrals at the director or vp level would be greatly appreciated . as always , thank you for your time and please contact me @ ext . 5 - 3214 if you have any questions . kristin gandy associate recruiting | 0 |
Subject: re : storage book . . . hi stinson , shales ' initial in road to ebs was through david cox ( after vince ' s suggest to talk to david , i think ) . what shalesh did at the time was to put a four page concept on trading storage as a commodity in the new networked world . he has keen interest in such an idea and has done some work . he will be a good fit unless that person has to be in ebs under jean etc . . . . if so , we are not ready to let shalesh go ! he can support that effort , but i need him to get the supply & demand work in real - time user friendly form for jean ' s traders before shalesh ventures onto something else . i did promising that i will get him involved in some juicy stuff like new product / deals etc . . . . this may be his non - it stuff that he can do . . . . . what do you think ? ravi . stinson gibner @ ect 02 / 18 / 00 10 : 10 am to : ravi thuraisingham / enron communications @ enron communications cc : vince j kaminski / hou / ect @ ect subject : storage book . . . ravi : samer and i met this morning with sara ledbetter . she is starting the groundwork for setting up a storage book and a streaming book for tracking the e - powered products positions . they are having a meeting on next tuesday to discuss this . samer will attend . this is a good opportunity to start compiling the data that we will need for some of john grieblings questions . - - stinson p . s . sara also asked if we knew anyone who would be interested in managing the storage book . any suggestions ? | 0 |
Subject: re : dabhol report narottam , i have in fact not received a copy of the report . was this something you sent by e - mail ? if so , please resend it to me so that i could make the appropriate comments . please do this asap , since i have been waiting for this report to give my comments for some time now . regards , sandeep . " narottam aul " on 05 / 06 / 2001 08 : 25 : 53 pm please respond to to : cc : subject : dabhol report sandeep trust you have had the opportunity to review the draft of the dabhol report that was sent on 24 april 2001 . i assume that the circulation of the report to the relevant people within dabhol and enron has been done at your end . it will be helpful if all comments are collated and send through you . the report can then be amended to incorporate your comments and a final version sent for your records . we would very much to close the assignment with the completion of the report . please do let me know , if we can do any further analysis and sensitivities to assist enron and dabhol in the existing phase of discussions with mseb and the state government . best regards narottam narottam aul henwood energy services inc . 26 greenhill road wayville sa 5034 australia tel : + 61 8 8179 2006 fax : + 61 8 8179 2099 mobile : 0421 061 016 | 0 |
Subject: re : part - time work vince , zimin and i talked briefly about the part - time work this morning . to recap ; i am willing to work 20 hours a week , however , i expressed my concern about commuting every week . i asked if commuting once every two weeks ( and work out of austin every other week ) would be acceptable . as to the term of the work , i suggested a 3 - mo period ( i have yet not talked to international office which arranges work authorization using curricular practical training of which i have used up 9 months already ) , i might run into problems if i ask for more . i also mentioned that i would do my best to accomodate your preferences . we did not discuss any other details . i shall be awaiting for your response on this matter . best , - - - - - - - - - oooo - - - - - oooo - - - - - - - - - - cantekin dincerler doctoral candidate the university of texas at austin graduate school of business department of finance office : ( 512 ) 471 - 1676 fax : ( 512 ) 471 - 5073 home : ( 512 ) 472 - 5356 cell : ( 512 ) 680 - 5355 http : / / uts . cc . utexas . edu / ~ cantekin - - - - - - - - - - - - - oooo - - - - - oooo - - - - - - - - - - > - - - - - original message - - - - - > from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] > sent : monday , september 18 , 2000 5 : 50 pm > to : cantekin @ mail . utexas . edu > cc : vince . j . kaminski @ enron . com > subject : re : part - time work > > > > cantekin , > > i shall call you tomorrow to discuss the details . > > vince > > > > > > " cantekin dincerler " on 09 / 18 / 2000 > 02 : 59 : 41 pm > > please respond to > > to : > cc : > subject : part - time work > > > hi vince , > > i promised to get back to you on the part - time work issue . > sorry for the > delay , i got back to austin only last week . i talked to ehud > about this and > he is ok with it . just wanted to let you know . > > best , > > - - - - - - - - - oooo - - - - - oooo - - - - - - - - - - > cantekin dincerler > > doctoral candidate > the university of texas at austin > graduate school of business > department of finance > office : ( 512 ) 471 - 1676 > fax : ( 512 ) 471 - 5073 > home : ( 512 ) 472 - 5356 > cell : ( 512 ) 680 - 5355 > http : / / uts . cc . utexas . edu / ~ cantekin > - - - - - - - - - - - - - oooo - - - - - oooo - - - - - - - - - - > > > > > > > | 0 |
Subject: re : congratulations vince , congratulations to you too ! in my mind you ' ve always been an md , they ' re just officializing it now . thank you very for all your help and support . - - anthony vince j kaminski 01 / 11 / 2000 10 : 05 am to : anthony dayao / hou / ect @ ect cc : subject : congratulations anthony , congratulations . well deserved . i am very happy for you . better late than never . vince | 0 |
Subject: re : risk ' s advanced stress testing course dear all , i have been asked to give a talk on the use of copulas in stress testing at a risk conference . as i don ' t really work directly on those sorts of things anymore i would need some help putting anything together - i am happy with the theory , i would just need to present some results . it is a risk conference in london / new york in february . if i can ' t accept it soonish i ' ll have to turn it down . the organiser has another person in mind and i don ' t want to give a rubbish talk . regards , sharad agnihotri please respond to " jean - pierre doggett " to : cc : subject : risk ' s advanced stress testing course dear sharad , i attach a copy of the draft programme - please feel free to suggest any amendments . to give you some context , we ' re pitching the course at more senior risk managers who are familiar with standard stress testing techniques so the content must be a significant step further e . g . alternative approaches , incorporating credit risk etc . my number is at the bottom of this message . thanks for your help , j - p jean - pierre doggett risk conference producer risk waters group phone : + 44 ( 0 ) 20 7484 9813 fax + 44 ( 0 ) 20 7484 9800 e - mail : jpdoggett @ riskwaters . com www . riskwaters . com - stress testing draft . doc | 0 |
Subject: re : enron / stanford program vince , i have managed to change my ticket and we can meet for dinner on sunday 10 / 15 / 00 . shall we say at 7 pm ? > > > > giuseppe : can you please join us for dinner on sunday 10 / 15 . we ' d like to briefly discuss the project too . could i please ask you to make reservations for 3 at il fornaio or some other nice place in palo alto ? preferably a quiet place where we can talk . > nick , > > dinner on sunday would work for me . i shall stay > in the bay area till monday morning . > > vince > > nick bambos on 09 / 28 / 2000 08 : 33 : 38 pm > > to : vince . j . kaminski @ enron . com > cc : > subject : re : enron / stanford program > > hi vince , > > i am on the technical program committee of the infocom 2001 conference , > and we are meeting in new york city on saturday , october 14 th , to select > papers for the conference program . i ' m leaving stanford on friday and > getting back on sunday . > > it might be a possibility to have dinner together on sunday , if that would > work for you . in that case i would have to reschedule my flight to land > in sfo earlier than i ' m currently scheduled to land . > > would dinner on sunday work for you ? any chance we can meet monday for > lunch ? > > i look forward to seeing you . > > best regards , > > nick > > vince . j . kaminski @ enron . com wrote : > > > > nick , > > > > i shall be in stanford oct 14 - 15 , visiting my family . > > i would be glad to meet you ( and possibly giuseppe - your call ) for > lunch . > > please , let mer know if you are free on one of these days . saturday would > > work better for me . > > > > vince > > > > nick bambos on 09 / 21 / 2000 02 : 09 : 46 pm > > > > to : stinson . gibner @ enron . com > > cc : vince . j . kaminski @ enron . com > > subject : re : enron / stanford program > > > > stinson , > > > > great ! i ' m looking forward to a very productive collaboration . > > i ' ll immediately start doing giuseppe ' s papers , for him to work > > on the enron / stanford program . > > > > many thanks to you and vince , and i hope to see you soon at stanford > > or enron . if i remember correctly , vince is visiting stanford in > > october . > > > > best regards , > > > > nick > > > > stinson . gibner @ enron . com wrote : > > > > > > nick , > > > > > > i spoke with paul racicot , head of trading for ebs , north america this > > > morning . he said that he is happy to send the $ 100 , 000 for your > program > > > from his budget . i have forwarded to him the draft letter to > accompany > > > the funds and will try to follow up to make sure that the money is sent > > > promptly . > > > > > > - - stinson | 0 |
Subject: breckenridge offsite hello all : fyi . the breckenridge offsite has officially been cancelled . sheryl lara and i are notifying everyone today . thanks . shirley | 0 |
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