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Subject: fw : notes for var course > - - - - - original message - - - - - > from : mccarthy , jane j > sent : wednesday , 25 october 2000 16 : 55 > to : ' vkaminski @ aol . com ' > subject : notes for var course > > dr . kaminski , > > i attended your var course in sydney in july , but when i went back to look at the notes recently i found that i am missing some sections ( e . g . optimal techniques for measuring var , using monte carlo techniques to accurately calculate var , evaluating the impact of volatility and extreme values on var ) . would you be able to send me a copy of your notes , as i am about to embark on a var modelling exercise and i am sure they would be very useful . > > regards , > jane mccarthy > manager market risk > bhp co . pty ltd . > lvl . 45 , 600 bourke street > melbourne , vic 3000 > australia > > ph : 613 9 609 3860 > fax : 613 9 609 3861 > email : mccarthy . jane . j @ bhp . com . au > > > eom notice - this message contains information intended only for the use of the addressee named above . it may also be confidential and / or privileged . if you are not the intended recipient of this message you are hereby notified that you must not disseminate , copy or take any action in reliance on it . if you have received this message in error please notify postmaster @ bhp . com . | 0 |
Subject: thank you ! fyi from valeria . - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 09 / 12 / 2000 10 : 03 am - - - - - - - - - - - - - - - - - - - - - - - - - - - valeria . i . stone @ exxon . sprint . com on 09 / 12 / 2000 09 : 59 : 37 am to : shirley . crenshaw @ enron . com cc : subject : thank you ! date : september 12 , 2000 from : stone , v . i . ( valeria ) vistone - americas to : ext - shirley . crenshaw ( a ) enron . co shirlecl - fpexmail subject : thank you ! dear shirley , can you please forward this thank you note to kevin kindall , grant masson , tanya tamarchenko and vince kaminski for me . dear kevin , grant , tanya , and vince : i just wanted to thank you for the time you shared with me on friday , september 8 th , regarding employment opportunities with enron . i enjoyed meeting with you and discussing your company ' s structure and mission as well as the objectives of the research group . i was impressed by the fast - paced environment and dedication that were displayed by your group . it is apparent to me that your group greatly contributes to the overall success of enron . i am looking forward to hearing from you soon . sincerely , valeria stone - - - - - original message - - - - - from : ext - shirley . crenshaw ( a ) enron . co sent : thursday , september 07 , 2000 10 : 27 am to : stone , v . i . ( valeria ) subject : re : informal exploratory interview with enron research group valeria : 3 : 30 pm tomorrow the 9 th will be fine . we will have to change the schedule a little bit , but i believe it will work . kevin kindall 3 : 30 pm grant masson 4 : 00 pm tanya tamarchenko 4 : 30 pm vince kaminski 5 : 00 pm same scenario - upon arrival in the lobby go to the security desk and ask for me . i will meet you in the lobby of the 19 th floor . thanks so much for your flexibility ! shirley crenshaw valeria . i . stone @ exxon . sprint . com on 09 / 07 / 2000 08 : 56 : 24 am to : shirley . crenshaw @ enron . com cc : subject : re : informal exploratory interview with enron research group date : september 7 , 2000 from : stone , v . i . ( valeria ) vistone - americas to : ext - shirley . crenshaw ( a ) enron . co shirlecl - fpexmail subject : re : informal exploratory interview with enron research group sure , tomorrow is fine with me . is it possible to schedule it at 3 : 30 pm ? and i am sure it is not an easy task to fit the schedule of several people to be available at the same time window . so please feel free to let me know if you will need to do another time adjustment . - - - - - original message - - - - - from : ext - shirley . crenshaw ( a ) enron . co sent : thursday , september 07 , 2000 9 : 47 am to : stone , v . i . ( valeria ) subject : re : informal exploratory interview with enron research group valeria : please do not think we are always this unorganized , but things just seem to be happening right now and it is disrupting everyone ' s schedule . would you possibly be able to come tomorrow the 8 th ? kevin kindall will not be here on the 15 th and he would definately like to interview you . then vince kaminski will be gone for two weeks after the 15 th . it seems like tomorrow might be the best time for everyone , if it is for you . we can begin the interviews at 3 : 00 pm and probably end them at 5 : 00 or 5 : 30 pm . please let me know . thanks so much for your understanding . [ stone , v . i . ( valeria ) ! : regards , shirley crenshaw valeria . i . stone @ exxon . sprint . com on 09 / 07 / 2000 07 : 46 : 13 am to : shirley . crenshaw @ enron . com cc : subject : re : informal exploratory interview with enron research group date : september 7 , 2000 from : stone , v . i . ( valeria ) vistone - americas to : ext - shirley . crenshaw ( a ) enron . co shirlecl - fpexmail subject : re : informal exploratory interview with enron research group [ stone , v . i . ( valeria ) ! 0 definitely - any of these days sound good to me . the only concern that i have , is that i have my graduate class on thursday night at 6 pm which is september the 14 th . so if you will schedule the interview on the 14 th of september , i would need to leave around 5 : 15 pm so i could attend my class . it actually might be more convenient for me to meet with the interviewers on the 15 th of september . if this day does not fit the schedule of any of the interested in interviewing individuals , i surely will be able to meet with them on the 14 th . i will be looking forward to your reply . sincerely , valeria stone - - - - - original message - - - - - from : ext - shirley . crenshaw ( a ) enron . co sent : wednesday , september 06 , 2000 4 : 32 pm to : stone , v . i . ( valeria ) subject : re : informal exploratory interview with enron research group valeria : would you be able to do the interview on the 14 th or 15 th instead of the 13 th ? vince kaminski , who would really like to interview you , has been called out of town on the 13 th . he will be back on the 14 th . also grant masson is conducting an options seminar on the 13 th and would not be able to interview you until after 5 : 00 pm . please let me know if we can just push the interview to the same time frame only on the 14 th or 15 th . thanks ! shirley crenshaw 713 - 853 - 5290 | 0 |
Subject: re : visit to enron by professor nalin kulatilaka of boston university hi iris : may 17 th is fine . he will probably need to come in the night before ( the 16 th ) and he can make a hotel reservation at the doubletree or the hyatt and tell them he is a guest of enron and he will get a corporate rate . we will reimburse him for room expense only . he will need to pick up any miscellaneous room charges . we will also reimburse him for his flight expense and cab fare . the doubletree telephone # is : 713 - 759 - 0202 and the hyatt telephone is : 713 - 654 - 1234 . he can either leave his receipts with me when he is here or mail them to me and i will have a check cut . i will need his ss # . if you have any more questions , please let me know . thanks ! shirley from : iris mack / enron @ enronxgate on 04 / 20 / 2001 04 : 32 pm to : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , shirley crenshaw / houston / eott @ eott cc : nalink @ bu . edu @ smtp @ enronxgate subject : re : visit to enron by professor nalin kulatilaka of boston university hi shirley , vince has requested that we invite professor nalin kulatilaka of boston university to speak at one of our thursday group luncheons / seminars . nalin says he is available to speak on may 17 th . can you let me know if this is okay , and what the procedure is for invited speakers . thanks and have a good weekend , iris | 0 |
Subject: re : recent hardware repair joe , we are extremely pleased with the support we receive from your team . the problem was fixed very quickly . vince from : joe langston / enron @ enronxgate on 04 / 27 / 2001 11 : 31 am to : vince j kaminski / hou / ect @ ect cc : subject : recent hardware repair vince , recently the hardware services team performed work on a piece of equipment for you . the technician that performed the work was jd marter , and this is just a follow up to insure that your problem was resolved . it is our goal to provide you with the best service possible , so please feel free to respond to this email if you have any comments that may help us provide you better service in the future . attached you will find a work log detailing what was done to resolve your issue . if you have any questions , or if the problem is not completely resolved please feel free to contact me . thank you , joe langston team lead hardware services office : 713 - 345 - 8883 cell : 713 - 545 - 5912 pager : 877 - 239 - 2794 | 0 |
Subject: re : suggestion : implementing var based on non - normal log - returns simulations everybody , we were talking for a while about using non - normal distributions in the monte - carlo simulations in our var model . i put together some suggestion regarding this . the text is under o : \ _ dropbox \ tanya \ non _ normal _ logs . doc look through this 3 page document , and let me know what you think , please . tanya | 0 |
Subject: re : lng " book " meeting doug , we were trying to get everybody together for today but with no luck . wednesday next week is the first feasible date . sorry for that . vince doug arnell @ enron _ development 08 / 29 / 2000 01 : 59 pm to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski @ ect subject : re : lng " book " meeting i ' m assuming that this meeting is tomorrow ( wednesday the 30 th ) not next wednesday . shirley crenshaw @ ect 08 / 29 / 2000 09 : 06 am to : sally beck / hou / ect @ ect , eric groves / hou / ect @ ect , doug . arnell @ enron . com , vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect cc : subject : lng " book " meeting hello everyone : the next lng " book " meeting has been scheduled for wednesday , september 6 at 2 : 00 pm in ebl 9 c 2 . thanks ! shirley crenshaw 3 - 5290 | 0 |
Subject: transport model andy , the scale effect in the transport model can be explained . i use a european option to do the illustration . i raise the underlying and strike price by the same amount , use the fuel percentage to adjust the strike . the net result is the intrinsic value decreases as the level goes up . if the fuel percentage is not very high , the option premium actually increases with the level , although the intrinsic value decreases . if the fuel percentage is very high ( > 8 % ) , then we see a decreasing option price . in the transport deal , fuel change is often below 5 % , so you will not see a decreasing spread option price when nymex moves up . so i think the transport model still does what it should do . zimin in the following exmaple , i used r = 6 % , vol = 20 % , t = 100 days , see spreadsheet for details . - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 10 / 20 / 2000 01 : 24 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - zimin lu 10 / 20 / 2000 10 : 45 am to : andrew h lewis / hou / ect @ ect cc : colleen sullivan / hou / ect @ ect , stinson gibner / hou / ect @ ect subject : level effect in transport andy , the following spread sheet domenstrates the leve effect in transport valuation . i add an " nymex add - on " to both delivery and receipt price curve before fuel adjustment , keep everything else the same . the transport value ( pv of the spread options ) increases when nymex add - on increases . i can visit you at your desk if you have further question . zimin | 0 |
Subject: re : project tracking database access hi sandy : yes he does . actually in our group meeting today , vince kaminski said that he wants most of his group to have access . i believe stinson gibner is working on the list . is there a way we could submit a request to incorporate a list of people to give them access ? they would need writing access also . thanks ! shirley from : enron messaging security @ enron 11 / 30 / 2000 03 : 26 pm to : shirley crenshaw / hou / ect @ ect cc : subject : project tracking database access shirley , the default access is read only . does this person need more rights , i . e . editor ? thanks , sandy - - - - - - - - - - - - - - - - - - - - - - forwarded by enron messaging security / corp / enron on 11 / 30 / 2000 03 : 24 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - security resource request system application line item pending provider processing application name : unlisted lotus notes appliction how to process this request . . . for : kenneth parkhill / na / enron request type : grant comments : efc \ research \ projtrak . nsf - needs access to project tracking database click . if you wish to approve this request , select " approve " in the dialog box . otherwise , select " reject " . enter comments ( if any ) . provider approval section provider ( s ) : enron messaging security / corp / enron status : e - mail message : comments : sr general request : scrw - 4 rjl 94 requested by : shirley crenshaw / hou / ect phone : 3 - 5290 company : 0413 rc # : 107043 priority : normal application icons added : expiration date : unix db required : no network login id : kparkhil unix login id : required information : general comments kenneth parkhill is a new research employee that needs access to the project tracking database editing history ( only the last five ( 5 ) are shown ) edit # past authors edit dates 1 2 information risk management enron messaging security 11 / 29 / 2000 02 : 47 : 37 pm 11 / 30 / 2000 10 : 00 : 43 am | 0 |
Subject: operational risk iconference " the person who goes farthest is generally the one who is willing to do and dare . the sure - thing boat never gets far from shore . " - - dale carnegie erisk is pleased to announce an iconference on practical methodologies for operational risk management keynote speaker : tony peccia , vice president of operational risk at cibc followed by a panel discussion , which will include the following distinguished panelists : marcelo cruz , director of operational risk at ubs ag tony peccia , vice president of operational risk at cibc karim rajwani , senior manager of operational risk at royal bank of canada when : thursday , december 14 at 12 noon est / 5 p . m . london time . topics to be covered : the battle between " quantitative " and " qualitative " approaches , measuring the success of operational risk management , applying large institution methodologies to smaller institutions , and much more . recommended background reading : the operational risk piece in our risk jigsaw you will need to log in to be able to click through to this tutorial , which features insights from " expert witnesses " ( including panelist marcelo cruz ) , the 12 steps of the operational risk management process , and links to additional resources . registration : this conference is totally free , and you can participate by using any computer with internet access and a telephone . you will need to register for this conference in advance by clicking here if you have any questions regarding our iconferences , please send email to iconferences @ erisk . com see you at the iconference ! your friends at erisk . com ( formerly erisks . com ) p . s . the archived slides , polling results , and real - time replays of our previous iconferences , including our last iconference on compensation for risk managers , can be accessed here free of charge . your email : [ vkamins @ enron . com ] is in our erisks . com mailing list . if you wish to unsubscribe from future mailings , please forward this message to : unsub _ opriskl @ email . erisks . com to subscribe , please forward this message to sub _ opriskl @ email . erisks . com [ image ] | 0 |
Subject: address for recommendations vince , please forward the recommendations to the following address : 2569 windbreak dr . alexandria , va 22306 don ' t forget to label each envelope , e . g . " columbia " , etc . , and to sign each envelope over the adhesive seal . i must receive the package before the new year in order to meet the submission deadline . thank you for your time , and happy holidays . - hector | 0 |
Subject: course outlines jeff , i am sending you a draft of the outline of the course on energy derivatives . i would appreciate your comments before i finalize it . by the way , did we agree on the time schedule for the class ? tuesday or thursday evening would work for me . vince | 0 |
Subject: approval is overdue : access request for mark . breese @ 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 : 000000000005820 approver : stinson . gibner @ enron . com request create date : 10 / 26 / 00 2 : 27 : 45 pm requested for : mark . breese @ enron . com resource name : \ \ enehou \ houston \ common \ research - [ read / write ] resource type : directory | 0 |
Subject: information you requested from economic capital iconference thank you for requesting information about our products during the registration for the recent erisk iconference on economic capital . please click on the link below to read an overview of our offerings in the areas of analytics , consulting , and risk transfer : note : if you can ' t open this pdf , you need to upgrade to the new version of adobe acrobat reader at additional materials : read a case study about implementation of our erisk analytics at cobank : read a case study about implementation of p & c raroc at the st . paul companies : if you would like to speak directly with an erisk representative , please contact angela isaac at aisaac @ erisk . com regarding consulting and risk transfer projects and murray nash at mnash @ erisk . com to learn more about our erisk analytics product . regards , erisk client services this is a one - time mailing only . to subscribe to our regular email newsletter , please register at if you received this mailing in error , please email info @ erisk . com with " unsubscribe " in the subject line . | 0 |
Subject: re : jcc kevin , thanks for the heads - up . i ' m doing face - time with a customer on wednesday , but i ' m in all day tomorrow , thursday and friday ( i ' ve a got a deadline to meet this pm ) . when would it be convenient to meet , and could we do it early in the morning so as to be able to conference ansguman srivastav ( enron india ) into the meeting ? regards , marc kevin kindall @ enron 10 / 30 / 2000 10 : 55 am to : marc de la roche / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect subject : jcc good morning . i apologize for the response delay . i ' ve gone back through the analysis that i did back in april , and have thrown around some ideas with vince and stinson . the issue may be summarized as follows . the hedge relationship was derived using jcc and prompt brent , and is valid for jcc and prompt brent . no problems here . however , it will not be valid for points far out on the forward curve . intuitively , this hedge relationship will approach one as we move far out on the curve , but since there is no data , i can not statistically determine this . one can imagine a term structure of heding ratios that start at 0 . 67 and move to 1 . 0 , so that the back end of the curves would move together , but how fast it converges to one is anyone ' s guess . if there is a way of determining the historical jcc forward curve , then the hedge relationships may be estimated . however , i have been unable to determine a rigorous approach to building the jcc curve . i can explain this far better in person , and would like to talk as soon as possible at your convenience . - kevin kindall | 0 |
Subject: order confirmation thank you for your order . instructions regarding any electronic product purchases and a full order summary are listed below , beginning after the special announcement . special announcement introducing hbr onpoint , an indispensible new resource from " harvard business review " that makes it faster and easier to put important management thinking to work . hbr onpoint gives you : * a quick overview of critical management concepts * different experts ' views on a given topic * the context critical for sharing and applying the knowledge you ' ve acquired to learn more and pick up a free article overview , visit our web site : your order contains adobe acrobat files . you can download and print these files by using the temporary url listed below . the url will expire in 24 hours . feel free to use the url from your office or home computer . to go immediately to the temporary web page , click on the link below , or copy and paste the url in to your browser . below you will find your order information . if you have any questions concerning this order , please e - mail us at orderreceipt @ hbsp . harvard . edu ( or just reply to this message ) . for technical inquiries , email us at techhelp @ hbsp . harvard . edu your order reads as follows : - - - - - - - - - - - - - - - - - - - - - - - - - - - - customer ' s web id : 299070 sold - to no : a 49227 sold - to information : first name : wincenty last name : kaminski institution / company name : enron corp job title : managing director mail stop / dept . : ebl 962 address : 1400 smith address : city : houston state : tx zip / postal code : 77002 country : united states email address : vkamins @ enron . com phone number : 713 853 3848 fax number : 713 646 2503 attn : name of person who placed order : wincenty kaminski - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - bill - to information : first name : wincenty last name : kaminski institution / company name : enron corp job title : managing director mail stop / dept . : ebl 962 address : 1400 smith address : city : houston state : tx zip / postal code : 77002 country : united states email address : vkamins @ enron . com phone number : 713 853 3848 fax number : 713 646 2503 attn : - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - ship - to information : first name : wincenty last name : kaminski institution / company name : enron corp job title : managing director mail stop / dept . : ebl 962 address : 1400 smith address : city : houston state : tx zip / postal code : 77002 country : united states email address : vkamins @ enron . com phone number : 713 853 3848 fax number : 713 646 2503 attn : - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - order prod . # product title quantity price total 98506 strategy as a portfo . . . 1 $ 5 . 50 $ 5 . 50 97305 what ' s it worth ? : a . . . 1 $ 5 . 50 $ 5 . 50 97306 using apv : a better . . . 1 $ 5 . 50 $ 5 . 50 sub - total : $ 16 . 50 surcharge : $ 0 . 00 shipping and handling : $ 0 . 00 gst : $ 0 . 00 tax : $ 0 . 00 grand total : $ 16 . 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - total due : $ 0 . 00 ( pre - paid by visa ) shipping method : non - shippable , pdfs * please note that there is applicable sales tax in ca , ct , il , ma , md , and tn for the products you have ordered . if you are ordering from one of these states , the amount shown on your invoice and / or credit card statement will be slightly higher than the total listed above , to reflect the applied sales tax . * listservs are a great way to keep up with what ' s going on at the harvard business publishing web site . right now , we offer 3 alerts : management alert , strategy alert , or hr / training alert . each of these e - mail combines a specially selected excerpt with announcements of new and bestselling products from ourextensive catalog . you can also find out what ' s coming up in both harvard business review and harvard managementupdate newsletter . to subscribe to one or more of these free services , follow the link below . and thank you for ordering from harvard business school publishing , the power of ideas at work . | 0 |
Subject: re : energy course julie , no objections . please , include our names . vince " julie " on 05 / 05 / 2000 04 : 22 : 29 am to : vince j kaminski / hou / ect @ ect cc : subject : energy course dear vince , thanks for attending the energy derivatives course , and i hope you found it valuable . there ' s been some interest from other course attendees to put together a contact list and distribute it to one another . i ' m contacting you to see if you or zimin lu have any objection to being included on the list . we will include only details that you approve , such as name , company name , address and email if you wish . we would like to send out the list early next week , so please let us know . thanks , julie ps - how ' s the chapter ? - attl . htm | 0 |
Subject: rice course vince i am an adjunct professor at rice , working with wil uecker in executive education . with your concurence , i would like to sit in your energy derivatives course . i understand from wil that there are 38 students registered for the course . if you consent , would you let me know what material i need . thank you , dennis w . loughridge 713 - 348 - 2812 | 0 |
Subject: meeting at wharton i am out of the office next week . please send details on the meeting at wharton to my assistant , danielle dees . she will make my travel arrangements . i believe you were recommending a hotel as well . | 0 |
Subject: luigi zingales seminar on april 27 rice / enron finance seminar participants : luigi zingales will present a paper co - authored with raghuram g . rajan , entitled " the great reversals : the politics of financial development in the 20 th century . " ? the full text of the paper is available in pdf form on the seminar website : http : / / www . ruf . rice . edu / ~ jgsfss the baton for organizing the seminar series has been passed from barbara ostdiek to myself . ? if you have questions regarding the series , please contact me ( wangfa @ rice . edu or 713 - 348 - 5404 ) . as we have done in the past , we will post the abstract and a downloadable version of the paper ( if available ) to the website a week or two before the seminar . ? the website will also provide a link to the speaker ' s homepage so you can access his or her biographical information . ? if the paper is not available at the website , i will send a hardcopy to interested jones school faculty , to felecia jones ( economics ) , sorin sorescu ( university of houston ) , and vince kaminski ( enron ) . i will e - mail an announcement before each seminar , reminding you of the seminar date , time , and location . ? the distribution list will include everyone that receives this e - mail . ? please let me know if you would like to be deleted from the mailing list or if you know of someone who should be added . albert fu - kuo albert wang assistant professor jones graduate school of management - - ms 531 ? rice university ? 6100 main street ? houston , tx 77005 ? phone : 713 - 348 - 5404 ? fax : ? ? ? ? 713 - 348 - 5251 email : wangfa @ rice . edu http : / / www . ruf . rice . edu / ~ wangfa / | 0 |
Subject: last day , contact numbers , etc . hi guys ! as most of you know by now today is my last day at enron north america . it has been really great few months and maureen has most graciously put up with my school and exam schedule . as today is also my graduation from the university of houston , i don ' t have any formal reasons to remain in houston and will be heading to the misty albion to work for enron europe as soon as my work permit for the uk is ready . the latter is still a mystery but is anticipated some time in early february . right now i am planning to come back to houston middle of january to wait for the work permit and sell my car , some furniture , etc . ( stay tuned for great deals : - ) so , i will be back to see you guys . if you miss me too much try to find consolation in miss yana kristal , a u of h student of slavic origin , who will be taking over my responsibilities starting early january . i know i will miss you and am planning to sneak in the video conferencing room during the thursday meetings . i know it won ' t be the same , but it ' s better than nothing . or you can start planning that trip to london . . . below are the numbers where if you can ' t reach me there will be information where i might be . phone numbers : houston : 713 - 213 - 7733 - cell come back to houston january 15 ( depending on how the work permit is coming ) . have very , very happy holidays and a great millenium ! martina | 0 |
Subject: interview with the enron research group hello mr . kudin : vince kaminski has asked me to schedule interviews for you with some of the research group . however , tuesday , the 8 th is not a good day for everyone as we will need approximately 3 hours . could you do it thursday afternoon may 10 th ? we could start at 1 : 00 pm and be through by 4 : 00 pm . the interviewers would be : vince kaminski managing director stinson gibner vice president krishna krishnarao vice president tanya tamarchenko director zimin lu director alex huang director please let me know if this will work for you . if so , i will need you to forward me a copy of your resume . regards , shirley crenshaw administrative coordinator enron research group 713 - 853 - 5290 email : shirley . crenshaw @ enron . com | 0 |
Subject: interesting article about enron in japan ' s electricity newspaper japan ' s electricity newspaper ( " denki shimbun " , the equivalent of megawatt daily ) has been running a series of articles about the new century . several of these have focused on the power industry in the u . s . a friend of mine ran across one on enron that was published on april 13 and sent it to me . i thought you would find it interesting . the article focuses on ees in particular and about how we try to succeed by being first to meet our clients ' changing needs . it also describes how we use derivatives and risk management to reduce costs and stay competitive . the article also briefly mentions the new office in japan . the most interesting thing about the article is how incredibly positive it is about enron . given what i have read and heard about how nervous the japanese are about deregulation of the industry , i really did not expect such praise . denki shimbun also has a web site at " www . shimbun . denki . or . jp " . they have small summaries of the important articles of the day ( the site , however , is completely in japanese ) . another interesting site is " www . criepi . denken . or . jp " , the english home site of japan ' s central research institute of electric power industry ( denryoku chuo kenkyuujou ) . the site has many links to other english - language sites related to the power industry in japan . regards , eugenio | 0 |
Subject: job application dear dr . kaminski , i currently hold a post - doctorate position in the mathematics department at the university of texas at austin ( with a ph . d . in theoretical physics ) . although my position here is renewable until summer 2001 , i would like to move on to a more dynamic field where i can still use my analytical skills and mathematical knowledge . since attending a series of lectures on mathematical finance given by dr . marc potters last summer i started studying the subject on my own and found it intriguing and challenging . i am interested in a position in your group ( rac ) at enron . last fall in a career seminar at ut you mentioned that people who are interested can send you their resume . if this is still relevant , please find below my resume ( in word 97 and text formats ) . thank you for your time . yours , nurit krausz nurit krausz , ph . d . http : / / www . ma . utexas . edu / users / nurit / dept . of mathematics phone : ( 512 ) 471 - 7170 university of texas at austin office : rlm 11 . 170 hours : mwf 8 : 30 - 10 resume nurit krausz university of texas department of mathematics austin , tx 78712 phone : ( 512 ) 471 - 7170 e - mail : nurit @ math . utexas . edu http : / / rene . ma . utexas . edu / users / nurit / objective a position in the field of mathematical finance utilizing broad mathematical knowledge , innovative thinking and creativity . summary of qualifications with extensive academic background and research experience , combined with experience as an engineer in the israeli air force , i possess the following : * deep mathematical and scientific knowledge . * strong analytical and problem - solving skills . * proven ability to quickly become an expert in new subjects . * ability to present clearly and effectively complicated subjects . * ability to work productively both independently and in teams . academic positions 1998 - present : post - doctorate position at the university of texas at austin , department of mathematics . education 1994 - 1998 : d . sc . in physics at the technion - israel inst . of tech . research thesis : quantum dynamics on non - compact group manifolds . supervisor : prof . m . marinov . 1992 - 1994 : m . sc . in physics at the technion - israel inst . of tech . research thesis : a study of scintillation in doped silica glass for detection of neutrino oscillation . supervisor : prof . j . goldberg . the experiments were performed at cern during the summer of 1993 . * performed the design , testing , and installation of the experimental setup from remote - controlled mechanical equipment to sophisticated electronics . * performed statistical data analysis and critical interpretation of results using software developed at cern ( paw ) . * solved a complicated problem of track reconstruction through an unusually shaped magnet for the chorus collaboration at cern , and delivered a computer code ready for implementation , still in use today . 1985 - 1989 : b . sc . in aeronautical engineering cum laude at the technion - israel institute of technology . military service 1989 - 1992 : aeronautic design engineer in the israeli air force . rank : first lieutenant . * designed and supervised numerous prototype installations of electronic equipment and changes in combat planes . * wrote procedures for harsh environmental durability tests for cockpit and avionics bay - mounted equipment . * negotiated and supervised manufacturing of parts with contractors . * attended project management , engineering and product reliability and maintenance courses . * programmed simulations of ammunition trajectories from moving aircrafts . teaching experience : 1998 - present : lecturer at the university of texas undergraduate courses : precalculus , calculus , linear algebra graduate course : theory of lie groups 1992 - 1997 physics department , technion , teaching assistant undergraduate course : elementary lab in mechanics graduate courses : group theory for physics , introduction to particle physics , relativistic quantum mechanics . computer knowledge : unix and windows os , most common word processors , excel , maple , mathematica , fortran , html , latex . publications : 1 . j . goldberg and n . krausz , response of cerium - doped silica glass in a beam at cern , proceedings of the scifi conference , notre dame university , notre dame , indiana ( 1993 ) . 2 . n . krausz and m . s . marinov , quantal dynamics on non - compact groups , proceedings of the 5 th international wigner symposium , world scientific ( 1998 ) , 398 . 3 . n . krausz and m . s . marinov , exact evolution operator on non - compact group manifolds , quant - ph / 9709050 , submitted to j . of math . phys . 4 . n . krausz , spherical averages in minkowski space , in preparation . 5 . n . krausz , quantum field theory in minkowski space , in preparation . - resume . doc | 0 |
Subject: slides for jeff ' s presentation all requested slides and updates , including raw data and calculations , are in the spreadsheet below volatility calculations are up to december 8 , 2000 . - hector | 0 |
Subject: re : henwood contract vince / stinson , just fyi ! ! regards , sandeep . - - - - - - - - - - - - - - - - - - - - - - forwarded by sandeep kohli / enron _ development on 03 / 08 / 2001 08 : 38 am - - - - - - - - - - - - - - - - - - - - - - - - - - - paul kraske 03 / 07 / 2001 11 : 03 pm to : sandeep kohli / enron _ development @ enron _ development cc : anshuman srivastav / enron _ development @ enron _ development subject : re : henwood contract sandeep , just to let you know , i was at a couple of meetings in london with rebecca macdonald . she pretty much raved about your presentation . sounds like you guys impresed her a fair amount and that you guys did a great job . regards to the family . paul | 0 |
Subject: re : ll visa - anshuman shrivastava molly : for your information , i received this reply from anshuman today . as i mentioned in my voicemail to you today after seeing the note from neil mcgregor , there is no possible way that anshuman could be in the us to work on february 5 th . until i receive all of his documents , and the necessary information from you regarding his position in the us , i do not have the information to send to the attorneys for the visa application . once they receive the paperwork , they will need to prepare the documents in triplicate , and send to me . at this stage , i will send the documents to anshuman in india and he will need to make an appointment at the us consulate in order to have the ll visa stamped into his passport . he will not be able to come to the states to work without this visa in his passport ! all of this could take approx . 3 - 4 weeks to accomplish . i think march would be a more realistic timeframe ! please let me have your thoughts . thanks margaret - - - - - - - - - - - - - - - - - - - - - - forwarded by margaret daffin / hou / ect on 01 / 25 / 2001 09 : 45 am - - - - - - - - - - - - - - - - - - - - - - - - - - - anshuman srivastav @ enron _ development 01 / 25 / 2001 12 : 35 : 53 am to : margaret daffin / hou / ect @ ect cc : sandeep kohli / enron _ development @ enron _ development , harsimran subject : re : ll visa - anshuman shrivastava hi margaret , apologies for not getting in touch earlier . i am unfortunately out of mumbai and will be back only on sunday . will send you all the documents on monday morning . they will reach you by latest wednesday . appreciate the help ! ! thanks ! regards , anshuman margaret daffin @ ect 01 / 24 / 2001 10 : 57 pm to : anshuman . srivastav @ enron . com cc : molly magee / hou / ect @ ect , vince j kaminski / hou / ect @ ect , jane allen / hou / ect @ ect , timothy callahan / na / enron @ enron , ranendra sengupta / enron _ development @ enron _ development , wade cline / enron _ development @ enron _ development , neil mcgregor / enron _ development @ enron _ development @ ect , harsimran subject : ll visa - anshuman shrivastava anshuman : please go ahead and complete the visa questionnaire and send the required documents so that i can proceed with your working visa for the us . regardless of the length of time you will be in the us , you will still need the ll visa in order to work here . many thanks margaret - - - - - - - - - - - - - - - - - - - - - - forwarded by margaret daffin / hou / ect on 01 / 24 / 2001 11 : 24 am - - - - - - - - - - - - - - - - - - - - - - - - - - - margaret daffin 01 / 23 / 2001 11 : 01 am to : anshuman . srivastav @ enron . com cc : molly magee / hou / ect @ ect , vince j kaminski / hou / ect @ ect , jane allen / hou / ect @ ect , timothy callahan / na / enron @ enron , ranendra sengupta / enron _ development @ enron _ development , wade cline / enron _ development @ enron _ development , neil mcgregor / enron _ development @ enron _ development @ ect , harsimran subject : ll visa - anshuman shrivastava anshuman : i have been asked to contact you regarding your possible move to houston , texas . in order that i may begin the process of getting you an ll immigration visa , i will need you to complete the attached visa questionnaire and return it to me with copies of the following documents : a copy of all pages of your passport , even if blank copies of all previous us visas issued an updated resume , showing months and years copies of all diplomas and transcripts received if you have dependent family members coming to the states with you , copies of their passports please send to my attention , via fedex to : enron corp . 3 allen center , 3 ac 2026 a 333 clay street houston , tx 77002 please call me with any questions you may have at 713 - 345 - 5083 . | 0 |
Subject: seasonal greetings seasonal greetings and best wishes for a happy and prosperous new year ! les . dr . les clewlow visiting research fellow , school of finance and economics , university of technology , sydney , australia . associate research fellow , financial options research centre , warwick business school , coventry , uk , cv 4 7 al . director , lacima group ltd . 55 skylines village , limeharbour , london , el 4 9 ts , uk . phn : + 44 ( 0 ) 171 531 9628 , fax : + 44 ( 0 ) 171 538 5781 www : http : / / www . lacimagroup . com | 0 |
Subject: outage pricing model revision : allowing for power price vs . outage correlation i have included provision for providing rank correlation between " jump occurrence in daily average power price " and " outage occurrence " . the model will provide the same claim distribution as before when pricevsoutage correlation = 0 is used . claim goes up as the correlation is increased . i have performed some sensitivity analysis and the results seem to make sense . the new model workbook is " 40901 . xls " and corresponding dll is " outagepricingo 40901 . dll " , both located in o : \ grm \ research \ outagerisk \ subdirectory . the price vs . outage rank correlation input will need to be provided in " main " spreadsheet . please call me if you have any questions . - amitava | 0 |
Subject: welcome network world fusion focus : jason meserve on security and bug patch alert today ' s focus : bug alert : welcome 03 / 06 / 00 dear wincenty kaminski , today ' s focus : bug alert : welcome by jason meserve welcome to the security and bug patch alert newsletter ! given the recent spate of high - profile denial - of - service and hack attacks and the large number of people who have signed up for this newsletter before this first edition has been even published , it is clear that security is a major concern in the it community as it should be . with technology now being looked upon as a profit rather than cost center , it departments face more pressure to keep critical systems up and running as well as secure . no chief information officer or network manager wants to have to tell the ceo that their e - commerce site has been broken into and customer credit card data copied . stories like that tend to stick in a potential customer , s mind more than an expensive super bowl ad . it , s hard enough to keep up with the latest new technologies , never mind latest security patch for your operating system or e - commerce application . but we , re here to help . once a week we , ll publish a list of patches and alerts from all the major vendors and security organizations with links to the source . we , ll also provide other ( hopefully ) useful resources for the security - conscious it manager . comments and suggestions are always welcome ! send mail to jmeserve @ nww . com . now on with the latest patches and alerts : security glitch hits foundry switches from this week , s network world : a security problem has cropped up in foundry networks , serveriron switches that make the devices susceptible to denial - of - service attacks . read the story : download the patch : http : / / www . foundrynet . com / bugtraq . html * * * * * * * * new version of apache web server released the apache server project released version 1 . 3 . 12 of the popular apache web server this week . the new release fixes what apache calls a cross - site scripting problem that could allow malicious html tags to be inserted into client - side scripts . download the new version at : http : / / www . apache . org / dist / * * * * * * * * problem with linux htdig package both freebsd and debian are reporting a problem with the htdig package that runs on their respective platforms . the problem is with the htsearch and could allow a user to read any file on the local machine accessible to the user id that the script is running under ( which in most cases is + nobody , ) . for more information from debian : http : / / www . debian . org / security / to download a patch from freebsd : http : / / www . freebsd . org / ports / * * * * * * * * nmh linux package patched versions of nmh prior to 1 . 0 . 3 have a vulnerability that could allow malicious users to modify the mime headers in a mail message that may cause nmh , s mshow command to execute arbitrary commands . a patch is available at : * * * * * * * * zombie zapper 1 . 1 available zombie zapper 1 . 1 helps shut down the troj _ trinoo denial - of - service client on windows nt and unix machines . more information at : * * * * * * * * problem with mysql password authentication according to the makers of freebsd , a vulnerability in the mysql database server ( prior to version 3 . 22 . 32 ) could allow anyone that can connect to the database to access it without a password . more information at : * * * * * * * * to contact jason meserve : - - - - - - - - - - - - - - - - - - - - - - - - - jason meserve is a staff writer with network world , covering search engines , portals , videoconferencing , ip multicast and document management . he also oversees the " security alerts " page on fusion ( http : / / www 2 . nwfusion . com / security / bulletins . html ) . jason can be reached at mailto : jmeserve @ nww . com . subscription services to subscribe or unsubscribe to any network world e - mail newsletters , go to : to change your email address , go to : subscription questions ? contact customer service by replying to this message . other questions / comments have editorial comments ? write jeff caruso , newsletter editor , at : mailto : jcaruso @ nww . com for advertising information , write jamie kalbach , account executive , at : mailto : jkalbach @ nww . com network world fusion is part of idg . net , the idg online network . it all starts here : http : / / www . idg . com copyright network world , inc . , 2000 | 0 |
Subject: houston visit dear research and related group team members , i will be visiting the houston office from monday 10 th july and hope to have another very useful information exchange , including updating you all on the activities in the london office by means of a presentation . for those of you who are unfamiliar with me , i have been looking after quantitative analysis for the european markets for the last 3 + years , in particular focusing on derivatives pricing and risk management techniques ( e . g . load forecasting , inflation curve building , financial options on real power stations etc . ) - look forward to meeting you all again soon . best regards , anjam ahmad research group enron europe cellular : ( 07747 ) 868131 | 0 |
Subject: re : agenda for ny mg metals visit hi ted and vince , thank you for conveying our thoughts exactly - tanya and i hope to close the circle with you at 4 pm , ted . regards , anjam and tanya from : ted murphy 14 / 07 / 2000 16 : 02 to : vince j kaminski / hou / 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 , steve w young / lon / ect @ ect , eric gadd / lon / ect @ ect , david port / market risk / corp / enron @ enron 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: contact info fyi ! - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 03 / 21 / 2001 10 : 27 am - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin _ kindall @ fpl . com @ fpl . com on 03 / 21 / 2001 10 : 25 : 28 am to : shirley . crenshaw @ enron . com , anita . dupont @ enron . com cc : subject : contact info hi . i have email access ! ! my contact info . . . phone number : ( 561 ) 625 7525 fax : ( 561 ) 625 7519 feel free to forward this info to other members of the group . i ' m still in corporate housing , so no home address yet . the only loose end that i can think of pertains to an issue that came up in the exit interview . am i to be reimbursed for unused vacation ? norma villereal said something about this , but i ' m not certain about the details . stay in touch . kevin kindall | 0 |
Subject: tiger team application forms vince : the application forms , as promised . good talking to you and christie this morning . the project sounds very exciting and we look forward to working with enron . let me know if there is further info we can provide . thanks , donna - 2001 field application form 1 . doc - 2001 field application form 2 . doc | 0 |
Subject: department of energy is deploying a corporate portal at facilitie s across the country star information technology brings has the tools needed to help energy companies gain knowledge . if it ' s information from oasis to market prices . the events that change prices such as weather and more are always just one click away with star information technologys ' powerful portal tools . our portal products are the difference between seeing and doing . hosting dynamic applications such as on - line reports , calendars , e - mail , and commerce services create a one - stop shop for users to go about almost all of their daily tasks : analyzing customer trends , checking schedules , viewing revenue - or project - related performance metrics , and buying or selling products . combining all the information relevant to users ' work with the ability to act on that information enables organizations to get more done . five government agencies deploy plumtree corporate portal at hundreds of facilities - the naval air systems command ( navair ) , department of energy ( doe ) , department of defense , national institutes of health and army public affairs center are deploying a corporate portal at facilities across the country as part of ongoing governmental initiatives to maximize efficiency , develop more online content and provide private sector levels of customer service . the plumtree corporate portal integrates regulatory , enforcement and incident database reports , enterprise applications and internet services into the agencies ' portals as portal gadgets ( tm ) , plug - in modules that embed components of applications and interactive internet services in a personalized portal page . the portal growth in the public sector is driven by its success applying business technology to the specific challenges of government , empowering federal agencies to simplify access to their data , reduce paperwork , benefit from the resources on the internet and share information securely with their employees , contractors and constituencies . for more information on how star information technology can help your business turn knowledge into power contact us today at 508 - 359 - 6891 ext 115 . christopher k . heisler product manager 508 - 359 - 6892 ext 115 www . starit . com cheisler @ starit . com we make knowledge power | 0 |
Subject: user id and password update dear subscriber , ? ? ? ? ? ? ? ? institutional investors newsletters is in the process of upgrading its web sites backend database . ? we have found that you have different user names and passwords for the following newsletters : derivatives week ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? http : / / www . derivativesweek . com power finance ( 212 ) 224 - 3491 fax nhumphrey @ iinews . com | 0 |
Subject: re : energy book and articles vince , that ' s good news . anything you need from me please feel free to ask - if we can get the ball rolling soon we can time things well with the publication of the book ( my diary says that there are 2 weeks until the contract goes out on you and grant . . . ) . best regards . chris . - - - - - original message - - - - - from : vince j kaminski to : chris strickland cc : vince j kaminski ; sent : wednesday , may 17 , 2000 12 : 53 am subject : re : energy book and articles > > > chris , > > yes , i mentioned it to both the us - editor and robin . > they were very interested and i don ' t think there should be any problem > with this initiative . > > i shall follow up with another message to jane locke and robin lancaster . > > vince > > > > > " chris strickland " on 05 / 15 / 2000 06 : 00 : 00 pm > > please respond to " chris strickland " > > to : " vince j kaminski " > cc : > subject : re : energy book and articles > > > vince , > > thanks , i would be very interested to have a look . > > my question was a bit vague - i meant to ask if you had spoken to the editor > about the series of articles ? > > best regards . > > chris . > > > - - - - - original message - - - - - > from : vince j kaminski > to : chris strickland > cc : vince j kaminski > sent : tuesday , may 16 , 2000 8 : 15 am > subject : re : energy book and articles > > > > > > > > chris , > > > > yes , i was a keynote speaker . i shall send you my presentation . > > > > vince > > > > > > > > > > > > > > " chris strickland " on 05 / 15 / 2000 06 : 31 : 14 am > > > > please respond to " chris strickland " > > > > to : " vincejkaminski " > > cc : > > subject : energy book and articles > > > > > > > > dear vince > > > > thanks for your voice mail last week . did you get to talk to eprm in > houston > > last week ? > > > > best regards . > > > > chris . > > > > > > > > > > > > > > > > > > > > > > > > | 0 |
Subject: re : resumes vince , see below for my picks based on the resumes . the others marked as " no " might be ok as well , but did not seem to have as much slant towards finance . - - stinson vince j kaminski 04 / 04 / 2001 03 : 45 pm to : stinson gibner / hou / ect @ ect cc : subject : resumes - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 04 / 2001 03 : 45 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - to : cc : subject : resumes here are some people you might want to speak with . ? siriam lives in houston . ? please see the attached resumes of the following : ? karim ashktorab yes ( might be expensive ? ) stephen liu no farshad ravanshad no matthew rusk no samir ranjan yes cedric chow no sriram vasudevan maybe ( already in houston ) ? regards , ? scott gerson focus capital markets 71 vanderbilt avenue suite 200 new york , ny 10017 ( 212 ) 986 - 3344 tele ( 212 ) 986 - 3370 fax - focus sriram vasudevan . doc - focus cedric chow . doc - focus samir ranjan . doc - focus matthew rusk . doc - focus farshad ravanshad . doc - focus stephen liu . doc - focus karim ashktorab . doc | 0 |
Subject: re : confidential molly , we are in process of setting up an interview . vince enron north america corp . from : molly magee 10 / 18 / 2000 02 : 56 pm to : jlew @ kent . edu cc : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect subject : confidential dr . lew : vince kaminski has asked me to contact you in connection with your interest in enron . he would like to schedule a mutually convenient time for you to visit houston and meet with his group . the dates that have been suggested are : wednesday , 10 / 25 / 2000 ; thursday , 10 / 26 / 2000 ; or friday , 10 / 27 / 2000 . i hope that one of these dates will be convenient for you to come in for interviews . you may either respond to me by email , or phone me at 713 853 - 4804 , whichever is easier for you . i am also leaving a voicemail message for you at your home phone number . we hope to hear from you soon . molly magee recruiting manager | 0 |
Subject: re : garp credit derivatives discussion group vince first meeting will be dec 11 or 12 at west deutche landesbank , ny . look for phone - in details next week . - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : friday , december 01 , 2000 10 : 24 am to : garpnyl @ home . com cc : vince . j . kaminski @ enron . com subject : re : garp credit derivatives discussion group philip , thanks for keeping me in mind . yes , i would be interested . vince " philip merrill " on 11 / 30 / 2000 04 : 47 : 20 pm please respond to to : cc : subject : garp credit derivatives discussion group vince we are starting a credit derivatives discussion group in new york . is this something you would be interested in ? like fas 133 an 800 - call - in number will be provided for houston participants . our first meeting will be in a week or so . regards , philip merrill garp regional director , new york 973 - 258 - 1540 | 0 |
Subject: university of texas conference on energy finance , february 2001 jeff , our friends at the university of texas are planning a conference on energy economics and finance in february of next year . they would like very much to have you as a keynote speaker . given our good , long - term relationship with ut , i would recommend that you speak at this conference . i talked to prof . ehud ronn a few times about the program and i think that this will be an excellent forum to present enron ' s accomplishments and agenda for the future . i am sure that rick causey will join me in making the same recommendation . vince | 0 |
Subject: public affairs organizational announcement i am pleased to announce the following changes in the government and regulatory affairs organization : rick shapiro ) managing director of government affairs for the americas . rick is currently leading the government and regulatory affairs teams for the us and canada . he will now assume responsibility for north and south america . ricardo charvel ( senior director of government affairs for mexico ) , jose bestard ( vice president of government affairs for south america ) , and joe hillings ( vice president of federal government affairs ) will now report to rick . rick and his team will support enron , s north american business units as well as the caribbean and southern cone regions . mark schroeder ) vice president government affairs for europe , asia and africa . mark is currently leading the government and regulatory affairs teams for enron europe . he will now assume the additional responsibility of supporting the apachi and india organizations . jane wilson will now focus her attention on enron india and will report to mark as will our government and regulatory affairs teams serving the apachi region . mike terraso ) vice president environment , health & safety and chief environmental officer . mike is currently serving as vice president of environment , health and safety for the gas pipeline group . mike has increasingly become involved in environmental issues facing enron , s businesses around the world . mike will retain his current responsibilities and will assume leadership of the environmental affairs team . john hardy ) vice president global project finance . john will report directly to me and will continue his current responsibilities representing enron before us and multilateral project finance agencies . please join in me in congratulating these individuals on their responsibilities . attached is a revised organization chart reflecting these changes . attachment : | 0 |
Subject: re : march real options conference vince . thanks for getting back to me . i will have my secretary try to set up something among the three of us . gary , as vince cannot make a call on wednesday , i will have my assistant call you to try to find a suitable time . rachel , gary jackson ' s phone number is 423 751 2593 and vince kaminski ' s secretary ' s number is given below . at 03 : 34 pm 2 / 21 / 00 - 0600 , you wrote : > > > peter , > > i am in london till wednesday afternoon . i shall be back at the office on > thursday . > > please , feel free to call my secretary , shirley crenshaw 713 853 5290 , to > schedule > a conference call . i cannot access my calendar from london and don ' t know my > commitments for this day . > > vince > > > > > > peter tufano on 02 / 18 / 2000 03 : 56 : 33 pm > > to : vince j kaminski / hou / ect @ ect , gljackson 2 @ tva . gov > cc : > subject : re : march real options conference > > > > dear vince and gary , > > we are all speaking at the march real options session in ny . my work in > real options in the energy field has come , to a large part , from my > casewriting in your two organizations , so i feel that we should probably > allocate more time toward your presentations and less to mine . while we > have a two hour block among the three of us , i think we can freely > re - arrange things to produce the best result . would you two like to > schedule a brief conference call to coordinate our talks ? i am free > virtually all of next wednesday 2 / 23 , perhaps we could talk at 10 am ( est ) > or 2 pm ( est ) ? i am happy to arrange the call , if you send me your phone > numbers . thanks . > > peter tufano > > > - - - - - - - - - - - - - - - - - - - - - - - - - - - > prof . peter tufano > harvard business school > morgan hall 377 > soldiers field > boston , massachusetts 02163 > phone : ( 617 ) 495 - 6855 > fax : ( 617 ) 496 - 6592 > email : ptufano @ hbs . edu > http : / / www . people . hbs . edu / ptufano > professor peter tufano harvard business school morgan 377 soldiers field boston , ma 02163 phone ( 617 ) 495 - 6855 fax ( 617 ) 496 - 6592 email ptufano @ hbs . edu http : / / www . people . hbs . edu / ptufano | 0 |
Subject: re : spreadsheet for george posey george , this is the first cut at the problem you gave us , done by my associate clayton vernon . please , feel free to call him with any question . your friend should check what were the sermons he gave on april 19 and april 25 , in 1998 and 1999 , respectively . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 01 / 20 / 2000 02 : 49 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - clayton vernon @ enron 01 / 20 / 2000 10 : 56 am to : vince j kaminski / hou / ect @ ect cc : subject : re : spreadsheet for george posey vince - here is an analysis of the fund giving at the church . first off , it appears from the data that a special " appeal " for fund giving was made ( from the pulpit ? ) on april 19 , 1998 and april 25 , 1999 , ( perhaps tied rhetorically into income taxes ? ) . then , by going back and incorporating obvious dates from the calendars for 1997 - 1999 , the following regression analysis is made , where each effect is added independently : giving this sunday = $ 4403 + a minor $ 3 weekly time trend ( i . e . , multiply by the number of weeks since jan . 5 , 1997 ) + no pure effect from last week ' s contributions ( i . e . , denies first - order autoregressive effects ) + $ 2426 if easter sunday or the sunday nearest christmas + $ 9695 if ( pastoral appeal ) april 19 , 1998 or april 25 , 1999 - $ 340 if the sunday falls on the weekend of a monday federal holiday - $ 50 if the sunday following thanksgiving - $ 73 if a summer weekend ( june 1 thru august 31 ) the pure time trend is very small , so an annual projection based on all 3 years data would be for giving to increase only a minor amount ( $ 150 ) for 2000 assuming a similar appeal for giving is made this april . clayton | 0 |
Subject: candlestick charts fyi fallout - - - - - - - - - - - - - - - - - - - - - - forwarded by mike a roberts / hou / ect on 05 / 04 / 2001 02 : 05 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : sue neville / enron @ enronxgate on 05 / 04 / 2001 02 : 02 pm to : mike a roberts / hou / ect @ ect cc : lee ferrell / enron @ enronxgate , kent miller / et & s / enron @ enron subject : candlestick charts mike , i work for enron transportation and storage in their storage marketing group . my group has been using technical analysis from your website to help make daily storage trading revenue decisions . on your web site , you indicated you would be discontinueing some of the information we use . we had interviewed external technical service profiders , and chose not to buy their service because we had your information available to us to help us make financial decisions . specifically , we need the candlestick charts and analysis on natural gas , and we also need the elliot wave analysis on natural gas . can you please reconsider your decision to discontinue the technical analysis data aforementioned ? sue neville director , storage marketing ets | 0 |
Subject: tiger team info vince , here is the info re : tiger team . i haven ' t opened it yet , but i will have my group work on any of the general enron information requested . thanks for your time and input this morning ! - - christie . - - - - - - - - - - - - - - - - - - - - - - forwarded by christie patrick / hou / ect on 10 / 10 / 2000 03 : 38 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - piazze on 10 / 10 / 2000 10 : 49 : 35 am to : " ' christie . patrick @ enron . com ' " cc : subject : tiger team info christie : nice talking with you and vince this morning . the project sounds very exciting and we look forward to working with enron . attached is info for your review . let me know if there is further info i can provide to you . sincerely , donna piazze program director field application project the wharton school univ . of pennsylvania ( 215 ) 573 - 8394 ( 215 ) 573 - 5727 fax fap @ management . wharton . upenn . edu piazze @ wharton . upenn . edu - tiger team brochure 2000 - 2001 . doc - tiger host responsibilities . doc - non - disclosure - redraft 1 _ . doc - 2001 field application form 1 . doc - 2001 field application form 2 . doc | 0 |
Subject: re : invitation to speak at infocast ' s upcoming " market price volatility " program ron , i am sorry to inform you that due to a scheduling conflict i cannot speak at this conference . i want to thank you for considering me as a speaker . vince kaminski " ron henderson " on 12 / 30 / 99 06 : 57 : 05 pm please respond to ronh @ . com to : vince j kaminski / hou / ect @ ect cc : subject : invitation to speak at infocast ' s upcoming " market price volatility " program hi vince , i would like to invite you , or one of your staff , to be a speaker at infocast ' s upcoming conference " market price volatility : how to model , assess , and manage price volatility in today ' s power markets , " scheduled for may 10 - 12 , 2000 , in chicago . i am attaching a copy of the draft program agenda for your review . as you may note , we wish to take our recent houston meeting a step farther by making this next session a more technically - oriented meeting . there are two spots you may wish to consider : 1 . the session entitled " case study in modeling volatility , " scheduled for wednesday , may 10 th , from 3 : 30 to 5 : 00 pm . you will note below , what we had in mind for the case study . 2 . the talk " a real options approach to asset valuation , " scheduled for thursday , may 11 th , from 10 : 30 am to 12 : 00 pm . i am running behind schedule in finalizing this program , so i will give you a call shortly to follow up with you . if you wish , please feel free to call me at 818 - 888 - 4445 ext . 28 . i hope you can join us . ron henderson infocast 818 - 888 - 4445 ext . 28 ronh @ . com case study guidelines 1 . model should be for a particular market . examples : pjm , chicago , ecar , southern california . lb ( optional ) . model should be for a particular purpose . examples : valuing a new combustion turbine at the florida / georgia border , bidding on a portfolio of power plants up for sale in nepool , valuing a retail portfolio in pennsylvania . 2 . model should be estimated on a particular data set . examples : daily nymex close prices for palo verde , pjm hourly spot prices for 1998 - 1999 . 3 . case study should describe several candidate models , for volatility and / or market price , that were considered . case study should discuss why these models were considered . candidate models should be described mathematically and verbally . 4 . evaluation criteria for choosing among the models should be explicitly identified , and quantified to the extent possible . examples of evaluation criteria : residuals that are not autorcorrelated , stationarity , r - squared , akaike information criterion . 5 . parameter estimates for each candidate model should be displayed . the estimation procedure employed should be briefly described . 6 . some diagnostics of model fit ( vis - a - vis data set ) should be presented . 7 . if possible , predictive power of model should be assessed . generally , the case study should include all of the items above . the case study may include other things . - draft agenda v . 2 . doc | 0 |
Subject: re : phone interview there will be a telephone interview with jerzy jarosz ( resume attached below ) on wednesday , july 5 at 4 : 30 pm houston time . he would like you to call him at his home - telephone # : 416 / 237 - 0977 i have reserved ebl 938 for this interview . if you have any questions , please call me . thanks ! shirley crenshaw vince j kaminski 06 / 27 / 2000 10 : 11 am to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : phone interview shirley , please , set up a phone interview with this person . stinson , krishna , zimin . vince | 0 |
Subject: no job you have probably heard that our group is being broken up . some people were put in other groups but i was not fortunate enough to be one of those people . hr will try for the month of march to find a position for me within enron but that is not likely to happen . tomorrow is my last full day here - i will be in and out for the month of march . i am informing nice people that i like and you are one of those . | 0 |
Subject: re : spring 2001 energy finance conference participation ehud , i want to invite louise kitchen to this conference . she is the president of enrononline . greg whalley will be in london this day . vince " ehud i . ronn " on 11 / 02 / 2000 05 : 03 : 22 pm to : vince . j . kaminski @ enron . com cc : subject : spring 2001 energy finance conference participation vince , > given the energy - finance focus of the conference , do you believe the networks topics is sufficiently energy - related ? per my above concern , i ' d like to discuss the matter with you further . thanks , ehud ehud i . ronn jack s . josey professor in energy studies department of finance mccombs school of business university of texas at austin austin , tx . 78712 - 1179 voice : ( 512 ) 471 - 5853 fax : ( 512 ) 471 - 5073 internet : eronn @ mail . utexas . edu | 0 |
Subject: abstract shmuel , this is the abstract for my presentation on the 23 rd of october . i am in london and paris this week . i can be reached at my private e - mail address vkaminski @ aol . com . please , feel free to suggest modifications to the abstract . vince > the last three years were characterized by exceptionally high volatility of > the power prices in the us markets . the market developments have created a > number of unique challenges for energy industry economists . one immediate > question we have to answer is how to measure volatility of energy prices . > although we can all agree that the prices in the power markets are > characterized by high variability , the traditional measures used in financial > economics ( annualized standard deviation of log price returns ) may not fit > well electricity prices . the second challenge is to explain the sources of > high price volatility and to answer the question to what extent it can be > attributed to problems that can be addressed in the long run . such problems > include flaws in market design that allow some market participants to abuse > market power , limited availability and / or unequal access to transmission , > temporary shortages of generation capacity . some factors underlying high > volatility of electricity prices may be of permanent nature and may be a > necessary price to pay for increased market efficiency and expanded customer > choice . | 0 |
Subject: re : enron - nevrl - aa meeting on july 27 professor kothari : thank you for the communique . your recollection regarding a " next step " for enron is correct - we are currently working to define enron ' s key issues and research questions . the group will reconvene this week . following that meeting , i will provide an update to you regarding our progress . with regards , amy oberg " s . p . kothari " on 08 / 07 / 2000 07 : 43 : 41 am to : aoberg @ enron . com cc : subject : enron - nevrl - aa meeting on july 27 dear amy : thank you and your colleagues for taking the time to video - conference with us at mit and aa professionals associated with nevrl . i enjoyed the exchange and was left impressed by the technical savvy and keen interest in research on part of enron . i look forward to hearing from you sometime soon . as i recall , we agreed that enron would forward a few issues / questions that nevrl could potentially address . once we have a meeting of minds on the set of issues , we can discuss further how best to collaborate and accomplish our goals . i believe both sides would benefit immensely . mit faculty can research questions relevant to industry and you might receive some answers you are looking for ! with best regards , s . p . - - - - - - - - - - - - - - professor s . p . kothari phone : ( 617 ) 253 - 0994 gordon y billard professor fax : ( 617 ) 253 - 0603 of accounting e - mail : kothari @ mit . edu sloan school of management , e 52 - 325 web : http : / / web . mit . edu / kothari / www / massachusetts institute of technology 50 memorial drive cambridge , ma 02142 - 1347 - - - - - - - - - - - - - - - | 0 |
Subject: class request : xl 97 range - 567 excel 97 , range names and database features , william smith your approval is required for william smith to attend the following class . to grant approval , send a reply to " lpharr @ enron . com " ( notesmail : lerea pharr / hou / ect @ ect ) . be sure to include employee ' s name and class number in reply . excel 97 , range names and database features session dates & times : 4 / 11 / 2000 8 : 30 : 00 am - 11 : 30 : 00 am location : eb 572 no show / participant fee : $ 110 . 00 if you have any questions , please call the technology training coordinator at 713 - 853 - 1816 . | 0 |
Subject: re : follow - up interview on 8 / 21 / 00 rabi , thanks for your message . everybody who interviewed you was greatly impressed with your technical skills and professional attitude . we shall extend an offer to you within a day or two . vince rabi de on 08 / 22 / 2000 02 : 57 : 37 pm to : vince kaminsky cc : subject : follow - up interview on 8 / 21 / 00 dear dr . kaminsky : thank you very much for arranging the follow - up interview with your internal clients . i visited mr . ted murphy and his staff at rac and mr . dennis benevides at ees yesterday . i was impressed with level of risk technology employed by enron to achieve its business objectives . i want to reiterate my strong interest in joining your group , which is held in very high esteem both inside and outside of enron . ? i look forward to hearing from you . sincerely , rabi s . de do you yahoo ! ? yahoo ! mail - free email you can access from anywhere ! | 0 |
Subject: re : bullet points hi vince , thanks for the bullets . regarding power 2001 , it certainly does promise to be a very interesting event . have a great week , paul - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : monday , april 09 , 2001 9 : 11 am to : pbristow @ riskwaters . com cc : vince . j . kaminski @ enron . com ; vkaminski @ aol . com subject : bullet points paul , i am sending you modified bullet points . the modifications are in red . apologies for a delay in responding to your messages . by the way , power 2001 gets only more and more interesting every day . vince ( see attached file : financial maths draft . doc ) | 0 |
Subject: re : attend pserc seminar on 11 / 30 and 12 / 1 lance . perfect . vince lance cunningham @ enron on 11 / 13 / 2000 10 : 06 : 26 am to : vince j kaminski / hou / ect @ ect cc : subject : attend pserc seminar on 11 / 30 and 12 / 1 vince , i will be able to attend the pserc seminar on nov . 30 and dec . 1 . i also picked up some additional information from ut concerning pserc this past weekend while i was in austin . | 0 |
Subject: re : e - strategy for metals trading - - - - - - - - - - - - - - - - - - - - - - forwarded by leann walton / na / enron on 10 / 26 / 2000 10 : 50 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : jeffrey a shankman @ ect on 10 / 25 / 2000 03 : 28 pm to : maureen raymond / hou / ect @ enron cc : subject : re : e - strategy for metals trading thanks fo rthe update . jeff maureen raymond @ enron 10 / 25 / 2000 02 : 58 pm sent by : gwyn koepke @ enron to : john sherriff / lon / ect @ ect , larry lawyer / enron communications @ enron communications , jeffrey a shankman / hou / ect @ ect , mike mccullough / et & s / enron @ enron cc : bob schorr / hou / ect @ ect subject : e - strategy for metals trading attached is an article from yesterday ' s ft regarding the efforts by a consortia of four major international metals and mining producers to develop an internet marketplace for producers and consumers . as we come across this type of information to keep you abreast of developments in the commodity markets , we will pass it along . maureen raymond - castaneda | 0 |
Subject: re : brown bag tom : yes , we can arrange that . zimin tom halliburton @ enron 12 / 05 / 2000 01 : 52 pm to : alex huang / corp / enron @ enron , zimin lu / hou / ect @ ect cc : subject : brown bag alex , zimin , friday 19 th january i have asked leon lasdon from ut austin to talk on non - linear programming . let me know asap if you have something else planned . yo folks are co - ordinating these talks ? ? tom | 0 |
Subject: termination payments - ees energy outsource agreements vince , attached is a very brief white paper on the issue of termination payments for facility closures and sales . i would like to discuss this concept with you and some of your people in the coming days to establish whether this has merit and how we might proceed . my assistant , cheryl brashier , will set up some time with you . thanks . richard | 0 |
Subject: cinergy monthly prices 1998 to date margaret , please find attached file with cinergy prices ( last day of the month ) starting 1998 to date . i have also included daily price for the same period just in case you might need it . the source of the data is megawatt daily price survey . note that prices are given as common low and common high which means that data was gathered through representative sample survey . please let me know if you need any additional data . regards , elena vince j kaminski @ ect 02 / 27 / 2001 05 : 41 pm to : elena chilkina / corp / enron @ enron cc : kevin g moore / hou / ect @ ect , vince j kaminski / hou / ect @ ect , margaret carson / corp / enron @ enron subject : cinergy monthly prices 1998 to date elena , can you , please , help wiht this request ? kevin , please , call me if elena is not in the office on wednesday . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 02 / 27 / 2001 05 : 40 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - margaret carson @ enron 02 / 27 / 2001 09 : 15 am to : vince j kaminski / hou / ect @ ect cc : kathryn corbally / corp / enron @ enron subject : cinergy monthly prices 1998 to date from your historical databases can you kindly have someone send me and kathleen corbally the 12 month ( either last day of month or monthly average , whichever you have available ) cinergy prices for 1998 to date . . . for an investor relations slide we are working on ? ? thanks a lot . . . margaret | 0 |
Subject: re : your visit to enron joe , fyi . please plan on attending . we should schedule a meeting with mark and the rest of the weather team . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 11 / 06 / 2000 10 : 54 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " francis x . diebold " on 11 / 04 / 2000 08 : 47 : 41 am to : shirley . crenshaw @ enron . com cc : vince kaminski subject : re : your visit to enron shirley , the 21 st is perfect . i will go ahead and purchase my plane tickets . would you please make me a hotel reservation for the night of the 21 st ? many thanks , frank diebold shirley . crenshaw @ enron . com wrote : > good morning professor diebold : > > i am vince kaminski ' s assistant and he has forwarded your emails to me > for scheduling purpose . unfortunately , we have a conflict on december > 14 th . can you possibly come on the 21 st ? > > i hope you have not already made your reservations . if i can do anything > to assist you , please let me know . > > best regards , > > shirley crenshaw > administrative coordinator > enron research group > 713 - 853 - 5290 > > - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 11 / 03 / 2000 > 09 : 29 am - - - - - - - - - - - - - - - - - - - - - - - - - - - > > vince j kaminski > 11 / 02 / 2000 04 : 30 pm > > to : " francis x . diebold " @ enron > cc : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect > subject : re : visit ? ( document link : shirley crenshaw ) > > frank , > > dec 14 would be better for us . we have already scheduled > an internal presentation on december 7 . please , go ahead and make a > reservation . > the best place to stay is hyatt regency downtown or doubletree downtown > ( within a walking distance to enron ) . it is important to specify the > downtown > location for both hotels . > > vince > > " francis x . diebold " on 11 / 02 / 2000 03 : 00 : 49 pm > > to : vince . j . kaminski @ enron . com > cc : > subject : re : visit ? > > sounds good , vince . how about dec 7 ? the roundtrip coach fare , regardless > of > airline , is about $ 1900 . i hope that won ' t break the bank . once i have > your > approval , i ' ll go ahead and book it . best , frank > > vince . j . kaminski @ enron . com wrote : > > > frank , > > > > yes , i would be very interested in meeting with you in houston in > december . > > the best day for visit would be thursday when my group has a lunch > meeting > > and you could meet the rest of the research unit . > > > > please , let me know what day would work for you . we shall be very glad to > > cover the cost of your trip . > > > > vince > > > > i > > > > " francis x . diebold " on 10 / 31 / 2000 01 : 01 : 11 pm > > > > to : vince kaminski > > cc : > > subject : visit ? > > > > hi vince , > > are you still interested in my visiting for a day , perhaps in dec or > > jan ? i have begun a project on unobserved - components modeling of > > weather patterns , so it would be productive and fun to compare notes . > > best , > > frank > > > > - - > > francis x . diebold > > wp carey professor > > > > department of economics > > university of pennsylvania > > 3718 locust walk > > philadelphia , pa 19104 - 6297 > > > > fdiebold @ sas . upenn . edu > > http : / / www . ssc . upenn . edu / ~ diebold > > > > ( 215 ) 898 - 1507 telephone > > ( 215 ) 573 - 4217 fax > > - - > francis x . diebold > wp carey professor > > department of economics > university of pennsylvania > 3718 locust walk > philadelphia , pa 19104 - 6297 > > fdiebold @ sas . upenn . edu > http : / / www . ssc . upenn . edu / ~ diebold > > ( 215 ) 898 - 1507 telephone > ( 215 ) 573 - 4217 fax - - francis x . diebold wp carey professor department of economics university of pennsylvania 3718 locust walk philadelphia , pa 19104 - 6297 fdiebold @ sas . upenn . edu http : / / www . ssc . upenn . edu / ~ diebold ( 215 ) 898 - 1507 telephone ( 215 ) 573 - 4217 fax | 0 |
Subject: re : grades got them - thank you ! - pvc at 05 : 21 pm 5 / 2 / 01 - 0500 , you wrote : > pam , > > another team : > > elena chilkina > robert j . guadette > joseph helms > kenneth jett > todd litton > mark westmoreland > > > grade : a - > > > vince kaminski | 0 |
Subject: allocations it is now official ! ! ! effective august 1 , 2000 , research is part of ena . can you review the attached file and let me know if we need to update the allocation ? also , can you tell me which commercial teams in ena does research support ? if you have any questions , please call me at 5 - 7094 . thanx . - - - - - - - - - - - - - - - - - - - - - - forwarded by becky pham / hou / ect on 08 / 17 / 2000 03 : 18 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 04 / 26 / 2000 01 : 12 pm to : becky pham / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : allocations becky , please , take a look at the allocations sheet . vince | 0 |
Subject: re : mgmt 656 pam thanks yes , please , send me the e - mail addresses . vince pamela vande krol castro on 01 / 26 / 2001 10 : 40 : 17 am to : vince . j . kaminski @ enron . com cc : subject : mgmt 656 here are your latest rosters . let me know if you would like the spreadsheet with their e - mail addresses as well ! - pam ( 6223 ) - 656 . doc | 0 |
Subject: credit reserve model meeting vince , the number you will need to call - in for the credit reserve model meeting on tuesday , february 13 at 4 : 00 is 713 . 345 . 3324 . if you have any questions , please do not hestitate to call me at x 33565 . thank you . terri greenlee | 0 |
Subject: schedule for aram sogomonian following is the schedule for aram sogomonian : friday , april 28 - eb 2935 8 : 30 - 9 : 30 . - vince kaminski 9 : 30 - 10 : 30 - andrea reed 10 : 30 - 11 : 30 - carl tricoli 11 : 30 - 12 : 30 - jesus ' melendrez | 0 |
Subject: re : enron - resume interview of james valverde johan my apologies for getting back to you with a delay . we shall be interested in talking to james . please , let me know if : 1 . you have an umbrella agreement with enron 2 . can we contact james directly , or should we work through you . vince johan dahl on 01 / 09 / 2001 12 : 33 : 08 pm to : vkamins @ enron . com cc : subject : enron - resume interview of james valverde | 0 |
Subject: re : summer associate mentor ginger however , we encourage you to contact guiseppe prior to the reception if possible . please rsvp your attendance to cheryl kuehl at x 39804 or by email . thank you charlene jackson | 0 |
Subject: re : nj alliance michael lassle is in charge of our lighting best - practices . he is the person mr . eaton should contact . michael is in houston and his number is ( 713 ) 853 - 5023 . osman vince j kaminski @ ect 02 / 17 / 2000 07 : 55 am to : " william eaton " cc : osman sezgen / hou / ees @ ees subject : re : nj alliance bill , i forwarded your message to my associate , osman sezgen , who supports our energy services group . he will e - mail you the name of a contact at enron . vince kaminski " william eaton " on 02 / 16 / 2000 08 : 25 : 02 pm to : shelm @ globalcloud . net cc : steing @ conedsolutions . com , robert . blake @ conectiv . com , marianne . abdul @ conectiv . com , bekmank @ conedenergy . com , david l fairley / hou / ect @ ect , robinsonm @ conedenergy . com , nwilson @ delmarva . com , hudsonw @ detroitedison . com , cndavis @ duke - energy . com , hbburnham @ duke - energy . com , jhickman @ duke - energy . com , paul . skurdahl @ engageenergy . com , james mackey / hou / ect @ ect , vince j kaminski / hou / ect @ ect , mrollhei @ enron . com , hnmorris @ metromediaenergy . com , npalmer @ execpc . com , chibbard @ noresco . com , mhuang @ usgen . com , bshay @ powerdirect . com , cmidura @ pseg . com , ghallam @ energy . twc . com subject : nj alliance aesp members and utility affiliates , we are looking for a good fit with one of the utilities intent on doing business in the nj , ct , pa , ny territory . our qualifications and company profile may be previewed at our web site , www . lightsourceonline . com . email contact information in response to this message . thanks , bill eaton - attl . htm | 0 |
Subject: contract summaries attached are the contract summaries for elba island term sheet , the heogh galleon and exmar charter parties and the option contract on the 3 rd and 4 th vessel . i hope to finish summaries on eco - electrica and jose soon . | 0 |
Subject: re : working with enron on catastrophic risk howard , thanks for the message and the paper . we shall hold an internal follow - up meeting next monday to review potential projects on which we could cooperate in the future . vasant and i will contact you to discuss our recommendations regarding the future research agenda . vince " kunreuther , howard " on 12 / 14 / 2000 10 : 07 : 11 am to : " bouillion ( e - mail ) " , " carrick ( e - mail ) " , " hoog ( e - mail ) " , " kaminski ( e - mail ) " , " vasant ( e - mail ) " cc : " doherty , neil a " , " kleindorfer , paul " , " thomas , louis a " , " weigelt , keith w " subject : working with enron on catastrophic risk dear vince , jim , george , david and vasant : neil doherty , paul kleindorfer and i very much enjoyed our discussion last wednesday at wharton with you on future joint research with enron over the coming year . in particular , we see the whole area of capital management and catastrophic risk as a fruitful area for foint collaboration . i am sharing this message with louis thomas and keith weigelt who direct the fap mba program in the hopes that we can find a team to work with us on these issues next semester . attached is a revised version of our paper on " evaluating risk bearing , mitigation and risk transfer using exceedance probability curves : project update " . we would greatly appreciate you and your colleagues looking at the section on " cat bonds covering multiple risks " ( pp . 15 - 19 ) to see whether our example and conclusions make sense to you . we look forward to working with your team at enron regarding ways that we can build on these preliminary findings to make cat bonds for weather risks more attractive . best wishes for the holiday . regards , howard howard kunreuther cecilia yen koo professor of decisions sciences and public policy chairperson operations and information management department 1326 steinberg hall - dietrich hall wharton school university of pennsylvania philadelphia , pa 19104 - 6366 phone : 215 - 898 - 4589 fax : 215 - 573 - 2130 email : kunreuth @ wharton . upenn . edu - epcurvepaper - final - dl 0 . doc | 0 |
Subject: re : desk move / computer stuff thanks karin . . . . - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 04 / 20 / 2001 08 : 07 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron capital & trade resources canada corp . from : karin ahamer @ enron 04 / 20 / 2001 06 : 57 am to : kevin g moore / hou / ect @ ect cc : subject : re : desk move / computer stuff kevin don ' t worry i haven ' t forgotten about stephen . he will be moved and sit next to tony . don ' t know what they are talking about loan computers but i am on the case . regards karin avistar has been all set up as far as i know but someone has to come in again on monday to re - install it on tonys new computer . kevin g moore @ ect 20 / 04 / 2001 12 : 27 to : karin ahamer / eu / enron @ enron , stephen bennett / na / enron @ enron , mike a roberts / hou / ect @ ect , tony hamilton / eu / enron @ enron cc : subject : re : desk move / computer stuff hello karin , i noticed that tony is taken care of , but what about stephen . tony and stephen are a team , they work very closely together . stephen also needs to be aware of what is taking place as well . if there is a problem with cost centers please contact me , but please try and have both guys set up for monday morning . thanks so much . kevin moore by the way have the avistar set - up been completed . . . . . . . please inform . . . enron capital & trade resources canada corp . from : karin ahamer @ enron 04 / 20 / 2001 03 : 00 am to : stephen bennett / na / enron @ enron , graham aley / lon / ect cc : tony hamilton / eu / enron @ enron , kevin g moore / hou / ect @ ect subject : re : desk move / computer stuff steve i have ordered a computer for tony which it should know about . i believe the contact person is steve deakin . i am in a course all day today but will look into it at lunchtime . regards karin enron capital & trade resources corp . from : stephen bennett 19 / 04 / 2001 16 : 53 to : karin ahamer / eu / enron @ enron cc : tony hamilton / eu / enron @ enron , kevin g moore / hou / ect @ ect subject : desk move / computer stuff hi karin , i just wanted to check the status of our change in equipment for start of business monday . i ' ve been told that tony and i will be using loaner pc ' s . the folks in it are asking me where that loaner pc is so they can install all of the software that i need . slava has told me that you are the point of contact . i just wanted to check with you to see if you need any additional information from me - or if i can be of help in any way . thanks ! ! steve stephen bennett senior meteorologist enron research london temp ext : 34761 houston : 001 713 345 3661 | 0 |
Subject: maureen raymoin ' ds review norma , maureen raymond refuses to sign her review . can you , please , join us tomorrow to discuss it . i have a time slot available at 2 : 00 but i can reorganize my schedule to accommodate you . vince | 0 |
Subject: john sherriff ' s copper position ted , bjorn , any info about this position ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 07 / 26 / 2000 08 : 19 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron capital & trade resources corp . - europe from : anjam ahmad 07 / 26 / 2000 03 : 55 am to : esther gerratt / lon / ect @ ect cc : vince j kaminski / hou / ect @ ect , andreas . barschkis @ mgusa . com @ enron , tanya tamarchenko / hou / ect @ ect subject : john sherriff ' s copper position hi esther , i just talked to john sherriff about his " enron " copper position . i suspect that this is not currently being captured within the mg mercur position database - he would like to have that included in the var spreadsheet and shown as a separate line . do you have any information regarding this deal ( i . e . position sizes , qualities etc . ) or be able to direct me to someone who may be able to assist in getting this information ? thanks , anjam x 35383 | 0 |
Subject: is the supply rebound beginning ? an update on cera ' s outlook for us gas productive capacity - cera conference call notification title : is the supply rebound beginning ? an update on cera ' s outlook for us gas productive capacity url : http : / / www 20 . cera . com / eprofile ? u = 35 netscape navigator 3 . 02 or higher ; or sun hot java ( tm ) close all desktop applications and disable your screen saver . to ensure computer compatibility , complete the internet instructions before the day of the call . a message will appear telling you that your meeting is not ready to start . however , it also informs you about any action that you may need to take to prepare your computer to participate . technical assistance if you experience difficulties during the call , you may signal for technical assistance by pressing * 0 ( star , zero ) on your telephone keypad , once connected to the audio portion of the conference . for more information , please contact katya ashe via e - mail at kashe @ cera . com or via telephone at ( 617 ) 441 - 2659 . a recording of this call will be available until may 10 , 2001 . to access this recording , please call + 1 888 - 203 - 1112 ( within the united states ) or + 1 719 - 457 - 0820 ( outside the united states ) . please use confirmation number 574828 to access the call . * * end * * e - mail category : conference call notification cera knowledge area ( s ) : north american gas , cera ' s spring 2001 roundtable event dates and agendas are now available at http : / / www 20 . cera . com / event to make changes to your cera . com profile 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 2001 . cambridge energy research associates | 0 |
Subject: re : resco database and customer capture steve , it makes sense to meet with abacus . retail marketing is very data intensive . if you set up a meeting with them , please , let me know . vince steven r meyers @ ees 04 / 11 / 2000 08 : 17 am to : timothy edward vail / hou / ees @ ees cc : vince j kaminski / hou / ect @ ect subject : resco database and customer capture tim , i hope things are going well in resco . i think somebody from resco ( or research ) may be interested in the email i received below from brad davids . brad is now working at abacus who works with residential customer patterns as well as predictive modelling . he ' s going to be here the 25 and 26 of this month . i ' m not sure who is responsible for resco marketing , but i think they would find this interesting . who should i send this to ? please let me know if anybody in resco may have any interest . thanks , steve ps : vince , simply an fyi since they do focus on modelling and research . - - - - - - - - - - - - - - - - - - - - - - forwarded by steven r meyers / hou / ees on 04 / 11 / 2000 08 : 14 am - - - - - - - - - - - - - - - - - - - - - - - - - - - bradley davids on 04 / 10 / 2000 08 : 35 : 32 pm to : " ' steven . r . meyers @ enron . com ' " cc : subject : re : possible meeting ? steve : i ' ll see if i can get in on the 25 th . . . will let you know , but i think it ' ll work . just to give you a very brief overview so you can think about who might be interested , abacus has the largest transactional database of consumer buying behavior in the world ( 89 million us households , 3 billion + purchases ) , along with sophisticated modeling capabilities to help predict customer response to various offers at the household level . given the critical need to reduce customer acquisition costs in retail energy markets , we believe that our data and modeling can help energy retailers target their direct marketing efforts toward the residential customers most likely to respond to whatever the offer is - - improving the efficiency of mailings and other promotional campaigns ( so there is an efficiency angle , see ! ) because our data allow the modeling of future buying behavior based on actual purchases , our results tend to be significantly more predictive than demographic - based models . so far , the the response from utilities and " new entrants " i ' ve been talking to so far has been quite positive , and we have some tests of our data underway , but we ' re interested in talking to as many players in the market as possible as we develop specific products to meet utility needs . i can provide more background if desired to whoever might be interested , but i guess the key immediate question is whether it might be worthwhile to arrange a short meeting sometime on the 25 th of april with whoever at enron might have interest in hearing what we ' re up to , and ( most importantly ) listening to what your data needs might be as you enter new markets . thanks very much for any help . . . i look forward to catching up and hearing how things are going for you . regards , brad davids 303 - 410 - 5531 - - - - - original message - - - - - from : steven . r . meyers @ enron . com [ mailto : steven . r . meyers @ enron . com ] sent : monday , april 10 , 2000 12 : 13 pm to : brad . davids @ abacus - direct . com subject : re : possible meeting ? it ' d be great to meet on the 25 th in the afternoon . i have a flight in the evening . i ' m interested in hearing about life at abacus . i too have heard that enron is getting back into the residential market . what type of database do you have ? i might be able to find somebody for you to talk with here . - steve bradley davids on 04 / 10 / 2000 12 : 04 : 00 pm to : " steve meyers ( e - mail ) " cc : subject : possible meeting ? steve : sorry we ' ve been unable to hook up . . . i can probably get down there on the 25 th , if you ' re going to be in town that afternoon ? would love to catch up - - both on how things are going with ees and tell you about my new life . also , i ' m hearing rumors that enron is about to get back into the residential market in a big way - - you know anything about that ? anybody i should talk to there about my huge database of consumer buying behavior ? thanks - - looking forward to connecting . . . i ' ll be travelling most of this week , but you can leave a vm and let me know when i can call you , or try me on the cell at 303 - 886 - 3458 . best , brad davids bradley j . davids associate vice president , utilities abacus direct , a division of doubleclick , inc . 11101 west 120 th avenue broomfield , co 80021 usa e - mail brad . davids @ abacus - direct . com tel 303 . 410 . 5531 fax 303 . 410 . 5300 www . doubleclick . net www . abacus - direct . com ( see attached file : c . dtf ) | 0 |
Subject: team 3 ken , it seems that there may be an internet bias as well ( more affluent and educated households are on - line ) . one solution : develop a control group . arm - twist clerical employees of the school to fill out the questionnaire and also ask them to provide the questionnaire to their friends and families . vince | 0 |
Subject: re : clustering for gas and power frank , following up on our discussions , can you please send us the list of enron ' s curves by geographical region separately for gas and power . appreciate it , tanya . tanya tamarchenko 04 / 16 / 2001 09 : 16 am to : jaesoo lew / na / enron @ enron cc : vladimir gorny / enron @ enronxgate , winston jia / enron @ enronxgate , vince j kaminski / hou / ect @ ect subject : re : clustering for power jaesoo , as we discussed last week on wednesday meeting can you , please , implement clustering for power curves by geographical region . this involves the following : 1 . deciding together with risk control how many geographical regions we want to use and which enron ' s curves belong to each region . 2 . deciding together with risk control how to choose core curves for each region . this decision can be maid based on the a ) position size ; b ) statistical analysis . there might be other considerations . 3 . doing regression analysis for each curve versus the corresponding core curve . winston , can is it possible to run var for the clustering results obtained by jaesoo with clustering done by sas ? should we wait for the stage re - fresh and what is the status on this ? tanya . | 0 |
Subject: apex conference 2000 update apex 2000 is an opportunity to join colleagues from around the globe for a conference on relevant , timely and strategic issues facing our industry . delegates and speakers from asia , australia , europe and north and south americas will be meeting in canada in october to discuss issues that will shape electrical deregulation in the foreseeable future . the conference is scheduled for october 25 and 26 , 2000 in kananaskis , near calgary , alberta . visit the apex 2000 conference web site at http : / / www . apex 2000 conf . com / update 4 . html for more details and an updated list of speakers and topics . registration space is limited ! don ' t miss out ! plan to be a part of this forum on significant issues and opportunities facing the electric industry as it moves through deregulation . any questions or inquiries should be forwarded to apex 2000 @ incentre . net or by phone at 1 - 403 - 244 - 4487 or by fax at 1 - 403 - 244 - 2340 . | 0 |
Subject: interview thanks . . . vince and stinson , it seems we made a good impression to rodney . can we have him working for our sub - group ? zimin - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 03 / 13 / 2000 08 : 35 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " rodney greene " on 03 / 13 / 2000 12 : 05 : 57 am to : cc : subject : interview thanks . . . dear dr . lu : thank - you for meeting with me to discuss opportunities in your derivative pricing group . i very much enjoyed talking with you . the projects you are working on are quite interesting to me . it appears to me the resources and culture at enron are excellent for accomplishing quality value - adding work . i would very much like to be a part of your group . thank - you once again for meeting with me . and it goes without saying - lunch was great ! sincerely , rodney greene ? | 0 |
Subject: confidential information and securities trading to : kaminski , wincenty email : vkamins @ enron . com - 7138533848 ? enron wholesale services - office of the chairman ? from : ? ? mark frevert , chairman & ceo ? ? ? ? ? ? greg whalley , president & coo ? ? ? ? ? ? mark haedicke , managing director & general counsel ? subject : ? ? confidential information and securities trading ? enron wholesale services ( ' ews ' ) maintains official policies and procedures regarding confidential information and securities trading ( ' policies and procedures ' ) , which have been revised as of november 15 , 2000 to reflect the new ews structure . these policies and procedures are intended to allow us simultaneously to pursue our diverse businesses and to protect confidential information , our reputation for integrity , and ews and its employees from legal liability . ? you are required to become familiar with , and to comply with , the policies and procedures . the newly revised policies and procedures are available for your review on legalonline , the new intranet website maintained by the enron wholesale services legal department . please click on the attached link to access legalonline : ? ? you must certify your compliance with the policies and procedures within two weeks of your receipt of this message . the legalonline site will allow you to quickly and conveniently certify your compliance on - line with your sap personal id number . if you have any questions concerning the policies or procedures , please call lance schuler at extension 3 - 5419 , mark haedicke at extension 3 - 6544 , alan aronowitz at extension 3 - 3214 , bob bruce at extension 5 - 7780 or donna lowry at extension 3 - 1939 . | 0 |
Subject: internship opportunities dear mr . kaminski , i have found the enrononline project a very interesting one and have enjoyed working with everyone in the research department as well as those from other departments . i am keenly interested in this area and was wondering if there would be any summer internship opportunities . i have attached my resume to this mail for your review and look forward to hearing from you soon . thank you ivy ghose rice mba 2002 - resume . doc | 0 |
Subject: color copier i ' m so sorry ! color printer . thanks - - - - - - - - - - - - - - - - - - - - - - forwarded by kevin g moore / hou / ect on 01 / 05 / 2000 01 : 27 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin g moore 01 / 05 / 2000 11 : 30 am to : lyn malina / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , vince j kaminski / hou / ect @ ect , mike a roberts / hou / ect @ ect , william smith / corp / enron @ enron cc : subject : color copier hello lyn , how are you ? certainly hope you enjoyed the holidays . i have not received the color printer as of yet . could you please provide me with information concerning this . thanks kevin moore | 0 |
Subject: fw : vince and ravi , attached below is the resume of a student graduating from the university of chicago with an ms in mathematics . his specialty is financial mathematics and his coursework seems to have covered a lot of the sorts of things that i understand your group to do , vince . he is extremely interested in enron and contacted me because i am an alum of the college at the u of c . i gather he didn ' t go through enron ' s typical recruiting process for analysts or associates because his background is more technical , than commercial . he acknowledged that his business experience is limited and from his resume you can tell that he is young . he would therefore be willing to start as an analyst or whatever the equivalent would be for a non - rotating position , but his interest is in doing the kind of work that you do , vince , and ravi , i know you have a similar background . please let me know if this candidate would be of interest to either of you . if so , feel free to contact him directly . he would like to start work this summer after graduating in june . thanks for your time and i hope this is useful to you . regards , laura laura howenstine manager , origination enron net works 713 - 853 - 0308 ( office ) laura . howenstine @ enron . com - - - - - original message - - - - - from : " kodjo adovor " @ enron + 40 enron @ enron . com ] sent : monday , february 26 , 2001 4 : 48 pm to : howenstine , laura cc : lhowenstine @ hotmail . com subject : dear laura , thanks for taking the time to talk to me about the opportunities available in financial derivatives at enron . i appreciate your help . my resume is attached to this email as resume . doc . i look forward to talking to you soon . regards , n . kodjo adovor the university of chicago financial mathematics - resume . doc | 0 |
Subject: lunch dzien dobry , mam nadzieje , ze nic sie nie zmienilo i jestesmy umowieni na dziesiejszy lunch . proponuje sie spotkac o godzinie 12 . 00 na parterze obok biurka " security ladies " ( bo wiem gdzie to jest ) . ubrany jestem w czarne spodnie , bezowe buty i szara bluze . nie jestem pewien czy bede mogl przeczytac potwierdzenie , bo od 10 do 11 . 45 przeprowadzam szkolenie . juliusz | 0 |
Subject: harvard business school pub order confirmation order confirmation notification thank you for ordering hbs materials . your order has been received and entered with the confirmation number 01928923 . the purchase order or reference number you provided is [ c ] kaminski , w . our projected ship date is 11 / 13 / 00 , your order will be shipping via ups . per your request , your order will be shipped to the following address : wincenty kaminski enron corp managing director ebl 962 1400 smith houston tx 77002 we appreciate your interest in harvard business school publishing . if we can be of further assistance , please contact our customer service department at ( 800 ) 988 - 0886 or ( 617 ) 783 - 7500 , by fax at ( 617 ) 783 - 7555 , or via email at corpcustserv @ hbsp . harvard . edu . | 0 |
Subject: thomas knudsen hi vince i met with thomas this morning ( i gave you his cv before , though i don ' t know if you had time to read it ) . he ' s extremely interested in moving to enron , and accepts that our work is far less academic than his postdoc research , although far broader than his investment banking quant experience . he remains interested , and emphasised he wants to stay close to the traders , but wants to look at new markets and products . i think we should seriously consider hiring him . he is ( understandably ) reluctant to move to houston , but there ' s no doubt that there is plenty of ( unnmet ) demand for derivatives pricing ( and thinking ) here in london . would you be interested in my setting up a videoconference in the next couple of weeks so you have a chance to chat with him ? i ' m meeting with him again on tuesday at an academic quant finance seminar organised by lane at king ' s college . i ' ve attached his cv for your reference . all the best , steve | 0 |
Subject: fwd : eprm article return - path : from : vkaminski @ aol . com full - name : vkaminski message - id : date : fri , 8 dec 2000 00 : 19 : 50 est subject : fwd : eprm article to : vkamins @ enron . com cc : vkaminski @ aol . com mime - version : 1 . 0 content - type : multipart / mixed ; boundary = " part 2 _ 1 e . e 608831 . 2761 c 976 _ boundary " x - mailer : unknown sub 171 return - path : received : from rly - xao 5 . mx . aol . com ( rly - xao 5 . mail . aol . com [ 172 . 20 . 105 . 74 ] ) by air - xaol . mail . aol . com ( v 77 . 14 ) with esmtp ; tue , 05 dec 2000 12 : 47 : 35 - 0500 received : from mailolb . rapidsite . net ( mailolb . rapidsite . net [ 207 . 158 . 192 . 229 ] ) by rly - xao 5 . mx . aol . com ( v 76 _ rl . 19 ) with esmtp ; tue , 05 dec 2000 12 : 47 : 00 - 0500 received : from www . lacima . co . uk ( 209 . 41 . 1 . 121 ) by mailolb . rapidsite . net ( rs ver 1 . 0 . 58 s ) with smtp id 0923182 for ; tue , 5 dec 2000 12 : 46 : 46 - 0500 ( est ) message - id : reply - to : " chris strickland " from : " chris strickland " to : references : subject : eprm article date : wed , 6 dec 2000 04 : 16 : 05 + 1100 organization : lacima consultants mime - version : 1 . 0 content - type : multipart / mixed ; x - priority : 3 x - msmail - priority : normal x - mailer : microsoft outlook express 5 . 00 . 2615 . 200 x - mimeole : produced by microsoft mimeole v 5 . 00 . 2615 . 200 x - loop - detect : 1 hi vince , hope things are fine with you . i ' m sorry that i only ever write to you when i ' m after something , but could you look at this simulation article - the next installment in the eprm articles . many thanks and best regards . chris . - - - - - original message - - - - - from : to : ; ; ; sent : friday , september 08 , 2000 4 : 23 am subject : re : var article > les , > > the revised version of the var article looks fine . > > vince > - eprm _ 04 _ sim _ mr . zip | 0 |
Subject: re : factors for us power curves tanya , i have checked the factors for us power and all except the following are acceptable : rl 1 , rlc , rlf , rlj , rlk , rll , rlm , rln , rlz , r 4 a , r 4 b . for global liquids , the requisite curves have been submitted to the liquids team . i will review their results and confirm . naveen tanya tamarchenko @ ect 01 / 25 / 2001 12 : 52 pm to : naveen andrews / corp / enron @ enron , rabi de / na / enron @ enron , jaesoo lew / na / enron @ enron cc : oliver gaylard / lon / ect @ ect subject : re : factors for us power curves naveen , attached spreadsheet contains the factors for us power curves calculated based on 9 / 28 / 00 - 11 / 28 / 00 data in stage with the latest version of vatrfacs . by specifying integer number from 1 to 32 in cell jl you can see the factors for different regions . i suggest to consider the following sets of factors as acceptable : rla , rle , r 2 , r 2 a , r 2 b , r 3 , r 3 a , r 3 b , r 4 , r 4 c , r 5 , r 5 a , r 6 , r 7 , r 7 a , r 8 , r 9 . please review and confirm . tanya . | 0 |
Subject: re : astros season tickets cathy , thanks . in order of priority : fridays ( 20 , 27 ) , apr 25 , 24 , 23 . vince from : cathy phillips on 04 / 03 / 2001 04 : 54 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : astros season tickets how about two games ? just select a couple of dates and i will have the tickets delivered to you . the dates that are still available are as follows : friday , april 20 st . louis monday , april 23 atlanta tuesday , april 24 atlanta wednesday , april 25 atlanta friday , april 27 florida thanks . cathy phillips x - 36898 vince j kaminski 04 / 02 / 2001 05 : 43 pm to : cathy phillips / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : astros season tickets cathy , yes , i shall be glad to use a few tickets for my group as a token of appreciation . how many can you spare ? vince from : cathy phillips on 04 / 02 / 2001 01 : 06 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : astros season tickets all of the tickets in the initial time frame have been taken . the next set of tickets i have available are for the series of april 20 th - 25 th . please let me know if you are interested in any of the tickets in this series . thanks . cathy phillips x - 36898 vince j kaminski 03 / 30 / 2001 11 : 25 am to : cathy phillips / hou / ect @ ect cc : subject : re : astros season tickets cathy , i shall appreciate 4 tickets , any day . i shall use them internally as a token of appreciation for the members of my group . vince from : cathy phillips on 03 / 30 / 2001 08 : 45 am to : jeffrey a shankman / hou / ect @ ect , doug arnell / enron _ development @ enron _ development , alan aronowitz / hou / ect @ ect , pierre aury / lon / ect @ ect , sally beck / hou / ect @ ect , rick bergsieker / enron _ development @ enron _ development , stephen h douglas / hou / ect @ ect , jennifer fraser / hou / ect @ ect , shanna funkhouser / corp / enron @ enron , eric gonzales / lon / ect @ ect , gary hickerson / hou / ect @ ect , vince j kaminski / hou / ect @ ect , larry lawyer / na / enron @ enron , chris mahoney / lon / ect @ ect , george mcclellan / hou / ect @ ect , thomas myers / hou / ect @ ect , john l nowlan / hou / ect @ ect , beth perlman / hou / ect @ ect , brent a price / hou / ect @ ect , daniel reck / hou / ect @ ect , cindy skinner / hou / ect @ ect , stuart staley / lon / ect @ ect , mark tawney / hou / ect @ ect , scott tholan / corp / enron @ enron , lisa yoho / na / enron @ enron , neil davies / corp / enron @ enron , per sekse / ny / ect @ ect , stephen h douglas / hou / ect @ ect , scott vonderheide / corp / enron @ enron cc : cathy phillips / hou / ect @ ect , jennifer burns / hou / ect @ ect , angie collins / hou / ect @ ect , donna baker / hou / ect @ ect , helen marie taylor / hou / ect @ ect , chantelle villanueva / hou / ect @ ect , betty j coneway / hou / ect @ ect , patti thompson / hou / ect @ ect , cherylene r westbrook / hou / ect @ ect , candace parker / lon / ect @ ect , sharon purswell / hou / ect @ ect , gloria solis / hou / ect @ ect , brenda j johnston / enron _ development @ enron _ development , kim hickok / enron _ development @ enron _ development , susan mccarthy / lon / ect @ ect , paula forsyth / corp / enron @ enron , shirley crenshaw / hou / ect @ ect , jody underwood / na / enron @ enron , kathleen d hardeman / enron _ development @ enron _ development , judy zoch / na / enron @ enron , sunita katyal / enron _ development @ enron _ development , cherry mont / ny / ect @ ect , lydia reeves / hou / ect @ ect , kristy armstrong / enron @ enronxgate , nita garcia / na / enron @ enron , christina brandli / enron @ enronxgate subject : astros season tickets astros tickets available please note that the tickets for the astros games scheduled for saturday , march 31 st , through sunday , april 8 th , ( no game on monday , april 2 nd ) are still available . please let me know this morning if you are interested in any of the tickets . thank you . - - - - - - - - - - - - - - - - as mike mentioned at the staff meeting yesterday , enron global markets has season tickets for the houston astros for the 2001 season which begins this friday , march 30 th , with an exhibition game against boston . exhibition games are also scheduled for saturday , march 31 st , and sunday , april lst . the regular season opening game will be on tuesday , april 3 rd . we have four seats in section 116 , row 33 , seats 20 - 23 . the seats are located in the dugout section between home plate and the visitor ' s dugout . the tickets are available on a first come , first serve basis with preference given for customer entertainment if more than one request is received for the same game . please contact me at x - 36898 or via e - mail at cathy . phillips @ enron . com to request tickets . in addition , copies of the astros 2001 season schedule are available upon request . please let me know if you have any questions . thank you . cathy phillips x - 36898 eb 3327 | 0 |
Subject: request submitted : access request for mraymon @ 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 : 000000000007494 request create date : 11 / 15 / 00 12 : 57 : 59 pm requested for : mraymon @ enron . com resource name : unlisted application / software resource type : applications | 0 |
Subject: re : rabi de fyi , i do not send out a written offer package until the verbal offer issues are resolved and a final offer is made . so , i ' d like to put the details below in writing and send out to him for tuesday delivery . i ' m playing phone tag with him regarding the other details and will follow up with him again in the morning . thanks toni from : grant masson @ ect 09 / 15 / 2000 11 : 24 am to : toni graham / corp / enron @ enron cc : norma villarreal / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : rabi de toni : we talked to rabi . he ' s sitting on the fence for some good reasons , and he has to weigh what is fairly comfy job situation for one that starts out at a lower level but has more potential . wrt the green , vince verbally offered salary of $ 105 k plus a guarantee that his bonus at year end would be a minimum of $ 15 k cash . that ' s in addition to the $ 15 k sign on bonus . vince said that we would not bother working up a revised offer letter unless and until rabi came back with a verbal ok . he will ponder the offer ; probably for a few more days and get back with us . he may well call you to discuss the exact details of the benefits . esop , 401 ( k ) contributions , etc . regards , grant . | 0 |
Subject: re : energy book chris , no problem . feel free to mention our names . vince chris strickland on 01 / 28 / 2000 03 : 54 : 17 am to : vince j kaminski / hou / ect @ ect , les , jules cc : subject : energy book hi vince , i have pulled a list of names together that i would like to send some samples of our chapters of the book too , in the next couple of days , in order to try and get one or two sentence " reviews " for the dust jacket of the book . i obviously won ' t say anything about enron ' s sponsorship until it is official sorted out , but is it ok if i indicate that yourself and grant are contributing material to the book ? i ' m proposing to send 5 or 6 chapters to the following - unless you have any objections or suggestions ? david shimko ehud ronn helyette geman mark garman dragana pilipovic corwin joy ilia bouchouev alexander edyleland steve thomas hope the writing is going ok , and regards to grant . best regards . chris | 0 |
Subject: approval is overdue : access request for paul . d . thomas @ enron . com mike , following request has been made for a number of people . the access requested is : o : \ research \ power meteorology \ weather temperatures - read / write data approval grant this is what i wrote , denying the request : the reason for the rejection has been communicated several times . the person who requested the access does not want it any more . granting both read / write access could threaten the integrity of the data . any comments ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 01 / 29 / 2001 08 : 19 am - - - - - - - - - - - - - - - - - - - - - - - - - - - arsystem on 01 / 26 / 2001 07 : 16 : 10 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 : 000000000015384 approver : stinson . gibner @ enron . com request create date : 1 / 25 / 01 7 : 59 : 02 am requested for : paul . d . thomas @ enron . com resource name : \ \ enehou \ houston \ common \ research - [ read / write ] resource type : directory | 0 |
Subject: long - term volatility curves grant , can research in houston put together a comparison of the long - term volatility curves for gas and power in north america and europe ? based on where europe is marked ( especially for the uk ) , i think we ' ll find a significant difference out beyond 10 years . fundamentally , it seems like the long - term vol should be similar for a given commodity regardless of geographic location . has research done any work on this in the past ? if not , we should study this since long - term vol feeds into the var - based position limits . give me a call so we can discuss . thanks dale | 0 |
Subject: re : model effort in houston mike pls discuss with mark tawney . under the revised egm structure for weather we need to revisit theintended arrangement . thnx paul from : mike a roberts @ ect 10 / 04 / 2001 04 : 59 am to : christian werner / enron _ development @ enron _ development cc : vince j kaminski / hou / ect @ ect , paul quilkey / enron _ development @ enron _ development , mark tawney / enron @ enronxgate subject : model effort in houston christian , our spring / fall window of " < nactivity " is rapidly eluding us . . . we need to get our internal model operational without delay . along these lines , let ' s go ahead and plan your visit to houston as soon as possible , but by all means get you in at least 4 weeks before hurricane season . that would mean the month of may looks good . please inform me what duties you could not perform from here to support the sydney office , we ' ll figure out how to keep that office whole . ( it ' s working without a hitch to have steve bennett in london , but continuing his houston duties ) if the first week in may ( for the whole month ) will work , please respond asap and we ' ll get housing arrangements finalized . looking forward to your visit , - - - mike | 0 |
Subject: re : fw : pserc nuggets related to market stem hello shmuel , thanks for your message . the end of 2000 and the beginning of 2001 were extremely busy and i could not focus on pserc issues . i shall consult a few people in enron on this subject and get in touch with you . our concern right now is that the results of research are widely shared with our competition . i am out on the 19 th , but the 20 th would work for me . i would be glad to cover the cost of your austin to houston trip . regarding your son . the analyst / associate program will interview again on the campus in the spring and they will be more than happy to interview him . " shmuel oren " on 12 / 19 / 2000 01 : 40 : 02 pm to : cc : " dennis ray " , , subject : fw : pserc nuggets related to market stem hello vince happy holidays . i wanted to connect with you regarding the possibility of enron joining pserc . as you might have heard from lance and alex we are going through a transition period having doubled the number of universities and industry members within the last year . consequently , our business processes are not well developed . one of the problems we are facing is the balance between the electrical engineering folks and industry members that are more interested in market related research . i hope to recruit more of the later so tat we have more of a constituency in the advisory board that sees the value of market related research . i already have a verbal commitment from people at electrabell that expressed interest in joining pserc . with members like electrabell and enron we will be able to support more market stem projects such as the one that shijie deng proposed ( not funded in this round ) . please let me know if i can do anything to facilitate the decision at enron . i am going to be in austin on january 19 to participate at a puct hearing and could come through huston for a visit . attached are some items that i shared with our pserc members and thought that you might be interested in them as well . regards , shmuel . - - - - - original message - - - - - from : " shmuel oren " to : " power systems engineering research center " sent : tuesday , december 19 , 2000 9 : 47 am subject : re : pserc nuggets related to market stem > the following are 3 items that demonstrate the impact of pserc research in > the market stem area . > > 1 . on december 12 , i ( shmuel oren ) testified at a hearing in san francisco > before the blue ribbon panel ( chaired by alfred kahn ) for the that is > investigating the implications of uniform price vs . pay as bid auctions in > the california px . as part of my testimony i presented a movie produced by > tim mount and bob thomas that show results of an experimental economic study > showing how bidders respond by raising their bids in a pay as bid auction . > following is an acknowledgement i received . > > dear shmuel : > > > thank you for attending the blue ribbon panel this past tuesday in san > francisco . your presentation was very informative and valuable to all the > panel members and other participants . the panel greatly appreciates your > involvement in this important project . > > > thanks again , > natalie efland > > > 2 . a recent e - mail from the texas puc > > professor oren , i hope you and your family are doing well . we are seriously > considering your help and advice to facilitate the commission ' s final > decision regarding retail competition in ercot . > > i wanted to let you know that ercot stakeholders filled an application for > approval of the ercot protocols in november . we received comments including > list of issues on november 22 and reply comments on december 1 . staff will > draft and submit a preliminary order to the commissioners for their > discussion on december 13 . there will be a pre - hearing on december 15 when > parties will be asked to brief the commission on list of issues by the end > of first week in january . there will be a hearing on january 16 followed > with another hearing if needed . parties have asked the commission to > finalize its decision by mid march . > > to give you some more background , i have to mention that almost most of your > suggestions were accepted and will be reflected in the final protocols , > except for problems with intra - zonal gaming regarding congestion management > and pay - as - bid compensation for selected ancillary services . a few > additional concerns are raised regarding ancillary services and congestion > management . stakeholders are still working toward more load participation > in ercot market . however , the main problem is the fact that market ( pilot > that covers 100 % of wholesale , but only 5 % of retail load ) will be open on > june 1 , 2001 based on a version of the protocols locked on august 1 , 2000 . > ( that was the deadline for ercot to give a final design to anderson > consulting . ) that version does not include some of your recommendations to > address market design flaws . the full version is highly possible to be > implemented by january 1 , 2002 when market for 100 % retail competition is > scheduled to open . given this gap , some parties have recommended not to > implement incomplete protocols and wait for full implementation by january > 2002 . in other words , they say let ' s go ahead with 5 % pilot retail load , > but wait for full design implementation before allowing 100 % wholesale load > ( and retail load ) be subject to the rules of the game described in the final > protocols . > > thanks . > > parviz adib , ph . d . > director of market oversight division > public utility commission of texas > 1701 n . congress avenue > p . o . box 13326 > austin , texas 78711 - 3326 > ph . no . : 512 - 936 - 7365 > > 3 . the following is a segment from a published summary of the dec 13 puct > hearing . this segment describes the commision ' s deliberation on an agenda > item addressing the possibility of instituting price caps as part of the > ercot protocols . ( see reference to my involvement in the next to last > paragraph ) > > docket no . 23220 - petition of the electric reliability council of texas > for approval of the ercot protocols . ( discussion and possible action ) > parviz adib , jess totten , keith rogas , and tammy cooper > chairman wood turned to page 2 item number 3 of the draft order identifying > issues , recommending that the word " including " be changed to " other than " in > the parentheses . he thinks they know the ups and downs of the two > mechanisms , which are bid caps and price caps , but would not mind having > parties focus on what other protections might be used . commissioner walsh > would say " including , but not limited to " because she does not think it is a > bad idea for ercot to at least consider in their protocols a fail - safe > mechanism . it ' s kind of like the stock market suspending trading when > something crazy happens . they could consider a maximum scenario , such as > " we don ' t think this will ever happen but if it does we need to muffle it " , > whether it is $ 1 , 000 or $ 99 or whatever it is . they could consider whether > to put into the protocols a self - enacting price cap . while not expecting it > to happen , if it did , you don ' t have to declare it an emergency and have the > commission have to act . chairman wood asked if they could leave the > question without the parenthetical at all and just say " what protections > should be added to avoid extreme price spikes . " commissioner walsh > reiterated that she wants ercot to think about the unlikely possibility of > unacceptable price spikes . she would like for them to have their own > fail - safe mechanism that is self - initiating as opposed to leaving that to > having someone have to come in and act . commissioner perlman stated that he > thinks the california - type price caps is what the concern is about . he > thinks everyone in this state is opposed to those , but he thinks the point > commissioner walsh is making is an interesting one . he had not thought > about the circuit breaker idea , and it might have some merit . he agreed > that it was worth considering something like that . then the question > becomes what the level is . chairman wood suggested the wording " what > self - implementing protections should be added to avoid the price spikes . > commissioner perlman said he did not think anyone is talking about $ 250 > price caps . commissioner walsh agreed , but noted that if the unexpected > happens we should be prepared . commissioner perlman indicated that if > someone is making $ 10 , 000 in one particular hour that it probably does not b > enefit the market and is probably a windfall to them . it is not something > they would normally put in their business plan for determining whether they > are going to build a plant in texas . chairman wood stated that they want to > lean toward the market as heavily as they can on these issues . > > chairman wood noted that some of these issues date back to when dr . oren was > assisting the commission , and asked if he could be brought back again . > staffer dr . parviz adib said that staff had already talked to dr . oren and > that he is available to assist the commission further . chairman wood noted > that dr . oren had helped people think outside the box without just focusing > on california . > > the final wording was clarified to state " self - implementing mechanisms " and > to delete the parenthetical part of the sentence in question . the order was > approved as amended . > > > > > > > > > > > | 0 |
Subject: magic 15 , 000 level on nikkei - - - - - - - - - - - - - - - - - - - - - - forwarded by leann walton / na / enron on 10 / 26 / 2000 10 : 47 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : darren delage @ enron on 10 / 16 / 2000 02 : 53 pm ze 9 to : maureen raymond / hou / ect @ ect cc : subject : magic 15 , 000 level on nikkei maureen , hope all is well . thank you for your coverage last week . i certainly appreciate the value - added that you provide in your research . i had a quick question for you regarding any anticipated japan central bank intervention at the 15 , 000 level in the nikkei . if i am understanding the mechanism correctly , bis reserve requirements fall below certain threshold and banks can no longer lend money and meet bis lending criteria due to improper reserve base . and this roughly happens at 15 , 000 level ? reason i ask is goldman sachs put out an article suggesting that break - evenpoint for bank holding of stocks is roughly 12 , 000 - 12 , 500 a different index level than the one you have mentioned . i can appreciate the difference between reserve liquidity and actual break - even on equity positions , but just wanted to clarify this point with you , as we are trying to gain a complete understanding of how a trigger would effect japanese capital markets . and so , as i currently understand it , there are ( 2 ) trigger levels to watch : 15 , 000 where banks fail bis criteria and hence cannot extend new loans with bis stamp of approval . clearly ctl bank would have incentive in restoring this or else financial system would be thrown into turmoil . 12500 where banks begin to take an actual loss on equity holdings is this right ? thanks maureen , take care , darren | 0 |
Subject: re : cv of rodney greene re quantitative positions . amy , yes , i am interested . i am in london now , but i shall contact him on thuirsday . vince amy fitzpatrick 02 / 21 / 2000 03 : 34 am to : vince j kaminski / hou / ect @ ect cc : 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 : o andrew , vince and grant from research would like to have risktrack on their pcs . can you install it for them ? appreciate it , tanya . | 0 |
Subject: re : fw : mtg . scheduled frank , regarding simulating power prices in var we might discuss the following items and show some results : 1 . clustering for power : - clustering based on historical prices and correlations from them ; - geographical clustering ; - flexibility in choosing " core curves " ( based on position size ) ; 2 . jump - diffusion process for intramonth and prompt month : - parameter estimation from historical data ( do we want to use it ? ) - working out parameters ( jumps frequency , jump size ) as stress scenarios ; 3 . correlations within a cluster and across clusters . 4 . changing correlations estimations ( using fixed contact ' time series ) . 5 . joint estimation of factors for selected regions . let me know what you think should be in the agenda for this meeting . regards , tanya from : frank hayden / enron @ enronxgate on 04 / 18 / 2001 03 : 43 pm to : tanya tamarchenko / hou / ect @ ect cc : subject : fw : mtg . scheduled if you want , i welcome your help in putting together an agenda . frank - - - - - original message - - - - - from : black , tamara jae sent : wednesday , april 18 , 2001 3 : 32 pm to : presto , kevin ; davis , mark dana ; sturm , fletcher ; herndon , rogers ; gilbert - smith , doug ; white , stacey ; kaminski , vince ; andrews , naveen ; belden , tim ; gorny , vladimir ; davenport , lacrecia cc : hayden , frank subject : mtg . scheduled please mark your calendar for a meeting with : frank hayden reg . value @ risk april 26 th 3 - 4 pm rm 3125 b thanks tjae black x 35800 | 0 |
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