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Subject: timesheets hello everyone : well it is almost that time again ! i am going to try something different . i am forwarding you the time sheet by email . save the document to whatever drive you want to and then fill out any off duty time or overtime that you had and return to me by email . i will need this by the 15 and 30 ( or 31 st ) of each month . this may work better than hand delivering . let me know what you think . | 0 |
Subject: fwd : summer internship - - ph . d . in chicago celeste , i am a very good customer of your group . this is another student ( this time from chicago ) i would be glad to take into the group as an intern . the resume is attached at the bottom of this message . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 01 / 17 / 2001 03 : 51 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - li xiao on 01 / 13 / 2001 01 : 41 : 29 pm to : vkamins @ ect . enron . com cc : subject : fwd : summer internship - - ph . d . in chicago hi , vince , this is li , writing from u . of chicago . i am in the second quarter here . the study and social life is extremely busy at the school . but i enjoy connecting the knowledge i learn everyday here with the experience i had with enron . a schoolmate of mine , a chicago ph . d . candidate in finance , is looking for an internship for the coming summer . i recommend him to write to you to see if you are interested in or if there is a need . if so , you can contact with him directly . he is a really bright guy . if not , hope you don ' t mind that i sell enron at school so hard . again , thanks for all the help you gave me . have a good new year . li p . s . : cover letter below and resume attached . li xiao university of chicago graduate school of business , class of 2002 ( 773 ) 955 - 0710 dear dr . vince kaminski , i am a ph . d . student in finance at the university of chicago gsb who = hopes to find a summer internship at enron of 2001 ( between june and = september ) . i heard your group from my friend li , who worked at enron = for 3 year . she spoke highly of you . if it ' s okay , i am primarily = interested in risk management . at the university of chicago , i will have completed all the ph . d . = courses in the area of finance by the end of the first year . as normally = it takes two years to finish the required finance courses , i decided to = take all the finance courses in the first year . in the fall quarter , i = already took empirical asset pricing and theoretical asset pricing and = did very well . in the winter quarter , i will be taking corporate = finance , continuous time finance and behavioral finance . i am exposed to = all fields of finance . prior to coming to chicago , i received a master ' s = degree in economics at washington university in saint louis where i = acquired skills in economic analysis . i also have a strong background in = statistics and mathematics . this makes me believe that i have acquired = the ability to do financial research . prior to coming to the united state , i was an outstanding graduate from = beijing university , china . i was the founder and president of beijng = univeristy society of oceanology . i also organized a research jouney in = the round - the - bo - sea economic region . these experience helped to hone my = communication and interpersonal skills . as illustrated above , my skills and expertise are ideally suited for = financial research . my resume is enclosed . in the event that you think = an interview is in need , my time is very flexible . your assistance is = appreciated . sincerely yours , jason chen ( huafeng ) 6022 s . drexel ave , apt 612 chicago , il 60637 ( 773 ) 955 - 0348 - resume . doc | 0 |
Subject: zimin ' s father vince and stinson , i have to go back to china to attend my father ' s funeral on saterday jan . 20 . my father passed away last sunday . my schedule is : leave houston : jan 18 ( thursday ) arrive houston : jan 27 ( saterday ) i will take care of a few things before i go 1 ) review for paulo and bob 2 ) talk to alex on the compound option on a power plant 3 ) talk to bob on volatility and correlation skews , to finish up this project for john arnold 4 ) telephone interview for japan office . zimin | 0 |
Subject: introduction mark , mike , i have scheduled a video conference with this gentleman on thursday this week at 3 : 30 p . m . can you join me for this conversation ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 06 / 20 / 2000 04 : 16 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - on 06 / 20 / 2000 03 : 12 : 53 pm to : " vince j kaminski " cc : richard . larsen @ effem . com subject : introduction vince : as way of introduction , i wanted to write a bit about mars inc . and then about cds , the unit i head . mars is a private company , considered to be the largest privately owned manufacturing company in the world . mars is not in the habit of disclosing its finances , so the best i could do is refer to forbes ' estimate of $ 15 billion annual revenue and to the profit margins of similar companies between 5 - 12 % . mars is in the business of manufacturing confectionery ( m & m , dove bar , skittles , twix , - all ( r ) ) food ( uncle ben rice ( r ) ) pet food ( pedigree , whiskas waltham ( r ) ) and other products . mars has prospered during the years because of a unique philosophy that emphasizes the long term goals of the company . part of the philosophy is to look for win - win solutions with its suppliers , customers and partners . as can be understood from the nature of the company , a large chunk of its expenses goes towards purchasing commodity like products , and hence the history of researching those commodities and the weather that influences their supply and the demand ( people eat less ice cream in the winter and less chocolate in the summer ) . cds has a history of few decades in forecasting weather and has been very successful , with an envious track record , in helping mars get a competitive advantage in these arenas . cds is a global group ( in 4 countries across two continents ) which supports the purchasing function and the corporate at large in these and other arenas . it is a multidiscipline and multinational team with a lot to offer . not having a ready access to the energy markets , and with a risk profile based on manufacturing expertise , mars has decided to look for potential partners in this area . enron presence in the market place certainly makes it an interesting party to talk to . in talking to enron , we are careful to suggest that mars is not committing to anything at this point , and all we are after is to find out if there is an interest to pursue the opportunity we discussed in the future . i am looking forward to our video conference call . kind regards , avi - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - avi i . hauser phd mba cds director 100 international drive mt olive nj 07828 - 1383 + 1 973 691 3664 ( office ) + 1 973 347 8189 ( fax ) + 1 973 727 3622 ( car + slow paging ) hauser @ cdsusa . com | 0 |
Subject: non - firm power curve building hi vince , amitava and i have received a request to build a non - firm power curve for each region from david hoog ' s double trigger folks . the objective , as they explain it , is to allow the desk to buy non - firm from the market , buy david ' s outage product , and sell firm to the market . accountants would like a curve to mark the non - firm position . my initial thought is that the desk should provide this non - firm curve , but it seems that this market is very illiquid and they are reluctant so they have put the ball in david hoog ' s court to build the curve if david wants to sell his product internally to the desk . assuming we build the curve , the next issue is how to define " non - firm " ? the only way i can think of is to tie the non - firmness to a specific generation unit or group of units . this will allow the purchase of david ' s outage product to cover the non - firmness risk . tying the definition of non - firmness to a whole region seems implausible - - - what does it mean to give a marketer the option to not deliver power if there is any problem anywhere in the region ? consequently , the non - firm curve takes on a unit - level interpretation , and not a region - level interpretation . consequently , i do not see how we can talk about the " non - firm curve for the region " ? we will need to build a non - firm curve for each generation unit or group of units . maybe i could get your thoughts later today . thanks , vasant | 0 |
Subject: gas model sorry so much time has passed since we last discussed your north american gas model . i am however still interested in setting up a test process to familiarize some of our key people with the model and the database , etc . i am now reviewing the licensing agreement that you submitted in december and will be back in touch soon . i need to discuss this further with the business segments , but i suspect that our interest will be focused more on the long term gas model . another member of your firm had called last week , but i somehow misplaced his name and number . i thought that an e - mail response would suffice for now . my apologies . regards , john goodpasture | 0 |
Subject: re : ut conference trustees ' meeting vince , there was a trustees ' meeting ( during dinner ) which i attended . here are a few things that were discussed there : 1 . april 4 th is the date when different companies representatives will come on ut campus to tell mba students about their companies and job opportunities . the companies will have to pay a small fee ( about $ 200 ) to be able to participate . 2 . trustees ' continued support for in - class presentations , finance challenge program and practicums . i understand that ut wants you to give some classes in the autumn semester for mba students . 3 . some companies ( like reliant ) select some well defined projects and give them to ut students to work on for a few months . students work in teams and discuss their progress with ihud ron and then report results to the company . regards , tanya . | 0 |
Subject: re : creditmanager net meeting aidan , yes , this will work for us . vince " aidan mc nulty " on 12 / 16 / 99 08 : 36 : 14 am to : vince j kaminski / hou / ect @ ect cc : subject : creditmanager net meeting vincent , i cannot rearrange my schedule for tomorrow so i would like to confirm that we will have a net - meeting of creditmanager on friday 7 th of january at 9 . 30 your time . regards aidan mc nulty 212 981 7422 | 0 |
Subject: var , reporting and resources meeting the below meeting is going to take place today in eb 32 c 2 . thanks , rain - - - - - - - - - - - - - - - - - - - - - - forwarded by rita hennessy / na / enron on 08 / 08 / 2000 09 : 15 am - - - - - - - - - - - - - - - - - - - - - - - - - - - barbara lewis @ ect 06 / 19 / 2000 10 : 25 am to : sally beck / hou / ect @ ect , vladimir gorny / hou / ect @ ect , grant masson / hou / ect @ ect , michael e moscoso / hou / ect @ ect , ted murphy / hou / ect @ ect , beth perlman / hou / ect @ ect , stephen stock / hou / ect @ ect cc : patti thompson / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , maria sandoval / hou / ect @ ect , rita hennessy / na / enron @ enron , cherylene r westbrook / hou / ect @ ect , giselle james / corp / enron @ enron subject : reoccurring meeting the meeting to discuss " var , reporting and resources ii " will take place every tuesday at 3 : 00 p . m . beginning june 27 , 2000 . please adjust your schedule to reflect this weekly reoccurring meeting . many thanks , barbara lewis | 0 |
Subject: re : corporate card yes tony , mike authorized you for a corp . card , however that ' s something your asst . can do in london for you . if you need further asst . please inform . . . . . . . kevin moore tony hamilton @ enron 04 / 30 / 2001 07 : 28 am to : mike . a . roberts @ enron . com , tani . nath @ enron . com , kevin . g . moore @ enron . com cc : subject : corporate card is it possible for me to get a corporate card , and if so , who do i need to contact regarding this ? thanks tony | 0 |
Subject: launch issue / the risk desk dear trading and risk exec : i ' ve attached the premier issue of our newest publication covering the traded energy markets - - the risk desk - - sister publication to our leading weekly , the desk . the attached issue ( a pdf file ) is of course free and has zero obligation . the publication was created in response from readers like you , who requested a less dense , more upbeat and generally more readable publication dedicated to original news , analysis , and commentary on price , credit , operational and market risk management in the evolving energy trading space . and , because you ' re either a current or recent subscriber to one of our other publications , we ' re offering you a very special charter rate to our new publication - - that is if you contact us before may 27 th . contact us in the next 30 days and subscribe to a full year of the risk desk for only $ 199 ! ! after may 27 , we will of course ratchet up the price , good capitalists that we are . but for now , enjoy your free , no - obligation issue to the risk desk . we look forward to hearing from you , soon . regards , john sodergreen john sodergreen editor - in - chief scudder publishing group , llc ph : 410 / 923 - 0688 fax : 410 / 923 - 0667 johns @ scudderpublishing . com the desk , the risk desk , power executive the bandwidth desk , energy ebusiness - april 27 . 01 risk . pdf | 0 |
Subject: re : var priorities vince thanks for the quick response . agree on # 5 just bear in mind it says scope not implement so it is more of a development of a project . re ; mg i will keep tanya apprised of travel plans and give her the option to be in or out as you two see fit . ted vince j kaminski 07 / 11 / 2000 03 : 57 pm to : ted murphy / hou / ect @ ect cc : tanya tamarchenko / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : var priorities ted , item # 5 will require help from it . my understanding is that currently we are receiving the positions aggregated to a daily level . also , i talked to tanya about visiting mg in new york . she is leaving for vacation on the 26 th of july and can go for a day to nyc prior to this date . i think that it makes a lot of sense for her to visit mg and to kick the tires . i asked her to coordinate the trip with you : it makes sense for both of you to go together . i may join you depending on my availability . vince from : ted murphy 07 / 11 / 2000 03 : 20 pm to : vince j kaminski / hou / ect @ ect , john sherriff / lon / ect @ ect cc : subject : var priorities vince / john , below is a brief summary of near - term projects for the enhancement of var and the use of var . as you can tell some are not directly research issues ( some require the guidance but not direct work product ) , and are very north american wholesale - centric . vince , i think that the only one in which progress requires your input to get kick started is # 5 . all others are in progress with tanya / grant involved through jeff shankman ' s regular meeting . we would like to get your input as to your priorities ( we were thinking top 5 ? ) and then start knocking some of them out . it is not meant to be exhaustive and is focused on fixes as opposed to overhauls . thanks ted - - - - - - - - - - - - - - - - - - - - - - forwarded by ted murphy / hou / ect on 07 / 11 / 2000 03 : 10 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : ted murphy 06 / 28 / 2000 07 : 45 am to : rick buy cc : subject : var priorities rick , this is my initial attempt to summarize our meeting with john . the next steps would be to solicit feedback from other interested parties and scope the resources and responsibilities . ted rick buy , john lavorato and i met to discuss priorities as it relates to the calculation of var . we are making the following recommendations 1 ) inclusion of monthly index positions into var calculations as the indicies set in north american natural gas 2 ) development of a methodology to re - run correlations ( factor loadings ) including criteria , responsibilities and acceptance / rejection criteria 3 ) development of process by which to analyze the output of factor loading process . database to store output and management reports . 4 ) finalize debate on the calculation of forward / forward volatility 5 ) scope a project to analyze the possibility of calculating hourly volatility for power . it was further recommended that we continue to not include unpriced index positions in var calculation . | 0 |
Subject: requests for help krishna , i have received two additional requests for help from ees . 1 . jeremy blachman called and asked us to increase very significantly the level of our support of ees . it probably makes sense to set up a meeting with jeremy asap and discuss specifics ( you , me , and it probably makes sense to invite marty sunde as well ) . 2 . george posey called and asked fro help with statistical sampling of dublin customers . please , give him a call to set up a meeting . i shall call you tomorrow to discuss both requests . vince | 0 |
Subject: joe h . vince , mark tawney called and said that he needs to make a salary adjustment for joe hrgovcic . it appears that he has an outside offer . i told him that we would support this , within reason , and that you would be the person to ultimately o . k . this request on the research side . he is also interested in moving joe out of research and formally onto the weather desk . again , i told him that it would have to be discussed with you on your return next week . stinson | 0 |
Subject: alp presentation this will be in eb 49 cl - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 10 / 2001 08 : 22 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 04 / 10 / 2001 08 : 13 am to : barrett @ rice . edu , uecker @ rice . edu , cmiller @ rice . edu , lounghrid @ rice . edu , luigical @ rice . edu cc : vince j kaminski / hou / ect @ ect , christie patrick / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , kenneth parkhill / na / enron @ enron subject : alp presentation on behalf of enron corp . i would like to invite you to an alp project presentation by a group of students of jesse h . jones graduate school of management , rice university . the students will present the results of a research project regarding electronic trading platforms in the energy industry . the presentation will be held on may 7 , at 4 : 00 p . m . at enron , 1400 smith . we would also like to invite you to dinner , following the presentation . vince kaminski vincent kaminski managing director - research enron corp . 1400 smith street room ebl 962 houston , tx 77002 - 7361 phone : ( 713 ) 853 3848 ( 713 ) 410 5396 ( cell ) fax : ( 713 ) 646 2503 e - mail : vkamins @ enron . com | 0 |
Subject: grades pam , another team : elena chilkina robert j . guadette joseph helms kenneth jett todd litton mark westmoreland grade : a - vince kaminski | 0 |
Subject: p + option valuation model mark , after recently reviewing the booking of the p + options , it is my understanding that these options are being valued using a standard spread option model where the price evolution of the two legs of the spread are assumed to be correlated geometric brownian motion processes ( i . e . the price process assumptions are consistent with standard black - 76 model assumptions extended to two commodities ) . the payoff for a call option is : payoff = max ( 0 , a - b - k ) . where : a = nxwti ( delivery price for nymex ) b = posting price = ( wti swap ) - ( posting basis ) k = posting bonus ( fixed ) . the only complication of this option as compared to most other spread options is that leg " b " of the spread is a combination of three prices , the two futures prices which make up the wti swap for the given month , and the average posting basis during the delivery month . combination of these prices is easily addressed by simply setting the volatility of leg " b " and the correlation to correctly account for the volatility of this basket of prices and its correlation with the nxwti price . i believe that this approach is more straightforward than the alternative , which would be to use a three or four - commodity model with its associated volatility and correlation matrices . in summary , i believe that this is an appropriate model for valuation of these types of options , assuming that the inputs are set correctly . regards , stinson gibner v . p . research | 0 |
Subject: re : hello from vince kaminski at enron vince the audience consist of mostly first year graduate students in industrial engineering and operations research some doctoral students and faculty . a short introduction about opportunities for quantitative minded people at enron would be good . it would also be good if in your talk you can give some technical examples for people with a good analytic background but no much of a financial engineering background . many of the first year graduate students go for a masters degree and wonder what they can do with an or masters degree . shmuel s . oren , professor dept . of industrial engineering and operations research 4117 etcheverry hall university of california berkeley , ca 94720 - 1777 e - mail : oren @ ieor . berkeley . edu phone : ( 510 ) 642 - 1836 or 5484 fax : ( 510 ) 642 - 1403 - - - - - original message - - - - - from : to : cc : sent : monday , september 18 , 2000 2 : 20 pm subject : re : hello from vince kaminski at enron > > shmuel , > > thanks for the invitation to speak on october 23 rd . > > would you like me to split my presentation and devote > some time to the enron analyst / associate program ? > > i plan to make presentation on energy derivatives markets > ( development of the markets in the us and europe , valuation > challenges , enron ' s role in developing the forward markets for natural gas > and electricity ) . > i shall send you the bullet points in a few days . > > vince > > > > > > > > " shmuel oren " on 09 / 18 / 2000 09 : 51 : 29 pm > > to : > cc : > subject : re : hello from vince kaminski at enron > > > vince > please send me a title for the talk with your job title etc . and an > abstract > for your talk . you will have about an hour . > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > shmuel s . oren , professor > dept . of industrial engineering > and operations research > 4117 etcheverry hall > university of california > berkeley , ca 94720 - 1777 > e - mail : oren @ ieor . berkeley . edu > phone : ( 510 ) 642 - 1836 or 5484 > fax : ( 510 ) 642 - 1403 > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > - - - - - original message - - - - - > from : > to : > cc : > sent : friday , september 15 , 2000 6 : 04 pm > subject : re : hello from vince kaminski at enron > > > > > > shmuel , > > > > sorry for not getting back to you earlier . > > if the 23 rd of october is still open , i can make the presentation on this > > day . > > > > vince > > > > > > > > > > > > > > " shmuel oren " on 08 / 30 / 2000 08 : 18 : 15 am > > > > to : > > cc : > > subject : re : hello from vince kaminski at enron > > > > > > originally you mentioned october 23 so i reserved that week which is > still > > open . > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > shmuel s . oren , professor > > dept . of industrial engineering > > and operations research > > 4117 etcheverry hall > > university of california > > berkeley , ca 94720 - 1777 > > e - mail : oren @ ieor . berkeley . edu > > phone : ( 510 ) 642 - 1836 or 5484 > > fax : ( 510 ) 642 - 1403 > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > > - - - - - original message - - - - - > > from : > > to : > > cc : ; ; > > > > sent : wednesday , august 30 , 2000 9 : 03 am > > subject : re : hello from vince kaminski at enron > > > > > > > > > > shmuel , > > > > > > let ' s see if we can either rearrange the seminar speakers > > > or change the date of our visit to the campus . ashley baxter , our > > > coordinator is very efficient and > > > got a faculty room for a presentation on monday morning on the 16 th . > > > > > > vince > > > > > > > > > > > > > > > > > > > > > " shmuel oren " on 08 / 29 / 2000 05 : 37 : 33 pm > > > > > > to : > > > cc : > > > subject : re : hello from vince kaminski at enron > > > > > > > > > dear vince . i spoke too soon . apparently the seminar slot on the 16 was > > > already filled . i will see if i can switch the speaker for that week to > > the > > > following week . in any case we are on for dinner on the 16 . > > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > shmuel s . oren , professor > > > dept . of industrial engineering > > > and operations research > > > 4117 etcheverry hall > > > university of california > > > berkeley , ca 94720 - 1777 > > > e - mail : oren @ ieor . berkeley . edu > > > phone : ( 510 ) 642 - 1836 or 5484 > > > fax : ( 510 ) 642 - 1403 > > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > > > > - - - - - original message - - - - - > > > from : > > > to : > > > cc : ; > > > sent : tuesday , august 29 , 2000 5 : 01 pm > > > subject : re : hello from vince kaminski at enron > > > > > > > > > > > > > > shmuel , > > > > > > > > the date of our trip to berkeley has been set . it will be october > 16 th > > > and > > > > 17 th > > > > ( monday and tuesday ) . > > > > > > > > i shall be glad to make a presentation on energy derivatives markets > > > > ( development of the markets in the us and europe , valuation > > difficulties , > > > > enron ' s role > > > > in developing the forward markets for natural gas and electricity ) . > > > > > > > > please , let me know if this topic would be of interest to you . if > this > > is > > > > the > > > > case , i shall follow with a title and an abstract . > > > > > > > > by the way , are you free for dinner on monday ? > > > > > > > > vince > > > > > > > > > > > > > > > > > > > > > > > > > > > > " shmuel oren " on 08 / 24 / 2000 08 : 59 : 38 am > > > > > > > > to : " vince j kaminski " > > > > cc : > > > > subject : re : hello from vince kaminski at enron > > > > > > > > > > > > great . our seminars are 3 : 30 to 5 pm . if it works for you please send > me > > a > > > > title and abstract . > > > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > > shmuel s . oren , professor > > > > dept . of industrial engineering > > > > and operations research > > > > 4117 etcheverry hall > > > > university of california > > > > berkeley , ca 94720 - 1777 > > > > e - mail : oren @ ieor . berkeley . edu > > > > phone : ( 510 ) 642 - 1836 or 5484 > > > > fax : ( 510 ) 642 - 1403 > > > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > > > > > > - - - - - original message - - - - - > > > > from : " vince j kaminski " > > > > to : " shmuel oren " > > > > cc : " vince j kaminski " ; " ashley baxter " > > > > > > > > sent : thursday , august 24 , 2000 9 : 58 am > > > > subject : re : hello from vince kaminski at enron > > > > > > > > > > > > > > > > > > > > > > > shmuel , > > > > > > > > > > thanks for the message . i am working with our recruiter , ashley > > baxter , > > > > > to finalize the date of the trip . i shall shoot for october the > 23 rd > > > > > if this date works for the rest of our team . > > > > > > > > > > vince > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > " shmuel oren " on 08 / 23 / 2000 11 : 46 : 19 am > > > > > > > > > > to : vince j kaminski / hou / ect @ ect > > > > > cc : > > > > > subject : re : hello from vince kaminski at enron > > > > > > > > > > > > > > > > > > > > dear vince . > > > > > i sent you a reply earlier this month but i haven ' t heard from you > > > about > > > > the > > > > > date of your visit . our department has a seminar every monday . if > you > > > can > > > > > schedule your visit on a monday i would like to invite you to give > a > > > > seminar > > > > > which will be attended by many of our graduate students and faculty > > and > > > > will > > > > > give you an opportunity to tell them about your program . with > > > sufficient > > > > > lead - time i can advertise the seminar in the hass school to their > > > > financial > > > > > engineering students . > > > > > shmuel . > > > > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > > > shmuel s . oren , professor > > > > > dept . of industrial engineering > > > > > and operations research > > > > > 4117 etcheverry hall > > > > > university of california > > > > > berkeley , ca 94720 - 1777 > > > > > e - mail : oren @ ieor . berkeley . edu > > > > > phone : ( 510 ) 642 - 1836 or 5484 > > > > > fax : ( 510 ) 642 - 1403 > > > > > / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / / > > > > > > > > > > - - - - - original message - - - - - > > > > > from : > > > > > to : ; ; > > > > > > > > > > sent : tuesday , august 08 , 2000 10 : 59 am > > > > > subject : hello from vince kaminski at enron > > > > > > > > > > > > > > > > shmuel , > > > > > > > > > > > > i hope you remember me . i visited you together with aram > > sogomonian , > > > a > > > > > > good friend of mine , a few years ago . i am currently responsible , > > > among > > > > > > other things , for recruiting graduates with finance and / or > > technical > > > > > > backgrounds at the university of berkeley . i would be glad to > give > > > you > > > > a > > > > > > call and talk more about the details of our program . my > colleague , > > > > > > ashleybaxter , from the analyst / associate program at enron would > > join > > > me > > > > > > as well . > > > > > > > > > > > > i am sending you a copy of the brochure about the analyst / > > associate > > > > > > program . > > > > > > > > > > > > vince kaminski > > > > > > > > > > > > > > > > > > vincent kaminski > > > > > > managing director - research > > > > > > enron corp . > > > > > > 1400 smith street > > > > > > room ebl 962 > > > > > > houston , tx 77002 - 7361 > > > > > > > > > > > > phone : ( 713 ) 853 3848 > > > > > > fax : ( 713 ) 646 2503 > > > > > > e - mail : vkamins @ enron . com > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 0 |
Subject: re : request for historical curve information sure : i am already taking care of that . thanks . paulo issler vince j kaminski 11 / 15 / 2000 09 : 59 am to : paulo issler / hou / ect @ ect cc : subject : request for historical curve information paulo , can you please , help him with this ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 11 / 15 / 2000 10 : 06 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : mike barry @ enron 11 / 15 / 2000 07 : 55 am to : vince j kaminski / hou / ect @ ect cc : subject : request for historical curve information vince , per our conversation this morning , i would appreciate the following historical curve information as soon as possible : 1 . on february 17 , 2000 , what was the summer ' 00 strip for vent to ml 7 , demarc to ml 7 , and vent to chicago 2 . on july 27 , 2000 , what was the august ' 00 strip for vent to chicago 3 . on may 9 , 2000 , what was the may ' 00 strip for vent to chicago 4 . on may 30 , 2000 , what was the june strip for vent to chicago 5 . on june 29 , 2000 , what was july strip for vent to chicago 6 . on sep . 29 , 2000 , what was the october strip for vent to ml 7 thank you in advance for your prompt attention to this matter . please call me if you have any questions . thanks again ! mike barry 402 / 398 - 7105 | 0 |
Subject: fwd : hello from charles shen at williams co . mr . shen : vince kaminski and the research group would like to bring you in for an interview this friday , if possible . please forward me a copy of your resume , as soon as possible , and i will have our hr dept . contact you . thank you . shirley crenshaw administrative coordinator enron research dept . 713 / 853 - 5290 | 0 |
Subject: chicago partners i have received an inquiry through one of our employees ( david barr ) from chicago partners , a consulting firm in chicago . they specialize , among other things , in regulatory economics and could be useful as experts in our discussions with the government and regulatory agencies . one of the partners , christopher culp , is a well known commodity markets expert . please , let me know if you are interested . vince kaminski | 0 |
Subject: re : james " brad " aimone shirley , please , send a message to norma to finalize it . vince shirley crenshaw 12 / 14 / 2000 10 : 32 am to : norma villarreal / hou / ect @ ect cc : stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : james " brad " aimone hi norma : fyi in case you do not know , today ( 12 / 14 / 00 ) is brad aimone ' s last day with enron . i don ' t know what else i need to do as he was not a full time employee . thanks ! shirley | 0 |
Subject: thanks again vince and stinson , i would like to thank you for helping me trying to find an internship . i really appreciate the attention you gave to me . i am happy to tell you that i found an internship in my area of interest with mfrgroup . it is a consulting company that provides management consulting , advisory , finance , operations management and information technology services . i will be helping them to develop a new business related with e - commerce b - to - b . from now on , i will be concentrating my efforts in finding a full time position , because i will graduate at the end of the year . i do not want to miss enron ' s deadline , and i am still very interested in enrononline business . please keep me updated if any opportunity arises . thanks again carla di castro ps : vince , i tried to call you today , but it looks like you will be out of the office until monday . i just wanted to say thank you . | 0 |
Subject: amit , paulo , and juan carlos , feb . 16 all : the meeting on wednesday , feb . 16 th , with the students from m . i . t . is scheduled to be held in 19 c 2 . please let me know if you are planning to attend all or part of the day so i will know a rough headcount to expect . ( samer and chonawee : please plan to come . ) as i understand it , there are two goals for the day : 1 . transfer any useful tools or knowledge from amit . 2 . evaluate the other two students to see if there is value in establishing an ongoing relationship with them . agenda 9 : 00 a . m . - 9 : 45 a . m . overview of ebs ( for paulo and juan carlos ) 10 : 00 - 10 : 30 review background and research interests of paulo and juan carlos 10 : 30 - 11 : 30 roundtable discussion of possible common areas of interest . lunch 12 : 30 - 2 : 00 amit dhadwal - review of model for pricing spot bandwidth 2 : 00 - 3 : 30 roundtable discussion of current model an possible future areas of research | 0 |
Subject: organizational announcement enron global markets ended the year with a great deal of momentum and with very high expectations for 2001 . in order to better focus and expand the various businesses within global markets , we are pleased to announce the following organizational changes . crude and products this group is being re - organized into product lines in order to better focus and maximize coverage and increase our market - making abilities . the following individuals leading these groups report directly to john nowlan . global crude oil don schroeder and bill white will manage our global crude oil books . don , s emphasis will be on the development and expansion of our physical crude positions both domestically and abroad . bill will manage the various financial crude positions globally and will focus on developing these books . distillate chris mahoney will have responsibility of all distillate positions . chris will focus on developing our global distillate strategy , building the business both physically and financially . global fuel oil niamh clarke will expand her role managing our global fuel oil and resid positions . emphasis will be placed on re - establishing enron in the financial fuel market in the us and developing a physical fuel strategy . global gasoline and components jim goughary will assume responsibility for our global gasoline and components business . following up on our expansion into the european market in 2000 , we look forward to jim expanding our presence in the us as well as asian markets . global lpg erik hansen and adam gross will be responsible for the development and execution of our global lpg trading and strategy . under their guidance we look to expand our presence into the asian pacific markets , as well as continuing to grow our us and european operations . petrochemical and plastics stuart bland and douglas friedman will be responsible for the continued development and growth of our petrochemical and plastics business . they will work to further expand both our physical and financial presence in these markets . fuel management doug leach will continue in his role developing our fuel management business as well as other long - term structural transactions . global origination randy maffett has joined the group to lead , develop and grow all global origination activities for the group . randy , s most recent assignment was in restructuring several equity investments for ena . enron freight this new group under the leadership of dan reck is developing a business in the inter - modal transportation area in the united states . shawn cumberland has joined this group to lead and expand the origination opportunities in this business . shawn , s most recent assignment was as coo of the calme region . global risk management jere overdyke has elected to leave enron after almost 10 years of service . per sekse will take over the leadership of this very exciting and growing business . per is located in enron , s new york office but will be spending a significant amount of his time in houston . we look forward to this year and feel the above changes will provide the focus and momentum we need to deliver a record performance in 2001 . please congratulate everyone on their new assignments . | 0 |
Subject: re : the next newsletter dear vince , thank you ! i feel much better now . sam vince j kaminski @ ect 11 / 15 / 2000 07 : 31 am to : william smith / corp / enron @ enron cc : vince j kaminski / hou / ect @ ect subject : re : the next newsletter sam , good thinking . i shall also write an article over the weekend so we shall have one in reserve . vince enron north america corp . from : william smith @ enron 11 / 15 / 2000 07 : 17 am to : vince j kaminski / hou / ect @ ect cc : elena chilkina / corp / enron @ enron subject : the next newsletter good morning , vince ! as i will be on vacation ( tomorrow until monday the 27 th ) , i ' m enlisting elena chilkina ' s help in producing this monday ' s ( 20 nov . ) newsletter . here ' s how i hope it will work : i ' ve asked alex huang to try to get his article to you by friday for your review . i ' m attempting to get with sharad today to get his photo and remind him about the bio piece for page one . he should be the feature for monday . i will also schedule a person and an article ( probably from charlie weldon ) for the 27 th . if alex ' s article is a two - parter , we ' ll just do part 2 that day instead . for all submissions for this coming monday ' s issue , i would ask that they be e - mailed to elena chilkina if you notice something i may have missed , would you please let me know ? thank you ! sam | 0 |
Subject: re : the spreadsheet for talon deal rakesh , thanks . i took a quick look at the spreadsheet and i agree with your approach . i shall spend more time looking at it over the weekend and if i see a problem i shall call you on monday . vince rakesh bharati @ enron 03 / 23 / 2001 06 : 44 pm to : vkaminski @ aol . com cc : vince j kaminski / hou / ect @ ect , paulo issler / hou / ect @ ect subject : the spreadsheet for talon deal vince , here is the spreadsheet for your review . thanks . rakesh | 0 |
Subject: re : visual numerics cnl licensing issues anita , could you please arrange for the purchase of the following software by coordinating with mike ? thanks . rakesh - - - - - - - - - - - - - - - - - - - - - - forwarded by rakesh bharati / na / enron on 03 / 30 / 2001 10 : 10 am - - - - - - - - - - - - - - - - - - - - - - - - - - - mike bothwell on 03 / 30 / 2001 08 : 58 : 20 am to : rakesh . bharati @ enron . com cc : subject : re : visual numerics cnl licensing issues rakesh , thank you very much for selecting visual numeric ' s imsl cnl . attached is a revision of the quote i previously sent , reflecting a change in the quantity . if you have any quesitons , please contact me . thank you , mike bothwell account manager visual numerics inc . phone : 713 - 954 - 6423 fax : 713 - 781 - 9260 cell : 713 - 417 - 9069 mbothwell @ houston . vni . com visual numerics celebrates 30 years as an independent software vendor - - - - - original message - - - - - from : rakesh . bharati @ enron . com [ mailto : rakesh . bharati @ enron . com ] sent : thursday , march 29 , 2001 6 : 05 pm to : mike bothwell subject : re : visual numerics cnl licensing issues mike , we have decided to go ahead with the purchase of a single license of imsl libraries ( c / c + + ) for pc . i believe that would be cnl 4 . 0 forpc . let me check the cost for the license before we finalize it as i have mislaid your previous e - mail about the cost . it is my recollection that it is less than $ 1500 . please e - mail to confirm with the precise number so we can proceed wih that . thanks , rakesh mike bothwell on 03 / 29 / 2001 12 : 56 : 03 pm to : " ' rakesh . bharati @ enron . com ' " cc : subject : visual numerics cnl licensing issues rakesh , i ' m just following up to see how things looked on this . any change in status ? let me know i can furhter help you . best regards , mike bothwell account manager visual numerics inc . phone : 713 - 954 - 6423 fax : 713 - 781 - 9260 cell : 713 - 417 - 9069 mbothwell @ houston . vni . com visual numerics celebrates 30 years as an independent software vendor rakesh , as we discussed , the cnl 4 . 0 pc libraries are not license managed . version 5 will be . the pc version 4 . 0 can be installed on a network drive and called from networked pcs . as expected , we would ask that enron honor the license agreement by allowing only the number of simultaneous uses permitted by the license . version 5 . 0 will be license managed and can be licensed as node locked or floating . with regard to unix licensing , the current version of cnl for unix is license managed . it can be licensed as node locked or floating . if you install the libraries on a unix server as node locked , the number of simultaneous sessions on that server is not limited except by the capabilities of the machine . a floating unix license would be checked out by the individual user to be executed on a local machine . also as mentioned , your investment is protected by allowing you to upgrade in the future by paying only the price difference between your current and desired platforms . this upgrade option only applies to licenses covered under support . if you have any additional questions , please let me know . i look forward to providing you the best math and statistical libraries available today to help you solve your problems and understand your data . best regards , mike bothwell account manager visual numerics inc . phone : 713 - 954 - 6423 fax : 713 - 781 - 9260 cell : 713 - 417 - 9069 mbothwell @ houston . vni . com visual numerics celebrates 30 years as an independent software vendor - vni - mb - enro - 014 - 1 03 - 30 - 2001 . doc | 0 |
Subject: fw : london work hi , how are you ? london seems to be the same as when i left in august - no sun , cold , serious looking people , expensive , etc . in addition , we have had may day riots , a post office bombing , train strike , etc . not to mention all the excitement in enron credit . it would be nice to know who i am supposed to be reporting to . i am getting loads of conflicting messages - as illustrated in the forwarded email from vasant . according to you and slava , the strategy paper / duffie report seems to be a higher priority . however , vasant seems to indicate ( in his forwarded email ) that this is not the priority at the moment . in addition , there seems to be lots of chaos in enron credit - not only in the houston office , but even more so in the london office . this brings to mind a russian proverb i learned from slava when he expressed his views on the current state of enron credit - " a fish rots from the head . " finally , i would like to know exactly what you want me to write in this duffie report : do you want to hear what enron credit would like to hear - that all they need is for us to develop a private firm model for their exisiting " infrastructure " ? or do you want to hear what i really see , hear , read , etc . ? if the latter is true , then i may need to write two reports , because what i am learning does not look too good and would probably not make the enron credit personnel too happy . well , i think i have said enough for now . look forward to your feedback . thanks , iris - - - - - original message - - - - - from : shanbhogue , vasant sent : friday , may 04 , 2001 3 : 39 pm to : mack , iris cc : dhar , amitava subject : london work hi iris , amitava must have told you that both he and i are getting swamped with work here . as a result , we expect you to take the lead in scoping the enron credit project and making sure the infrastructure is readied . you should also make sure to understand the econometric / data analysis software side of the project - - this is probably more important than preparing a document for duffie right now . you should definitely sit with ben / george and actually run the software with them to get a feel for how it is to be used . but we also need to be able to try out potential other ways of analyzing data . both amitava and i will help as best as we can , and answer any direct questions , but we will have limited time to review documents , etc . i expect amitava to get heavily involved once data starts coming , but we expect you to have already set up the infrastructure etc for the data . hope the trip is going well . would you be extending the trip for some more time ? vasant | 0 |
Subject: re : high - end desktop computing ? hi mark : please order an 800 mhz machine with 512 mb of ram , and a large ( 17 " + ) flat - screen monitor for clayton vernon . our co . # is 0011 and our rc # is 100038 . ( is the large screen a 17 " or a 20 " ? ) if you need anything else , please let me know . thanks mark and have a great day ! shirley 3 - 5290 - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 03 / 20 / 2000 07 : 27 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 03 / 17 / 2000 04 : 25 pm to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , clayton vernon / corp / enron @ enron , vasant shanbhogue / hou / ect @ ect subject : re : high - end desktop computing ? shirley , yes , it will be a swap of one machine for another . vince shirley crenshaw 03 / 17 / 2000 12 : 17 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : high - end desktop computing ? vince : is this ok to order ? - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 03 / 17 / 2000 12 : 17 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - clayton vernon @ enron 03 / 17 / 2000 09 : 34 am to : mark davidson / corp / enron @ enron , shirley crenshaw / hou / ect @ ect cc : subject : re : high - end desktop computing ? mark - shirley will order an 800 mhz machine with 512 mb of ram , and a large ( 17 " + ) flat - screen monitor for me . clayton mark davidson 03 / 17 / 2000 08 : 52 am to : clayton vernon / corp / enron @ enron cc : shirley crenshaw / hou / ect @ ect subject : re : high - end desktop computing ? clayton - sorry it took so long to get back to you . there are a couple of things to keep in mind : - enron it supports enron equipment . - all equipment must be purchased through " enron it purchasing " our current high end desktop is a 800 mhz pentium iii machine with 128 m of ram . you can bump up the ram to whatever you feel is appropriate . when the lghz processors come out ( in the very near future ) that will become our standard . what we want to avoid is getting equipment that we do not have a image for . the " image " is the complete package of software that we put on a machine when it is deployed . if you go out and buy a machine that we do not have a image for , we can ' t support it for a multitude of reasons . hopefully this answered your questions / concerns . if not , please call me so that we can discuss this further . thanks mark davidson x 39038 clayton vernon 03 / 14 / 2000 03 : 39 pm to : mark davidson / corp / enron @ enron cc : subject : high - end desktop computing ? mark - i have developed a model for enron that requires ultra - high - end pc performance ( it does many calculations in excel ) , and my boss has authorized me to buy whatever pc i need . i ' m looking at the compaq 850 , but richard ( our floor rep ) says no pc ' s over the 600 series will be supported by it . i need to resolve this issue ; we are sophisticated buyers , we know the type of machine we want , and we have the money to pay for it . sincerely , clayton vernon manager , research | 0 |
Subject: re : corrections to chap . 3 from grant masson grant , thanks for that . i hope you had a good holiday - we were all very jealous of you at dinner the other evening . i made some changes for it to fit in with our notation , etc , but apart from that its a fin piece of work . if you could just answer the questions posed by vince , and send me the final figure then we are a go ( all of ours are now finished ) . would you be happy with the following ? 3 . 5 summary in this chapter we have discussed volatility modelling and estimation in the energy commodity markets , emphasising the difference between this market and financial markets . we discuss the estimation of volatility from both historical and implied data , again from the perspective of the energy user . we further discussed a number of stochastic volatility models and have shown how to estimate the models via ordinary least squares and maximum likelihood . we have tested our estimation techniques on a number of examples drawn from energy markets including electricity , gas and crude oil . best regards . chris . - - - - - original message - - - - - from : grant masson to : chris strickland sent : tuesday , july 25 , 2000 9 : 08 am subject : re : corrections to chap . 3 from grant masson > > > chris : > > i understand from vince that ronnie did not send you anything . apologies for > that . i will get the last section rewritten quickly and off to you within the > next couple of days . sorry that this has taken so long , and frankly , apologies > for the poor quality of my bit . if you have any suggestions on how to improve > it , please let me . likewise , i hope that you will make changes as you see fit > to improve and clarify things . > > regards , > grant . > > > | 0 |
Subject: frank qian - cancelled interview schedule frank qian ' s interview scheduled for friday , february 9 , 2001 has been cancelled . i ' m sorry about the inconvience . if you have any questions please let me know . thanks sasha divelbiss 58714 | 0 |
Subject: european power trading dear mr kaminski , ? i thought you might be interested in a new study we have just published on european power trading . ? the executive summary of the study is attached here for your reference . ? best regards , ? benjamin tait prospex research ltd . london , england tel : + 44 ( 0 ) 20 7460 3897 fax : + 44 ( 0 ) 20 7385 7538 e - mail : ben @ prospex . co . uk web : www . prospex . co . uk ? prospex research is an independent research company based in london . we analyse strategic and financial issues for the european power business . our work includes reporting , consulting , power trading recruitment and conference development . to find out more about us , please visit our internet site at www . prospex . co . uk - executive summary ept . pdf | 0 |
Subject: analyst candidate mitra mujica if mitra mujica accepts the offer from the aa program , i would like you to interview her at your earliest convience . thanks for your help . regards , maureen - - - - - - - - - - - - - - - - - - - - - - forwarded by maureen raymond / hou / ect on 02 / 16 / 2001 05 : 43 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : andrea richards @ enron 02 / 16 / 2001 04 : 42 pm to : maureen raymond / hou / ect @ ect , gwyn koepke / na / enron @ enron cc : jana giovannini / hou / ect @ ect , shelly butler / hou / ect @ ect , althea gordon / na / enron @ enron , teresa bosien / hr / corp / enron @ enron subject : analyst candidate mitra mujica maureen , mitra mujica , an analyst candidate from super thursday 2 / 15 , has been reserved for your group . please note that this placement is contingent upon the candidate accepting the analyst program ' s offer . mitra will have two weeks to respond and we will contact you once her response is received . please contact me if you have any questions . thank you , andrea richards career development associate & analyst program x 3 - 6499 | 0 |
Subject: re : prc feedback forms gina , i shall be glad to speak with you . shirley crenshaw will call you to set up a meeting . vince from : gina corteselli / enron @ enronxgate on 04 / 16 / 2001 01 : 12 pm to : vince j kaminski / hou / ect @ ect cc : subject : prc feedback forms mr . kaminski : i would like to try to get on your schedule for a few moments this week to discuss the draft prc 360 evaluation forms ( provided below for your info ) to ensure that the criteria and skills and behaviors we have used are adequate for your employee population . the generic forms that were presented at the prc committee meeting a week ago may best reflect commercial employees , and to some extent commercial support employees , and may not be entirely appropriate for employees in some of the specialized technical and technical areas . i would appreciate your input on this so that , if possible and time permitting , we can try to tailor the form to suit needs across the organization . one simple solution may be to add a skills / behaviors block requesting evaluation and feedback on the employees specific job and performance , another solution would be to add job specific behaviors and descriptors to the list of those already developed ( second attachment below ) . i would welcome your thoughts and a few moments of your time to chat with you about this . many thanks , gina corteselli global performance management 713 853 - 3377 713 569 - 5589 ( mobile ) | 0 |
Subject: the light at the end of tunnel ! hi all , after all the hard work , we are at time of harvesting ! but as we all know that there still a few more hurdles ahead of us in order to release credit reserve model at end of march , but on the bright side , vince kaminski has promised us a big feast after we push the product out of door . so let commit our self to do one last dash to the finish line ! here i composed a list of task that we need to accomplish for the release , let hit the items on the list and get it over with continue the comparison test between old and new model winston testing of theoretical deals ! finish the comparison between the theoretical value and model valuation ! tanya t . winston j . making the default probability table a configurable component and runtime parameter . winston j . , ramesh g . simulation dimension change for different analysis requirement , default path 5000 max and price path 1000 max . winston interface to run the credit reserve in grms system ( for now ) ramesh run time option , applying stress scenario on input curves for any or all curves ( sensitivity analysis ) winston runtime option , curve replacement for any or all curves ( attribution analysis ) winston validation of different insurance plan tanya , winston intra - month position validation to see the impact of excluding of intra - manoth position on credit reserve vicent tang , ramesh exchange deals handling ( are they using the highest e - rating ? ) ramesh saving credit reserve result , please grant winston and xiaojun the privilege to save the result into production database , ramesh , winston , xiaojun credit reserve on legal id , based on the data clean up of all spreadsheets ( not scheduled ) ! deployment plan . one credit instance at any time until we get out new computing server ( probably in april time frame ) this list may be an ever changing list and may also incomplete , please let me know if i missed anything or any deletions and additions ! please let me know if anything i can clarify . thanks ! jonathan | 0 |
Subject: summary of last 6 months projects dear dale , stinson & vince , i would like to take this opportunity to communicate some information to summarise the projects of the past six months . firstly , by all accounts it has been an amazing few months for me - i believe that i have kept a large number of commercial group heads very happy . however , not all are aware of my activities , so , many people ( e . g . john sherriff , richard lewis , steve young etc . ) will not know of everything i have done . for example the amount of work that i put into the inflation models and the extent to which i was critical for the successful building of those curves and the consequent impact ( o 7 + million for ql ) and similar large p & l swings for eastern contract optionality ( short virtual power station ) based upon my uk power vol curve generator . for your benefit , i have compiled a shortlist of the main projects worked on over the past five / six months : 1 ) inflation curve modelling ( february and march + april internal audit + june external audit ) 2 ) uk power monthly vol curve generator & ideas for half - hourly vol curve 3 ) nordic power monthly vol curve generator 4 ) energydesk . com models & support 5 ) real options : options to build / extend power stations ( e . g . wessex deal , anti - freeze project ) 6 ) continental power non - generic options ( using arbitrary trader - specified distributions ) 7 ) global products : non - generic options modelling and new commodity forward curve construction ( benzene fwd curve from naphtha ) 8 ) exotic options library upgrade / model test / bug fixes ( e . g . testing new / old asian models ) 9 ) continental gas volatility curve construction 10 ) communication objective i : two presentations to enron europe staff , one to oslo office 11 ) communication objective ii : meetings to gather information and present results 12 ) fas 133 : working with internal and external auditors on matching financial and physical ( accrual ) hedges - hedge effectiveness 13 ) oslo trip : bringing oslo up to speed on exotica and option valuation 14 ) houston research staff : co - ordinating communication / meetings to maximise productivity 15 ) valuation / marketing of power put options for banks that hold senior and sub debt in merchant power plant meeting breakdown : initiated by me it is clear that i have been critical to large p & l sensitive projects and hope that i can continue to help enhance earnings going forward . regards , anjam x 35383 | 0 |
Subject: meeting with vince dear shirley , as you may know , i am taking the research over from steve ( i have always thought that steve ' s movement from the research is a big loss for all us ) . please , could you help us arrange the meeting with vince when he is here in london . thank you very much for your future help . slava | 0 |
Subject: re : pserc industrial advisory board meeting invitation mr . kaminski , thank you for responding . i ' m sorry you won ' t be able to attend , but very much appreciate your willingness to reconsider your decision about participating in pserc . we will certainly keep you informed about on - going and new pserc activities that may be of interest to enron . best regards , dennis ray - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : monday , april 16 , 2001 2 : 02 pm to : djray @ engr . wisc . edu cc : vince . j . kaminski @ enron . com subject : re : pserc industrial advisory board meeting invitation dear mr . ray , i regret to inform you that due to very heavy workload we cannot attend the power systems engineering research center ' s upcoming industrial advisory board meeting in oak brook . our work load does not leave us much time to get involved with pserc at this moment . we would very much like to stay in touch and plan to reconsider our decision in the second half of this year . vince kaminski " dennis ray " on 03 / 27 / 2001 04 : 46 : 44 pm to : " vince kaminski " cc : subject : pserc industrial advisory board meeting invitation mr . kaminski , greetings . bob thomas , shmuel oren and i invite you to attend the power systems engineering research center ' s upcoming industrial advisory board meeting in oak brook , il . it will be held on may 31 - june 1 . as you know from lance and alex , this is an opportunity to meet university researchers and industrial members of pserc . the meeting also has presentations on pserc activities and research projects , pserc business discussions , current topic discussions , and a tutorial . our current topics discussion will be on iso / rto issues , and will involve executives from several isos in dialog with university researchers . please let me know if you have any questions . we hope to see you there so that we can talk about any questions you might have about pserc . dennis ray , ph . d . executive director power systems engineering research center 608 - 265 - 3808 ( see attached file : directions . doc ) ( see attached file : iab _ meeting _ may 2001 . doc ) ( see attached file : iab _ registration _ form . doc ) ( see attached file : pserc members . doc ) | 0 |
Subject: re : summer dear vince , thank you for your prompt response . i do realize that the a i was inquiring about the possibility of hiring on an individual basis . again , i greatly appreciate your time . i look forward to seeing you soon ! regards , van | 0 |
Subject: hello from vince kaminski at enron shmuel , i hope you remember me . i visited you together with aram sogomonian , a good friend of mine , a few years ago . i am currently responsible , among other things , for recruiting graduates with finance and / or technical backgrounds at the university of berkeley . i would be glad to give you a call and talk more about the details of our program . my colleague , ashleybaxter , from the analyst / associate program at enron would join me as well . i am sending you a copy of the brochure about the analyst / associate program . vince kaminski vincent kaminski managing director - research enron corp . 1400 smith street room ebl 962 houston , tx 77002 - 7361 phone : ( 713 ) 853 3848 fax : ( 713 ) 646 2503 e - mail : vkamins @ enron . com - enronl . pdf | 0 |
Subject: virus update : please read there are many different variations of the " iloveyou " computer virus still being reported . the it infrastructure team is continually updating our virus software as new versions become available , but it is extremely important that you do not open any attachments that you do not regularly receive from business associates . even business associates you are very familiar with could be sending you the virus without knowing it , so unless you are expecting an email from them with an specified attachment please do not open it . if you are unsure whether to open an attachment please do not open it . call your helpdesk to ask any questions and to get verification if required . we may need you to log out and log back in during the day as new anti virus updates become available . we appreciate your cooperation while we all work to keep enron ' s computing environment secure . please note the following enron policies regarding viruses : email malicious code ( virus ) screening in addition to the enron requirement for email attachments ( received and sent ) to be screened for malicious code ( viruses , trojan horses , etc . ) , users of enron information resources are required to detach email attachments that are received on to their hard drive for local virus screening purposes . all executables ( * . bat , * exe , * . com , * . vbs ) files should never be launched from email without first consulting with it . virus alerts the internet is constantly being flooded with information about computer viruses and trojan horses . however , within among real virus notices are computer virus hoaxes . while these hoaxes do not infect systems , they are still time consuming and costly to handle . it only wastes bandwidth and unnecessarily alarms other computer users . please , do not perpetuate unconfirmed warnings about viruses and trojan horses . if you receive an invalidated warning , don ' t pass it to all your friends , pass it to your it computer security manager to validate first . enron information risk management 713 - 853 - 5536 | 0 |
Subject: hib visa application - sevil yaman sevil , please , make sure you provide this information asap . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 25 / 2001 12 : 35 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - margaret daffin 04 / 25 / 2001 12 : 04 pm to : sevil yaman / corp / enron @ enron cc : norma villarreal / enron @ enronxgate , vince j kaminski / hou / ect @ ect , ramona perkins / enron @ enronxgate subject : hib visa application - sevil yaman sevil : please let me know when you will be sending me the information for your hib visa ? thanks margaret - - - - - - - - - - - - - - - - - - - - - - forwarded by margaret daffin / hou / ect on 04 / 25 / 2001 12 : 03 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - margaret daffin 04 / 10 / 2001 04 : 04 pm to : sevil yaman / corp / enron @ enron cc : norma villarreal / enron @ enronxgate , vince j kaminski / hou / ect @ ect , ramona perkins / enron @ enronxgate subject : hib visa application - sevil yaman sevil : in order that we may proceed with your request for permanent residency , our immigration attorneys have advised us that we need to process the hib visa , prior to the permanent residency application . therefore , i am attaching an hib visa questionnaire that i would like you to complete and return to me , together with copies of all of the documents listed at the bottom of the form . please bring these to me in 3 ac 2026 a . please let me know if you have any questions at x 55083 . thank you margaret | 0 |
Subject: revised aga forecast for 6 / 23 is 65 mike , i refit the molecular model incorporated last week ' s data , the revised number for this week is 65 , ( dropped 3 bcf compared to last fit ) , see graph . let us see what is the real number today . zimin | 0 |
Subject: re : roman , i shall be traveling next week ( europe again ) , mon thru fri . it ' s power 2000 conference in paris . i have many trips to different places later during october ( berkeley , philadelphia , etc . ) . these are shorter , 1 - 2 day trips . please , let me know when you come to houston . i shall keep you posted about my itinerary as it becomes more certain . vince roman kosecki on 09 / 27 / 2000 09 : 08 : 39 am to : " ' vince . j . kaminski @ enron . com ' " cc : subject : re : that is so much easier , isnt it ( i mean english ) my office number inb nj is ( 973 ) 733 - 2771 in cal ( 562 ) 951 - 1790 my home number is ( 201 ) 222 - 0435 i will be in ny till friday , and then will stay in long beach for a few weeks . hope you had a great time in poland . it would be really nice to have some italian pastry and a double espresso : ) let me know when you are in town . roman - - - - - original message - - - - - from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ] sent : wednesday , september 27 , 2000 9 : 07 am to : roman kosecki cc : vkaminski @ aol . com subject : re : roman , i shall type in english ( faster ) . i was trying to locate you for some time after you left scem . i shall be glad to meet for dinner / coffee and chat . please , send me your phone number . i have just come back from poland and go through my mail . i shall try to reach you later this week . vince roman kosecki on 09 / 25 / 2000 12 : 06 : 12 pm to : vince j kaminski / hou / ect @ ect cc : subject : hello vince , nie bardzo wiem czy pisac po polsku czy po angielsku : ) co u ciebie slychac ? u mnie troche zmian jak ze juz nie pracuje w scem , a przenioslem sie do mieco ( a small marubeni backed energy - america trading company ) . bardzo rozne od scem . najbardzij przypomina mi scem na poczatku z joe , jak bylo 20 - 30 osob . sa i minusy i plusy . troche structure i research ale przede wszystkim weather . trrovhe latam miedzy east i west bo sa officy w obydwu miejscach . california jest ok w zimie : ) . na bardziej personalnym froncie ; pamietasz dinner na ktory poszlismy kiedys na conferencji w ny z catherine ( she used to work for williams - works for morgan stanley now ) , we are dating ( for a while ) . it is a good story how we met . so we owe you dinner : ) jak bylem w atlancie to pracowala dla mnie christa grey . bedzie teraz konczyla grad school in international relations ( with eastern european slant ) , i zastanawia sie czy sa jakies mozliwosci polaczenia tego co robila ze " wschodem " . co robila to bylo przede wszystkim vb implementations modeli , ( roznego rodzaju ) , web based data collections , basic research , teraz jest w gas structuring etc . she speaks russian and was in ukraine / poland few times on peace corp assingments . she is very bright and dedicated . myslalem zeby ja zwabic do californii ale ten eastern european pociag jest u niej silniejszy niz u mnie : ) . i have here resume , wiec jak bys myslal ze jest jakis fit i will foreward it to you . troche tak mieszanka pisze , przepraszam bede chyba w houston w pazdzierniku to moze bysmy sie mogli spotkac . latwiej pewnie by bylo w ny ( mieszkam po nj stronie ( rent jest inny niz w atlancie : ) ( 201 ) 222 - 0435 ) , wiec daj mi znac jakbys mial czas i ochote . thanks roman | 0 |
Subject: john d . martin - chair of finance at baylor university good afternoon ladies , i am working with vince kaminski , director of research , enron corp . and john martin , chair of finance at baylor university to schedule one hour time slots with ken lay , jeff skilling and andy fastow . vince and john martin are jointly authoring a 20 - 40 page paper , written in the style of a harvard business review piece , about ' transforming enron corporation as an act of managerial will - the value of active management ' . attached below you will find a brief outline of the proposed case study , although i have requested john martin to provide us with the specific questions he will be asking all three participants . we would like to schedule the one hour interviews on the following dates : monday , december 4 th tuesday , december 5 th week of december 11 th please let me know at your earliest convenience which of the above - mentioned dates / times works best with everyone ' s calendar . thanks a million . | 0 |
Subject: wharton business plan competition vince and jeff , who should we list as a judge ? i could list myself to act as the point of contact and i ' ll also give my comments on the plans , but i think enron ' s " judge " should be someone in the capacity of evaluating enron ' s early stage ventures . please let me know as soon as possible . thanks ! - - christie . - - - - - forwarded by christie patrick / hou / ect on 03 / 15 / 2001 07 : 40 am - - - - - " andrew gaffney " 03 / 08 / 2001 08 : 47 am to : cc : " stamer , anne " subject : wharton business plan competition dear ms . patrick , ? anne stamer asked me to contact you regarding ? enron providing a judge for phase iii of the business plan competition . ? phase iii judges are generally partner - level individuals at venture capital firms , ? managing directors from investment banks , or other senior individuals ? who have extensive experience assessing and working with early stage ventures . ? a phase iii judge will receive five business plans , with the entire judging process requiring 4 - 5 hours during the weeks of april 2 and april 9 . ? i am attaching a document that describes the competition and judging procedures for phase iii in more detail . ? we are looking to finalize the list of phase iii judges by march 23 , so if you could please forward either anne or i the name of the appropriate individual , we can contact them directly with more details . ? please let me know if you have further questions and we appreciate your support of the competition . ? sincerely , ? andrew gaffney - phase iii judge info 00 - 01 . doc | 0 |
Subject: great thanks so much re : avg . monthly electricity prices i appreciate all your great help . . . merci beaucoup margaret carson | 0 |
Subject: newsletter , monday 23 oct . vince , i see that you are flying around a lot this week , but i wanted to let you know how it ' s going with the newsletter . i ' ve scheduled steve bigelow as the " person of the week . " regarding technical corner , i sent you a copy of maureen ' s article for your review . bob lee told me he has also sent you something . i ' d appreciate your guidance on which one to use . i believe maureen ' s is time - sensitive , so i ' d vote for that one if you ' ve had a chance to look it over . i ' m going to be out of town the rest of today and thursday - friday to attend my uncle ' s funeral in illinois . if you fly over illinois , please wave ! : - ) have a safe trip ( s ) , sam | 0 |
Subject: new gas models preliminary schedule for next week vince , here are the topics that our london folks are interested in . have a good weekend . zimin - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 05 / 26 / 2000 02 : 41 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - enron capital & trade resources corp . - europe from : anjam ahmad 05 / 26 / 2000 08 : 12 am to : natasha danilochkina / lon / ect @ ect , haakon olafsson / lon / ect @ ect , mark jones / lon / ect @ ect cc : zimin lu / hou / ect @ ect , stinson gibner / hou / ect @ ect subject : new gas models preliminary schedule for next week dear all , please could you confirm your availability for meetings next week as follows : - wednesday 31 st may overview of uk gas products to be revalued a ) wet gas swing deals ( teeside delivery ) b ) liquids extraction options time : 9 . 30 am to 11 . 30 am ( 1 1 / 2 hrs ) , swl 001 zimin , anjam , natasha wednesday 31 st may overview of uk gas products to be revalued c ) virtual storage ( enbank ) d ) dry gas swing deals time : 3 pm to 4 . 30 pm ( 1 1 / 2 hrs ) , nel 002 zimin , anjam , natasha wednesday 31 st may simulation of uk gas forward curve time : 5 pm to 6 pm ( 1 hr ) , nel 002 zimin , anjam , natasha , haakon thursday lst june model modifications to accomodate uk products time : 9 . 30 am to 11 . 00 am , nwl 003 zimin , natasha , anjam friday 2 nd june it requirements for trading / rm model a ) booking / mtm b ) exposures and hedge ratios calculation time : 9 . 30 am to 11 am , nwl 003 zimin , mark jones , natasha invitations to follow . . . thanks , anjam x 35383 | 0 |
Subject: re : credit trading brought to you by bryan seyfried i am happy that the legal issues have been addressed and discussed with bryan and john and i will sign off on the approval . michael from : ted murphy 08 / 02 / 2000 22 : 16 to : steve w young / lon / ect @ ect , fernley dyson / lon / ect @ ect , michael r brown / lon / ect @ ect , william s bradford / hou / ect @ ect , john sherriff / lon / ect @ ect , vince j kaminski / hou / ect @ ect cc : rick buy subject : credit trading brought to you by bryan seyfried my understanding is that bryan will be in houston to present his strategy regarding credit trading for approval under an interim trading policy - signed off by jeff and rick . before making any recommendation to jeff , rick wants to be sure that the people on the list above are comfortable with the activity and will be willing to signoff on the approval . given that bryan will be physically here , i am requesting that you e - mail your concurrence to me no later than tommorrow . otherwise rac will not present to jeff for approval . thank you for your help in puttting this together and making it a success ! ted | 0 |
Subject: vince , my rice e - mail address is sokolov @ rice . edu i will be checking it regularly during the next month . my schedule for decmber / january is as follows : last day of finals : december 18 first day in the office : december 29 vacation days : december 30 - january 15 second day in the office : january 16 jason sokolov | 0 |
Subject: re : livelink moyez , we are very anxious to get set up and start using livelink for tracking and documenting our projects , so thanks for the reminder . i have put together an initial list of attributes for our research projects . the list in in the attached spreadsheet . it would be great if you can set up these attributes for us in the test environment . this would allow us to make any obvious changes before moving to production . let me know what your schedule would be in rolling this out . my brief comments in the spreadsheet may not be clear , so feel free to give me a call at x 34748 to clarify anything . again , thanks for your help . stinson enron technology from : moyez lallani @ enron 01 / 31 / 2001 07 : 15 am to : vasant shanbhogue / hou / ect @ ect , stinson gibner / hou / ect @ ect cc : n jessie wang / enron _ development @ enron _ development subject : livelink vasant / stinson just following up to check on your progress / evaluation of livelink as your document repositiry . please let me know if i can be of further assistance . moyez lallani x 5 - 3683 | 0 |
Subject: seismic data via satellite i am preparing a summary or our thursday discussions to be used as a background piece for discussion / brainstorming with oil traders . i will circulate this for review / correction later today , or , at the latest , monday . greg , you mentioned that enron had participated in a speculative survey in the gulf of mexico that was successful . it might be useful to get more info on this . terms , return realized ( over what time frame ) , why we have not continued to do this , etc . also , from your comments , many , if not most of the 3 - d surveys are in deep water . i read recently that shell , i believe , is participating in a deep sea drilling / extraction project in the gulf . what oil price is required to make these kinds of projects viable financially ? bob lee | 0 |
Subject: impending visit july 5 - 7 vince : i plan to be in houston on july 5 - 7 . i would like very much to get together with you and perhaps your investment guy on friday morning on the 7 th if you and / or he have the time or perhaps on the 5 th in the afternoon . i would like to continue the discussions about your using marketpoint and about your investment guy considering marketpoint if he is interested . when you see the progress we have made , i think you will agree that it merits consideration as a part of enrononline . com as well as a profitable investment in its own right . it is still in the situation where it can be provided exclusively to whomever i choose ; i have been very , very careful how i have promoted it so that i do not get committed to a second - rate partner . i also have what i think is a fundamentally new , general markovian forward optionality evaluator . i wrote my ph . d . dissertation at stanford in the 1970 s ( defended with honors ) in semi - markovian decision processes during the heyday of that research , and i have seen direct applications in optionality evaluation . i think you will be fascinated to see and review it . it is presently implemented in prototype form and it could be made available to the first large retainer client on an exclusive basis who is sufficiently interested . if you want to be that retainer client , that would be of interest to me . give me a shout via return email or by my cell phone at 650 . 218 . 3069 regarding schedule . i am out of town this week but available via email or phone at the above addresses . i really hope we can get together that week if we possibly can . thanks very much for considering my request , and thanks very much for being the go between with your investment guy . i deeply appreciate it . i hope to see you on the 5 th or 7 th . dale nesbitt | 0 |
Subject: re : good news - cabinet approval for power trading seethayya , this is great news . credit goes to all those who worked towards making this possible , especially ramu , mr . mehta , jane , heidi and yourself who went through draft after draft of the note to chidambaram . this is good news for us ! ! regards , sandeep . k seethayya 02 / 06 / 2001 08 : 35 am to : neil mcgregor / enron _ development @ enron _ development , jane wilson / enron _ development @ enron _ development , sandeep kohli / enron _ development @ enron _ development , jimmy cc : wade cline / enron _ development @ enron _ development , ashok mehta / enron _ development @ enron _ development , mohan gurunath / enron _ development @ enron _ development , shubh shrivastava / enron _ development @ enron _ development , heidi hellmann / enron _ development @ enron _ development , rajesh sivaraman / enron _ development @ enron _ development , pancharatnam ramaswamy / enron _ development @ enron _ development , arvind rawat / enron _ development @ enron _ development , ritu subject : good news - cabinet approval for power trading team : today union cabinet has approved the proposal of ministry of industry to allow foreign equity participation in power trading . this was conveyed by secretary ( power ) during his meeting with wade . in normal course , the proposal was slated to be coming up for cabinet in next few weeks . keeping in view the developments of dpc invoking state guarantee , perhaps cabinet has hurried it up . the exact proposal approved was - " to allow foreign equity participation through automatic route upto 100 % for trading in power sector , subject to prevailing laws . " irrespective of urgency of this approval to us , the best thing is that we are getting the approval without draft electricity bill , 2001 being finalised . as most of you are aware , initially the proposal was stalled at fipb level pending finalisation of electricity bill . then it has gone to group of ministers who had taken a positive approach and now the cabinet has cleared it . now fipb either issue an approval to enron llc or advise us to avail automatic route . we will have one of it , culminating great team work . seethayya | 0 |
Subject: seeking intelligent insight it looks to me like the market for distributed computing will displace heavy iron within the next several years . the structure is still very early in its development , but i think there will be commercial opportunities for enron in bandwidth and electricity . i would be interested to know what issues you two would see as the greatest hinderences and possibilities for these markets . if you would like , please feel free to comment on the attached documents . thanks , mark | 0 |
Subject: visit ? dear vince , i very much enjoyed speaking with you at lunch , if only briefly , at the see http : / / www . stern . nyu . edu / ~ fdiebold . the upshot : it seems to me that we would both benefit from a more extensive conversation . i would be happy to visit you in houston to learn more about your operations , and to tell you more about mine . please do let me know if you are interested . best regards , frank diebold - - francis x . diebold armellino professor of finance stern school of business new york university 44 west 4 th street , k - mec , suite 9 - 190 new york , ny 10012 - 1126 fdiebold @ stern . nyu . edu http : / / www . stern . nyu . edu / ~ fdiebold ( 212 ) 998 - 0799 office telephone ( 610 ) 585 - 4057 voicemail ( 212 ) 998 - 0351 fax | 0 |
Subject: fortnightly on - line dear mr . kaminski , this is to inform you that your " public utilities fortnightly " on - line subscription is now ready for your use . this on - line service is good for 30 days . user name - 2000208 password - quality thank you . janet clark customer service rep | 0 |
Subject: listo 319 isranir @ rice . edu , demianen @ rice . edu , tbal 93 @ yahoo . com , maue @ rice . edu , loughrid @ rice . edu , jblantonjr @ yahoo . com , gjohnson @ rice . edu , emchombo @ rice . edu , nazareth @ rice . edu , vanstone @ rice . edu , ganguzza @ rice . edu , nelsonb @ rice . edu , sssmith @ rice . edu , wheelock @ rice . edu , westmore @ rice . edu , gaudette @ rice . edu , otaylor @ rice . edu , dikeman @ rice . edu , jettke @ rice . edu , litton @ rice . edu , chilkina @ rice . edu , helms @ rice . edu , wankhade @ rice . edu , monfan @ rice . edu , kostya @ rice . edu , pcp @ rice . edu , yueguo @ rice . edu , nlwbio @ rice . edu , zhangn @ rice . edu , rishad @ rice . edu , yoshiura @ rice . edu , howard @ rice . edu , dayangd @ rice . edu , wuwei @ rice . edu , so @ rice . edu , wooddy @ rice . edu , lamas @ rice . edu , tbalestrery @ houston . rr . com , hingoran @ rice . edu , planck @ rice . edu | 0 |
Subject: delainey presentation g . masson vince : here is tanya ' s and my presentation . it is a bit long and deliberately a bit bombastic . this is deliberate to hammer home the fact that my group provides power trading support for 5 continents as well as support for corporate level risk control . if i have over done it , please let me know or else feel free to make modificaitons . grant . | 0 |
Subject: enron europe organisational changes once the arcos plant in spain is financially closed ( expected in q 2 of this year ) eric gonzales will be moving back to houston to work exclusively on co - managing enron ' s lng markets . we are very appreciative of eric ' s efforts in europe since early 1998 and look forward to continuing to work very closely with his lng team in the coming years . from this point forward eric will focus his remaining time in europe exclusively on financially closing arcos . we are therefore making the following changes immediately . the origination responsibility for italy will be moved under eric shaw . ricardo bortolloti will continue in the role as italian country manager and will report to eric shaw . mariano gentilini will become our country manager for spain and portugal and will report directly to the enron europe office of the chairman . the arcos power project is likely to create a large gas to power spread position and so we have asked paul mead to assume the added responsibility for our natural gas risk positions in spain . this position is much more likely to be supplied and influenced by lng rather than continental gas markets and paul will work quite closely with both enron global markets and the continental gas team . ross sankey who has been managing our marketing efforts in holland will also head a new organization that will focus on subsea interconnector and power transmission opportunities across europe . among the prospects his team will pursue include projects from norway to the uk , sweden to the continent , and bidding on existing french interconnector capacity . he will report to eric shaw for the holland markets and to richard lewis for the transmission responsibilities . finally the continental gas team is interacting far more with our uk gas team than our power teams on the continent . therefore david galagher who manages our continental gas team will now report directly to richard lewis . we have aggressive income targets for this year and anticipate that these changes will create the right links to optimize our performance . please help make these changes as smooth as possible . john sherriff michael brown | 0 |
Subject: pjm adds ny prices to edata message sent from the pjm - customer - info mailing list at pjm - customer - info @ majordomo . pjm . com : pjm has launched a pilot version of edata which includes data from the new york independent system operator . the beta - test period for the pilot is expected to last approximately 90 days as pjm evaluates the success of using cross - iso data in edata . if the pilot proves successful , pjm may add data from other isos in the future . this pilot version of edata is a result of the collaboration among the isos created by the memorandum of understanding signed last year . through the iso mou process , stakeholders have asked the isos to improve seams issues , create like user interfaces , and make it easier to do business between the isos . the addition of other iso data to edata has several benefits to users including consolidated information , ease of use , less technical support required , and improved customer service . real - time prices , forecasted / actual loads , tie line schedules , and transmission limits are all possible types of information that may be included in the future . edata was implemented in october 1998 . there are currently more that 1700 registered users representing over 200 companies . users include marketers , utilities , control areas , state and federal regulators , educational organizations , financial institutions and others . the tool continues to attract 30 to 40 new registered users each week . normally , 100 - 300 users are simultaneously logged onto the system . to become an edata user , submit new user information from the edata log in screen from the pjm web site at www . pjm . com . please do not reply to this message . if you have a question for pjm customer relations and training , please send an e - mail to custsvc @ pjm . com . to unsubscribe from this list , send an e - mail to majordomo @ majordomo . pjm . com containing only the following line in the body of the e - mail : unsubscribe pjm - customer - info | 0 |
Subject: sap timesheets hello everyone : thanks to krishna we have come up with a plan that i believe is going to save everyone some time . we have created an excel spreadsheet , with the time sheet form , and there is a tab for each of you , in alphabetical order by first name across the bottom of the spreadsheet . the spreadsheet is saved in o : \ research \ common \ sap timesheets \ mmm - dd . ( mmm = month and dd = 15 th or end of the month time period - i . e . , this time period is 7 / 16 - 7 / 31 / 00 ) . the regular 8 hour days have already been entered for each of you . therefore , if you have no exceptions you just need to type in your name in the bottom right corner by the place marked ( emp sign ) , and save it . if you do have exception time , simply open that particular pay period and show the exception time ( off - duty , vacation , overtime , sick time , jury time , family time , etc . ) that you may have had during that pay period . some of the codes have already been entered for you , the rest are listed at the bottom of the spreadsheet and just change the ones that are already there for whatever applies . if you are an exempt employee you need only show your off - duty time or exception time . if you are non - exempt you must show all hours worked and if you have overtime , you must add that to the 8 hours regular time . there is no code for non - exempt overtime . this should make it much easier for everyone . however , i will need you to fill out this timesheet form by the 13 th and 29 th of each month . i will try and remind you by email the day before . i would still appreciate your emailing me of any vacation , hod day , or any other off - duty that you know about before hand , that way if you are out of pocket for any reason and cannot fill in one of the forms , i will be able to fill in your timesheet for you . if you have any questions or suggestions , please let me know . thanks ! shirley | 0 |
Subject: mark - to - market bob , i wanted to continue the analysis on mark - to - market that i had spoken to you about on the phone . i thought that it was getting very difficult explaining the whole transaction by phone , so i am having krishnarao who is in vince ' s group explain the transaction to you . krishna has been helping us structure the deal here in india , and he has just returned to houston from india after working with the team here . he will seek an appointment with you to explain the transaction . i would like you to please spend some time with him , and then based on the discussion please send us a note detailing how sucha a transaction would be marked to market . please cosider the fact that currently there are no such transactions from the indian side . this is a very important transaction for us , and we may need to repeat this in coming months , hence setting up the system to account for these maybe well worth it . also , what i am concerned about is that there will be an enron india ( eipl ) account in india based on indian gaap , and upon consolidation there will be a us gaap accounting in the us . it is here that we would like to have mark - to - market accounting . eipl is structured through mauritius , and then caymen islands . another key question to consider is that when we m - t - m the transaction in the us there will be a tax accruing in the year of m - t - m ( say 2000 ) . however , in india , as a result of the accrual accounting , there will not be any income showing till the year 2002 or 2003 . we will need to know how that would get treated , and whether there is a way to get credit for the tax payable in the us . i am also confused about whether us tax would be levied , since none of the income is being brought back into the us ( remains overseas - subpart - f and other concerns ) . finally , we have been working hard in structuring a fixed price contract and getting a fixed for floating swap in the us ( this is still not allowed to indian corporates ) . i need you to think about this too , and see if some type of accounting will solve this issue . krishna knows what i am talking about , and will brief you on the same . krishna - please walk bob through the three structures we had worked here . look forward to your help and comments . this is going to be an exciting project for us all . regards , sandeep . | 0 |
Subject: xms memo over the next several months enron will be phasing in a new expense - reporting product , concur technologies , expense management system ( xms ) . you will be able to prepare your expense report , send it for approval , and transmit it for payment using the intranet . it will be far more user - friendly than the excel - based form currently in use and will provide a truly paperless process . in addition , the system efficiently integrates with the sap accounting system . on october 16 , employees who used a prior version of the product upgraded to the most current release . on october 30 , it will be available to enron corp employees , company 0011 . the rollout to other groups will continue through january 2001 . rollout announcements will be made to each business unit . in houston , it central will provide four training sessions per week . to enroll in a class go to itcentral . enron . com and click on services > training > schedules . those in outlying locations and those who prefer on - line training can use leap by signing on to sap . enron . com and clicking on training , then leap . use xms ( lower case ) as the user id and password . we are excited about this new system and hope you will find it useful . if you have questions regarding its use contact it central at ( 713 ) 345 - 4727 or visit their website . | 0 |
Subject: carnegie mellon resume pre - select list hello everyone . it is time for the spring recruiting season to begin and select the candidates we would like to have on our pre - select list . my coordinator will be handing out the resume books this morning . please call alyse at extension 57339 with your eb locations so we can be sure to get the resume books to you . please email me your top 10 picks by noon , friday , january 26 th . thank you for your continued support and i look forward to working with you all this season . kristin gandy associate recruiter associate / analyst program amh | 0 |
Subject: remaining work vince , i shipped you the paper along with my note to don . however , i wanted to share with you what i feel are the remaining " to dos " . specifically , 1 . we need to document carefully the forces that were behind the original transformation of enron . specifically , the fallout from deregulation ( take or pay contract defaults , etc . ) , the impact of the losses from the oil trading operation , the nationalization of the peruvian pipeline , and the leveraging up to fend off the carl ichan takeover attempt . 2 . we need to complete / beef up the network strategy section . 3 . finally , the concluding section needs to be carefully crafted to " hammer home " the basic principles underlying the transformation . what do you think ? hope you have a great weekend . john john d . martin carr p . collins chair in finance finance department baylor university po box 98004 waco , tx 76798 254 - 710 - 4473 ( office ) 254 - 710 - 1092 ( fax ) j _ martin @ baylor . edu web : http : / / hsb . baylor . edu / html / martinj / home . html | 0 |
Subject: re : lst chapter of training book george , we shall be able to accommodate one or two extra people in the first round . we shall be glad to repeat the seminars starting soon for a bigger group . we would like to learn form experience how to run it . by the way , we had an option training for ees ( roughly 150 people , over a few weeks ) . i can give you the materials and we can repeat it if you think it ' s useful . vince george hopley 01 / 05 / 2001 09 : 01 am to : vince j kaminski / hou / ect @ ect cc : shirley crenshaw / hou / ect @ ect subject : re : lst chapter of training book vince - i had heard about this derivatives class from clayton and i am inquiring about the possibility of someone outside of the research group being able to attend . if so , i would like the opportunity . let me know if it is possible . thanks , george shirley crenshaw @ ect 01 / 05 / 2001 07 : 58 am to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , mike a roberts / hou / ect @ ect , joseph hrgovcic / hou / ect @ ect , tanya tamarchenko / hou / ect @ ect , zimin lu / hou / ect @ ect , martin lin / hou / ect @ ect , maureen raymond / hou / ect @ ect , osman sezgen / hou / ees @ ees , paulo issler / hou / ect @ ect , amitava dhar / corp / enron @ enron , alex huang / corp / enron @ enron , kevin kindall / corp / enron @ enron , kevin g moore / hou / ect @ ect , clayton vernon / corp / enron @ enron , william smith / corp / enron @ enron , jose marquez / corp / enron @ enron , chonawee supatgiat / corp / enron @ enron , shalesh ganjoo / hou / ect @ ect , tom halliburton / corp / enron @ enron , elena chilkina / corp / enron @ enron , sevil yaman / corp / enron @ enron , sofya tamarchenko / na / enron @ enron , bob lee / na / enron @ enron , gwyn koepke / na / enron @ enron , hector campos / hou / ect @ ect , anita dupont / na / enron @ enron , youyi feng / na / enron @ enron , v charles weldon / hou / ect @ ect , praveen mellacheruvu / hou / ees @ ees , li sun / na / enron @ enron , stephen bennett / na / enron @ enron , roman zadorozhny / hou / ees @ ees , lance cunningham / na / enron @ enron , leann walton / na / enron @ enron , shane green / hou / ees @ ees , seksan kiatsupaibul / hou / ees @ ees , kate lucas / hou / ect @ ect , nelson neale / na / enron @ enron , rabi de / na / enron @ enron , kenneth parkhill / na / enron @ enron , jaesoo lew / na / enron @ enron , jason sokolov / hou / ect @ ect , steve bigalow / na / enron @ enron , tom barkley / na / enron @ enron , rakesh bharati / na / enron @ enron cc : subject : re : lst chapter of training book good morning everyone : here is the much anticipated copy of the lst chapter of the training book " energy derivatives " . as previously stated the training will begin on friday , january 19 th from 11 : 30 - 1 : 00 in 30 cland every first and third friday thereafter in 49 cl . if you have any questions , please let me know . thanks and have a great day ! shirley | 0 |
Subject: rtp project vince , targetted conference date is th - f june 21 - 22 at stanford . enclosed in the recent revision to what i sent before . great to meet you , hill - retail notes . rtf hillard g . huntington emf - an international forum on energy and environmental markets voice : ( 650 ) 723 - 1050 408 terman center fax : ( 650 ) 725 - 5362 stanford university email : hillh @ stanford . edu stanford , ca 94305 - 4026 emf website : http : / / www . stanford . edu / group / emf / | 0 |
Subject: var numbers for the 26 th hi vince , i apologise that i did not send you the following mail . . . kirsteee - - - - - - - - - - - - - - - - - - - - - - forwarded by kirstee hewitt / lon / ect on 28 / 07 / 2000 20 : 21 - - - - - - - - - - - - - - - - - - - - - - - - - - - enron europe from : kirstee hewitt 27 / 07 / 2000 20 : 33 to : andreas . barschkis @ mgusa . com cc : bjorn hagelmann / hou / ect @ ect , grant masson / hou / ect @ ect subject : var numbers for the 26 th hi andreas , i have run the var model for the 26 th july and have attached a zip file of the results : the total var is $ 4 , 170 , 653 and the cu position is $ 1 , 852 , 876 . i have had trouble getting hold of you so i thought i would summarised what i wanted to talk about ( also i thought i would give your ears a rest ! ) basically it is wrt the second point in your mail yesterday ( we briefly discussed it earlier ) . the fax you sent me to explain the risk calculation suggested that you use a 5 day period of adjustment to calculate the risk ( in this case it is called capital at risk ) . the var calculation for our model is for a one day holding period which means that your risk factor will be reduced by a factor equal the sqrt ( 5 ) or 2 . 24 . since : old risk factor ( % ) = 1 . 65 * ( std of the price movement ) = 3 . 99 % new daily risk factor = 3 . 99 / 2 . 24 = 1 . 78 % which actually equates to std of approx 1 . 1 % a day . i am happy with this as a estimate of the vol as the annualized spot vol we are showing for cu is approx 19 % which equates to approx 1 . 2 % daily . using this new risk factor for the daily var the cu positions would give a var ( for the 19 th ) of approx $ 2 m which is less that the figure we estimated ( $ 3 , 100 , 568 ) . the other thing is that by taking net numbers we are disregarding the term structure of the price curve / vol curve and position curve and are hence collapsing everything into a one factor model which means that it is difficult to compare the numbers . i hope that this helps to explain our number . hopefully we can talk tomorrow , cheers kirstee | 0 |
Subject: the garp 2001 convention : gentle reminder the garp 2001 convention ohp ; lcd projection ) . ? also , if required , please do not forget to book your hotel accommodation , as rooms will not be reserved for garp speakers and delegates after the middle of january . attached is a hotel booking form for your convenience . ? if you have any questions or queries please do not hesitate to contact me , though i will be out of the office until 2 nd january , 2001 . ? finally , i would like to wish you a wonderful festive season and a happy & prosperous new year . looking forward to meeting you in new york in february . ? kind regards ? andreas ? _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ andreas simou garp , conference director tel ? + 44 ( 0 ) 20 7626 9301 fax + 44 ( 0 ) 20 7626 9900 andreas . simou @ garp . com ? don ' t miss the garp 2001 convention , program details via our web site www . garp . com - hotel form . doc | 0 |
Subject: d - g energy systems vince & stinson , just wanted to keep you informed of the status . helyette has said that she will send a proposal by saturday . karla - - - - - - - - - - - - - - - - - - - - - - forwarded by karla feldman / hou / ect on 03 / 08 / 2000 01 : 22 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - geman on 03 / 08 / 2000 12 : 27 : 06 pm to : " karla feldman " cc : subject : re : enron - contract dear ms feldman , thank you for your email . vince kaminski had mentioned your name to me and i am pleased to get in contact with you . i am making slight adjustments in the license to make it as admissible to you as possible ( it has been sold so far to major utilities in europe ) . my husband and second passport are us and i am using the help of a lawyer in my family . i will email you a license proposal by saturday . sincerely at 15 : 57 06 / 03 / 00 - 0600 , you wrote : > > > dear ms . geman , > > hello . my name is karla feldman . i work at enron corp . as a contract > administrator . vince kaminski and stinson gibner have asked me to contact you > to obtain additional information pertaining to the purchase of the d - g energy > systems application . they are interested in purchasing one ( 1 ) license . > > could you please send me , or have your attorney here in the states send me the > pricing and your software license agreement for our review ? > > my address is : > > karla feldman > enron corp . > 1400 smith street , room 2262 > houston , texas 77002 > > my phone number is ( 713 ) 853 - 6754 > my fax number is ( 713 ) 646 - 8545 > my e - mail address is : karla . feldman @ enron . com > > thank you very much . i look forward to hearing from you or your attorney . > > karla feldman > enron corp . > contract administration > h , lyette geman professor of finance university paris ix dauphine and essec | 0 |
Subject: re : factor loadings for primary curves tanya , i went through the comparisons for the liquids curves and the appearance of clear parallel shifts , etc , do begin to emerge when fewer forward prices are used . it looks sensible . i have passed the graphs over to the liquids people , and i have asked them to identify rough term structure months when illiquidity begins for these curves . it might coincide with your assumptions . i am surprised by brent and dubai , which should be wti - clones . naveen tanya tamarchenko @ ect 10 / 04 / 2000 04 : 35 pm to : naveen andrews / corp / enron @ enron , vladimir gorny / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , kirstee hewitt / lon / ect @ ect subject : re : factor loadings for primary curves naveen & vlady , jin yu finished debugging the vatrfacs code and now it calculates factor loadings for every " primary " curve ( except power curves ) . i am sending you the calculated factors : most of them don ' t look good . 60 forward prices were used in calculations for each commodity . i reran the code using fewer forward prices depending on the commodity ( 12 prices for c 3 gc , mtbe , nc 4 , so 2 , 17 prices for nxho , 18 - for sa , 24 for c 2 gc , lax _ jfk , , 30 - for condensate , dubaicrude , brent , , 48 for nsw , semichem - risi ) these results are in most of them look much better . please , review . we will have to add a column in rms _ main _ curve _ list to specify how many forward prices we want to use for each commodity , and then use the new factors in the var model . tanya . | 0 |
Subject: restricted list neither ena / rac / egf employees nor family members or others living in their household or financially dependent on the ena / rac / egf employee may purchase or sell securities of any entity ( or derivatives thereof ) listed on the restricted list for your or their personal or related accounts or recommend the purchase or sale of such securities to any person , except with the prior approval of the compliance department in consultation with the ena legal department . in addition to the trading restrictions above , should you at any time possess non - public material information about any public company , you , your family members and anybody that is financially dependent on you , are restricted from trading in that issue , and you may not disclose the non - public material information to anyone that does not have a business need to know . company name stock symbol 3 tec energy corp . tten active power acpw adrian resources adrrf beau canada exploration ltd bau cn belco oil & gas corporation bog bonus resource services corp bou brigham exploration bexp canfibre group ltd . cfgl carrizo oil & gas inc . crzo crown energy croe cynet , inc . cyne cypress energy cyz firstworld communications inc . fwis fuelcell energy , inc . fcel hanover compressor co . hc ice drilling enterprises inc . idf industrial holdings , inc . ihii inland resources , inc . inln kafus environmental industries , inc . ks nakornthai strip mill public co ltd nsm set paladin resources plc plr ld paradigm geophysical pgeof place resources , inc . plg cn queen sand resources , inc . qsri quicksilver resources inc . kwk saxon petroleum , inc . sxn cn southwest royalties swroy startech seh cn syntroleum corp . synm tejon ranch corp . trc tetonka drilling tdi transcoastal marine services , inc . tcms the restricted list is solely for the internal use of ena / rac / egf . no one may engage in discussions regarding whether a security is or is not on the restricted list with persons outside ena / rac / egf without specific clearance from the compliance department in consultation with the ena legal department . in addition to the above , you are reminded that pursuant to enron corp . ' s risk management policy ( " policy " ) , no ena / rac / egf employee may engage in the trading of any " position " ( " position " means any commodity , financial instrument , security , equity , financial asset or liability that are authorized for trading in the policy for the benefit of any party other than ena / rac / egf , whether for his / her own account or the account of any third party , where such position relates to ( i ) any commodity , financial instrument , security , equity , financial asset or liability which falls within such employee ' s responsibility at ena / rac / egf or ( ii ) any energy commodity . the prohibitions listed above do not replace or modify the policies set forth in ena ' s policies and procedures regarding confidential information and securities trading , enron corp . ' s risk management policy , or enron corp . ' s conduct of business affairs . should you have any questions regarding the above , please contact me at ext . 31939 . | 0 |
Subject: re : wti crude price and ny harbor resid prices vs henry hub and new york city gate gas by month michael . thanks a lot for a very quick response . it looks fine . please , forward it to margaret carson . please , explain the data source . she may expect nymex as the data source for natgas and wti . vince michael sergeev 04 / 11 / 2000 09 : 41 am to : vince j kaminski / hou / ect @ ect cc : subject : re : wti crude price and ny harbor resid prices vs henry hub and new york city gate gas by month vince , here ' s the numbers and two charts . the charts represent the same information but have different styles . one has all of the prices on the same scale , and the other has crude and resid on one scale and natural gas on another . ms | 0 |
Subject: option visualization vince and stinson , i did some reserach on the option visualization . here is one of the findings . check this web site , the image looks impressive : this is done through a free software livegraphics 3 d and mathematica . take a look of the demo on the web site mentioned above to see if it is good enough for our purpose . zimin ps : - - - - - - - - - - - - - - what is livegraphics 3 d ? livegraphics 3 d is a non - commercial java 1 . 1 applet to display and rotate three - dimensional graphics produced by mathematica in html pages . it may be used without charge for any non - commercial purposes . mathematica is a program for symbolic and numeric mathematics by wolfram research , inc . . wolfram research is also responsible for licensing livegraphics 3 d for commercial purposes . livegraphics 3 d enables all mathematica users to put almost any three - dimensional graphics computed by mathematica directly onto a html page , such that everyone with a web browser supporting java 1 . 1 ( e . g . communicator 4 . 0 or internet explorer 4 . 0 or higher ) can view and interactively rotate the graphics without any additional software . additionally livegraphics 3 d is able to show animations , calculate stereo graphics , integrate hyperlinks , and display bitmap backgrounds . % | 0 |
Subject: here ' s the typeset version vince , attached is a copy of the typeset version that i will be reading today . i will check to make sure that all the changes you gave me this weekend are incorporated . i will also be writing a 200 word summary for the paper today and will pass that by you as well . have a great day . john p . s . i ' ll call shirley about the revenue question i sent you yesterday . - 134 martin - cxl . pdf john d . martin carr p . collins chair in finance finance department baylor university po box 98004 waco , tx 76798 254 - 710 - 4473 ( office ) 254 - 710 - 1092 ( fax ) j _ martin @ baylor . edu web : http : / / hsb . baylor . edu / html / martinj / home . html | 0 |
Subject: re : meeting with mark schroeder - - - - - - - - - - - - - - - - - - - - - - forwarded by pinnamaneni krishnarao / hou / ect on 02 / 18 / 2000 08 : 34 am - - - - - - - - - - - - - - - - - - - - - - - - - - - ajay . khandelwal . ftmba 99 - 00 @ cranfield . ac . uk on 02 / 18 / 2000 06 : 07 : 50 am to : " pinnamaneni krishnarao " cc : subject : re : meeting with mark schroeder hi mr . rao ! thanks a lot for your mail . i would be meeting mark and mr . paul dawson on lst march and would let you know the outcome of the meeting . in the mean time i am enjoying my mba program and hope that the outcome of the meeting would be positive . best regards ajay | | " pinnamaneni krishnarao " | | | | | | | | | 17 / 02 / 00 08 : 20 am | | | | | | | to : ajay . khandelwal . ftmba 99 - 00 @ cranfield . ac . uk | | cc : ( bcc : ajay khandelwal / cusom ) | | subject : meeting with mark schroeder | hi ajay ! hope you are doing well . i was wondering if you met with mark and what you guys decided . let me know either way . if it doesn ' t work out with mark , i will arrange something else through our research group . krishna . | 0 |
Subject: re : mscf speaker series thx , we are very anxious to hear her answer pierre - philippe ste - marie - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - pstemarie . homestead . com - - - - - original message - - - - - from : to : cc : ; sent : friday , august 11 , 2000 10 : 55 am subject : re : mscf speaker series > > pierre - philippe , > > i have contacted allison bailey to ask her to move her visit > to the campus to coincide with my presentation . > i hope to hear from her soon . > > vince kaminski > > p . s . nice web site > > > > > > > > " pierre - philippe ste - marie " on 08 / 10 / 2000 05 : 13 : 53 pm > > to : > cc : > subject : mscf speaker series > > > > dear mr . kaminsky , > > just checking if there was any progress . . . or anything i could do to help > you . > > sincerely , > > pierre - philippe ste - marie > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - > pstemarie . homestead . com > > > > > | 0 |
Subject: phone time dear dr . kaminski thanks for your arrangement . i have received email from shirley . either wednesday or thursday will be fine to me . i am looking forward to talking to you at that time . it is always my pleasure to work with you . best wishes quentin kerr - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - quentin kerr , email : qkerr @ maths . uq . edu . au room : 67 - 625 tel : ( 07 ) 33461428 department of mathematics , the university of queensland | 0 |
Subject: re : good morning john , it does not sound silly to me . i don ' t get that many opportunities to sit down with those guys in a relaxed atmosphere and chat . i shall read the notes and get back to you . i have just come back from philadelphia and have to catch up with a few things . vince " john d . martin " on 12 / 06 / 2000 09 : 39 : 50 am to : vkamins @ enron . com cc : subject : good morning vince , i know that you are in philadelphia today but wanted to ship you my " first pass notes " before i leave town in the morning . please edit / add to or delete anything you think is appropriate . my objective in the notes is just to get things down on paper before too much time has passed . when i place something in quotes this indicates a direct quote . i ' ll give you a call next week when i get back to town . thanks again for a truly memorable experience . i plan to frame jeff ' s enron model . it may sound silly to you guys but we academics really appreciate opportunities like the one i got on monday . what a truly spectacular day . take care , john p . s . andy gave me his note care describing the demand for a peaking plant but i wasn ' t able to get him to sign it . i hope i did not offend him by asking for his signature on that silly graph . after i left his office it occured to me that he might think i was making light of him . please explain to him that i was not and will treasure his simple model as capturing the essence of optionality in a real asset . - . doc john d . martin carr p . collins chair in finance finance department baylor university po box 98004 waco , tx 76798 254 - 710 - 4473 ( office ) 254 - 710 - 1092 ( fax ) j _ martin @ baylor . edu web : http : / / hsb . baylor . edu / html / martinj / home . html | 0 |
Subject: re : enron / stanford program nick , dinner on sunday would work for me . i shall stay in the bay area till monday morning . vince nick bambos on 09 / 28 / 2000 08 : 33 : 38 pm to : vince . j . kaminski @ enron . com cc : subject : re : enron / stanford program hi vince , i am on the technical program committee of the infocom 2001 conference , and we are meeting in new york city on saturday , october 14 th , to select papers for the conference program . i ' m leaving stanford on friday and getting back on sunday . it might be a possibility to have dinner together on sunday , if that would work for you . in that case i would have to reschedule my flight to land in sfo earlier than i ' m currently scheduled to land . would dinner on sunday work for you ? any chance we can meet monday for lunch ? i look forward to seeing you . best regards , nick vince . j . kaminski @ enron . com wrote : > > nick , > > i shall be in stanford oct 14 - 15 , visiting my family . > i would be glad to meet you ( and possibly giuseppe - your call ) for lunch . > please , let mer know if you are free on one of these days . saturday would > work better for me . > > vince > > nick bambos on 09 / 21 / 2000 02 : 09 : 46 pm > > to : stinson . gibner @ enron . com > cc : vince . j . kaminski @ enron . com > subject : re : enron / stanford program > > stinson , > > great ! i ' m looking forward to a very productive collaboration . > i ' ll immediately start doing giuseppe ' s papers , for him to work > on the enron / stanford program . > > many thanks to you and vince , and i hope to see you soon at stanford > or enron . if i remember correctly , vince is visiting stanford in > october . > > best regards , > > nick > > stinson . gibner @ enron . com wrote : > > > > nick , > > > > i spoke with paul racicot , head of trading for ebs , north america this > > morning . he said that he is happy to send the $ 100 , 000 for your program > > from his budget . i have forwarded to him the draft letter to accompany > > the funds and will try to follow up to make sure that the money is sent > > promptly . > > > > - - stinson | 0 |
Subject: re : summer internship jinbaek , this is fine though you are welcome to spend more time with us this summer . vince jinbaek kim on 03 / 04 / 2001 03 : 45 : 40 pm to : vince . j . kaminski @ enron . com cc : subject : re : summer internship dr . kaminski , thanks for your answer . before i tell you the time frame , i ' ll need to talk with my advisor , first . because here is an on - going - project . i need to coordinate the schedule . i ' ll appreciate it if you understand my situation , and give me some time ( less than a week , of course ) . for your reference , probably the dates i ' d like to ask you will be from mid - may to mid - july ( 2 months ) warm regards , jinbaek jinbaek kim ph . d candidate dept . of industrial engineering and operations research u . c . berkeley http : / / www . ieor . berkeley . edu / ~ jinbaek go bears ! : " ' . _ . . - - - . . _ . ' " ; ` . . ' . ' ` . : a a : _ _ . . . . . _ : _ . - 0 - . _ : - - - ' " " ' " - . . . . - - ' " ' . : . ' : ` . : ` , ` . ` . : ' - - ' - - ' : . ' ; ; : ` . _ ` - ' _ . ' ; . ' ` . ' " ' ; ` . ' ; ` . ` : ` ; . ` . ; ; : ; . ' ` - . ' ; : ; ` . _ _ . ' . ' . ' : ; ` . . ' _ _ . ' . ' ` - - . . _ _ _ . _ . ' ; ; ` . . . . . . ' . ' ` ' " " ' ` . ' ; . . . . . . - ' ` . . . . . . . - ' ` . . . . . . . . ' on fri , 2 mar 2001 vince . j . kaminski @ enron . com wrote : > > jinbaek , > > you can coordinate the details with me . > let me know what the time frame is for you > and we shall send you an appropriate offer . > > vince > > > > > > jinbaek kim on 03 / 02 / 2001 04 : 43 : 06 pm > > to : vince . j . kaminski @ enron . com > cc : > subject : re : summer internship > > > dr . kaminski , > > thank you very much . > of course , i ' ll be happy to have an opportunity > to work at such a wonderful company . > i was contacting with surech raghavan at deal bench team , > and was going to express my appreciation to you again > after settling down process with them . > > for the period of working , > i still need to coordinate with my advisor and > may need to adjust according to that . > but anyway , i ' ll try to coordinate smoothly . > > please let me know whether i should keep contacting > with deal bench team , > for working period and > for misc . living support such as finding a place , rent a car , etc . > > i appreciate you so much again , > for arranging such meetings and giving me an opportunity . > all this opportunity will not be available to me , > without your kind help . > > warm regards , > jinbaek > > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - > jinbaek kim > ph . d candidate > dept . of industrial engineering and operations research > u . c . berkeley > http : / / www . ieor . berkeley . edu / ~ jinbaek > > go bears ! > > : " ' . _ . . - - - . . _ . ' " ; ` . . ' . ' ` . > : a a : _ _ . . . . . _ > : _ . - 0 - . _ : - - - ' " " ' " - . . . . - - ' " ' . > : . ' : ` . : ` , ` . > ` . : ' - - ' - - ' : . ' ; ; > : ` . _ ` - ' _ . ' ; . ' > ` . ' " ' ; > ` . ' ; > ` . ` : ` ; > . ` . ; ; : ; > . ' ` - . ' ; : ; ` . > _ _ . ' . ' . ' : ; ` . > . ' _ _ . ' . ' ` - - . . _ _ _ . _ . ' ; ; > ` . . . . . . ' . ' ` ' " " ' ` . ' ; . . . . . . - ' > ` . . . . . . . - ' ` . . . . . . . . ' > > > on fri , 2 mar 2001 vince . j . kaminski @ enron . com wrote : > > > hello , > > > > sorry for a delay in getting back to you . > > we would like very much to offer you a summer internship . > > > > please , let me know if you are interested . > > > > vince kaminski > > > > > > > > > > | 0 |
Subject: re : frank , i am definitely interested in the resume . i can meet the candidate on campus when i visit my son . i am planning to come to palo alto around thanksgiving . also , energy and power risk management ( an english publication ) organizes every year in houston a power risk conference ( typically in may ) . they ask me for recommendations regarding speakers . would you be interested in participating ? vince " frank a . wolak " on 11 / 13 / 2000 08 : 44 : 57 am to : vkamins @ enron . com cc : subject : vince , i am writing about a student of mine who is on the job market this year . when you stopped by my office , about 18 months ago you asked if i had any students that might be appropriate for your group . although i didn ' t at the time , now i do . this student has excellent technical skills , including an m . s . in statistics and a ph . d . in economics by the end of the current academic year . his dissertation research is on the investment behavior of independent power producers in the us . as a result of research assistance he has done for me , he knows the california market very well and is familiar with the other isos . i think he would be an excellent match for you . the only problem is that he will probably have many other options available . however , i definitely think he ' s worth a look . if you ' d like him to send you a cv , please let me know . thanks . frank wolak professor frank a . wolak email : wolak @ zia . stanford . edu department of economics phone : 650 - 723 - 3944 ( office ) stanford university fax : 650 - 725 - 5702 stanford , ca 94305 - 6072 phone : 650 - 856 - 0109 ( home ) world - wide web page : http : / / www . stanford . edu / ~ wolak cell phone : 650 - 814 - 0107 | 0 |
Subject: re : vacation shirley , no problem . vince shirley crenshaw 01 / 07 / 2000 03 : 56 pm to : vince j kaminski / hou / ect @ ect cc : subject : vacation vince : if it is alright , i would like to take vacation on friday , january 14 th and friday , february 4 . thanks ! shirley | 0 |
Subject: re : wednesday vince , thanks for letting me know . i will see you on wednesday . regards , giuseppe on mon , 12 mar 2001 vince . j . kaminski @ enron . com wrote : > giuseppe > > the dinner is scheduled , as i have mentioned , to you at 7 : 00 p . m . > wednesday at il fornaio , canaletto room . > > both you and eric are welcome to join us . > > vince > > giuseppe a paleologo : : gappy @ stanford . edu : : : : http : / / www . gappy . org : : | 0 |
Subject: entouch newsletter business highlights egm fundamentals lowell bezanis joins us from eig ( energy intelligence group ) . lowell will be a great resource for the group as he has had substantial experience covering middle east issues , as well having great contacts with the trade press . the egm fundamentals site has moved into production . our new address is http : / / egmfundy . corp . enron . com comments and suggestion should be directed to heather purcell at 54057 . heather is also managing our enterprise - wide contract with pira for oil , electricity , natural gas and natural gas liquids . eim finance the primary focus for the eim finance group is to assist transaction teams in the execution of complicated transactions in which enron capital is being deployed . this may consist of executing the funding of specific transactions in either the bank or capital markets . currently the team is focusing on the creation of several off - balance sheet funding vehicles that can be drawn upon to fund multiple transactions , as well as the financing of the recently announced daishowa acquisition . in addition , the group is focusing on the creation of an inventory finance vehicle that can be utilized to fund multiple steel ( or other commodity ) inventory financings . bill brown leads the group and notes , " this is a very exciting time at enron . eim is a great example of utilizing the enron wholesale business model in commodities other than gas and power . the ability to finance complicated transactions by using financial engineering skills developed around enron creates a competitive advantage to transaction teams and will allow us to develop new products and fund those products competitively without using large amounts of enron capital . " in the news & vision is dandy , but sustainable company excellence comes from a huge stable of able managers . if you don ' t believe me , then go read first , break all the rules : what the world ' s greatest managers do differently ( simon & schuster , 1999 ) , by gallup execs marcus buckingham and curt coffman . here ' s a boiled - down version of what they found : great managers are an organization ' s glue . they create and hold together the scores of folks who power high - performing companies . 8 ) tom peters , fast company , a subsidiary of u . s . news & world report ( 2 / 20 / 01 ) . revised presentation library link : you can access the analyst slides at the url below . simply go to this url , click on the enter button , and you have access to all the presentations made at this meeting . http : / / 172 . 28 . 92 . 190 / bowne / welcome new hires egm - leticia mcashan / financial operations ena - leann walton / research transfers ena ) joseph wagner , marcus edmonds , santiago garcia , stacy dunegan , shane green , roman zadorozhny , praveen mellacheruvu , seksan kiatsupaibul , charles ward , victor munoz paulette roberts egm ) steven jacobellis , margaret cowan , alisa green eim ) deborah chance , eugenio perez nuggets & notes & our vision for 2001 is to go from & the world , s leading energy company 8 to ( . & the world , s leading company 8 - - jeff skilling at the all - employee meeting . " can someone tell me which bank is dying to lend to the steel industry ? " - - bill brown , vice president / finance eim & there , s no such thing as a comp emergency . 8 ) sheila knudsen , vice president / human resources ena news from the global flash weather deal enron has traded a weather derivative deal with the rock garden restaurant in london ' s covent garden . based on a ' cold day ' index , the deal protects the rock garden from a summer that has too many days below a certain temperature between march and june . once a number of days has been reached , the rock garden will receive a payout for each further day below that reference temperature . the payouts have been weighted to reflect the greater earning potential in some months compared to others . in a blind auction , enron beat six other risk takers to price the deal . legal stuff the information contained in this newsletter is confidential and proprietary to enron corp . and its subsidiaries . it is intended for internal use only and should not be disclosed . | 0 |
Subject: december 11 , 2000 ews prc meeting attached is an agenda and attendee list for the december 11 enron wholesale services group prc meeting . the first part of this meeting will involve a review of the prc results below vp in ena , eim , egm and enw , in addition to a discussion and approval of promotion nominations . the vp preranking will begin at 9 : 30 am and will include preranking of vp ' s in ena , eim , egm , enw , calme , esa and apachi . please note on the attendee list which part of the meeting you need to attend . the meeting is at the st . regis hotel ; however , please note a change to the colonnade room . should you have any questions regarding this meeting , please contact sheila knudsen at x 36628 in houston . | 0 |
Subject: power 2000 / eprm 2001 as a speaker at eprm ' s highly successful power 2000 event in houston , i am writing to inform you of our 2001 annual congress and to introduce myself . i will be responsible for the production of all north american eprm events having moved from our banking conference and training course division in july . just to update you on the whereabouts of the eprm team , emma wolfin is developing our technology events for waters conferences and joel hanley will be starting his new role as an eprm journalist from november lst . eprm 2001 will be held in houston on the 14 th , 15 th & 16 th of may and i am keen to start the initial research as soon as possible . i intend to call each power 2000 speaker within the next two weeks . initially , i would like to provide you with advanced notice of the event and wish to clarify some issues . what current industry developments merit streams or pre / post conference seminars at eprm 2001 ? what research are you or your company involved in that would justify inclusion in eprm 2001 ? aside from your own work , what subjects are currently at the cutting - edge of energy risk management ? who else would you recommend as a potential speaker ? ( regulatory bodies , academics , practitioners ) any assistance at this initial stage of research is appreciated . you can email me or call on + 44 20 7484 9883 . i look forward to working with you on this event . paul bristow senior conference producer , eprm conferences | 0 |
Subject: re : tony hamilton thanks for clarifying that vince . vince j kaminski 05 / 04 / 2001 15 : 00 to : chris mahoney / lon / ect @ ect cc : tani nath / lon / ect @ ect , mark tawney / hou / ect , vince j kaminski / hou / ect @ ect , mike a roberts / hou / ect @ ect , scott moncrieff / lon / ect @ ect , christie marshall / lon / ect @ ect , richard smith / lon / ect @ ect , norma villarreal / hou / ect subject : re : tony hamilton chris , e hired tony to support global markets but jeff shankman decided that , given highly specialized nature of his work it makes sense to put him in the research group , with a dotted line to mike roberts who is running our weather group . given that his work will directly and exclusively benefit gm , it makes sense for research to charge his expenses to global markets . we can adjust allocations to reflect his contributions to different sub - units of gm . tony spent the last few weeks in houston training for his position in london with mike roberts . we are very excited about the prospect of working with him . vince chris mahoney 04 / 05 / 2001 03 : 56 am to : tani nath / lon / ect @ ect , mark tawney / enron @ enronxgate , vince j kaminski / hou / ect @ ect cc : scott moncrieff / lon / ect @ ect , pierre aury / lon / ect @ ect , christie marshall / lon / ect @ ect , richard smith / lon / ect @ ect subject : re : tony hamilton tony was hired to work for global markets . think costs should be assigned to vince or mark but if you believe those costs should be for my group let me know . tani nath 05 / 04 / 2001 09 : 33 to : chris mahoney / lon / ect @ ect , scott moncrieff / lon / ect @ ect , pierre aury / lon / ect @ ect cc : christie marshall / lon / ect @ ect , richard smith / lon / ect @ ect subject : tony hamilton i now have tony on one of my rcs ( research ) . i understand he will be doing weather forecasts for some or all of you , and that he has a desk allocated in global . i need to recharge his costs - can someone please advise the right cost centre . many thanks , tani | 0 |
Subject: the national forum on corporate finance mr . fastow , i ' m writing all of our participants and confirming plans for the upcoming corporate finance meetings on may 4 - 5 here . as a reminder , you are slated to sit on the executive option / equity dilution panel on saturday morning . dave yermack from nyu , the number one expert on this issue , is presenting at that session . ( again , serving as a panelist should require little preparation on your behalf . ) also , you and your wife are welcome to attend the dinner on friday evening , may 4 . it will be held in the baker institute across from the business school . tom copeland is our speaker - ( i think he plans to focus his remarks on real options ) . vince kaminski has told me he will be at the dinner , however his wife is out of town and will not be . please call me direct if i can be of any help or assistance . i look forward to seeing you soon . i ' ve attached a copy of the program along with a name rooster of those planning to attend . dave ikenberry * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * prof . david ikenberry jones graduate school of management rice university 713 - 348 - 5385 | 0 |
Subject: re : video conference scheduling hello all : the enron corp . research group has a standing reservation on thursdays from 11 : 30 - 1 : 00 pm in conference room eb 30 cl . we understand the agreement to be that unless top management requests this conference room we will have it . if for some reason you do need to move us , we would appreciate it if you would find us a substitute room . the following information is per your request . requesters name : shirley crenshaw , sam smith , kevin moore sites to be included : london and portland site contact names : london : ben parsons - 207 - 783 - 7041 portland : michael schilmoeller - 3 - 3135 date , time & length : every thursday , from 11 : 30 - 1 : 00 pm co . name : enron corp . research group co . # : 0011 co . rc # : 100038 conference room : we have a standing reservations for eb 30 cl no . of people : 30 - 35 if you need anything else , please let me know thanks and have a great day ! shirley crenshaw 3 - 5290 enron north america corp . from : videoconference . @ enron 03 / 15 / 2000 06 : 13 pm sent by : enron announcements @ enron to : all enron downtown cc : subject : video conference scheduling in order to improve the video conferencing services offered to the enron community , the video conference group will be implementing the following procedural changes . these changes will be effective immediately . conference scheduling : please route all video conference requests via email to ' videoconference ' ( one word ) or by phone to 713 - 345 - 8500 ( x 5 - 8500 ) . once room reservations are complete , conferences will be scheduled and confirmation notices sent to the requestor via email . each requestor will receive a confirmation notice the business day preceding scheduled conferences . the following information will be required for all conference requests : requestor name and contact number sites to be included in the conference site contact names along with associated phone numbers date , time and duration of conference company number / rc or cost center of requestor preferred conference rooms ( near - end and far - end ) technical problems : should problems arise during a video conference , call 713 - 345 - 8555 and a technician will be immediately dispatched thanks in advance for your cooperation , video conferencing support | 0 |
Subject: invitations to presentation only hi christie , when do you sleep ? 2 am , ugh ! ok , you were correct , my invitation was to those people within enron that the students talked with before interviewing competitors , and it was an invitation to the presentation only . i didn ' t think any of them would be invited to the dinner , and probably none will even come to the presentation . the invitation did elicit one request for the final report though , so maybe it wasn ' t a complete waste . i didn ' t realize that the dinner had turned into a box visit . that sounds great . i wish the group could have made it to dinner before the first game , that would have made the whole slumming experience better . now they ' ll get the royal treatment at enron field . it ' ll be great . vince invited 4 people from rice : dennis w . loughridge , director of energy consortium ; lounghrid @ rice . edu carrie miller , director of mba program ; cmiller @ rice . edu deborah barrett , inst . communications , barrett @ rice . edu dr . wil uecker , associate dean for executive education , uecker @ rice . edu loughridge wrote back saying he ' ll come , i don ' t know about the others here are the 6 students emails : " ritwik \ ( ronnie \ ) ghosh " , " ivy ghose " , " luigi calabrese " , " pravas sud " , " syed \ ( farhan \ ) iqbal " your 2 from rice makes a total of 12 from rice , i guess let me know if you would like me to do anything else related to monday look forward to seeing you then ken | 0 |
Subject: re : eol competitors - - - - - - - - - - - - - - - - - - - - - - forwarded by li sun / na / enron on 01 / 29 / 2001 11 : 18 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : drew ries / enron @ enronxgate on 01 / 29 / 2001 11 : 15 am to : li sun / na / enron @ enron cc : subject : re : eol competitors li , globally there are probably over 80 " competitors " to eol . none of these competitors have a meaningful market share . some of the names that jump to mind are the following , but it should be easy to find others by surfing the web . good luck . drew dynergy direct houston street altra true quote intercontinental exchange enymex coral connect koch energy epetroleum . com red meteor trade spark american petroleum exchange fuel spot | 0 |
Subject: interview with the enron research group good morning frank : vince kaminski and the enron research group would like to bring you to houston for an interview , sometime around the last of januray or the first of february . our human resources rep will be contacting you as to the best day and time for you . could you please furnish me an electronic version of your resume ? i will need this to pass to the hr dept . the people in the research group that will be interviewing you are : vince kaminski managing director and head of research stinson gibner vice president krishna krishnarao director ( will be out of the office until the end of january - thus the time frame ) vasant shanbhogue vice president tanya tamarchenko director zimin lu director thank you very much and we look forward to seeing you soon . sincerely , shirley crenshaw administrative coordinator enron research group 713 - 853 - 5290 email : shirley . crenshaw @ enron . com | 0 |
Subject: cplex - - - - - - - - - - - - - - - - - - - - - - forwarded by tom halliburton / corp / enron on 05 / 25 / 2000 09 : 05 am - - - - - - - - - - - - - - - - - - - - - - - - - - - chonawee supatgiat 05 / 22 / 2000 11 : 56 am to : grant masson / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , tom halliburton / corp / enron @ enron cc : subject : cplex - - - - - - - - - - - - - - - - - - - - - - forwarded by chonawee supatgiat / corp / enron on 05 / 22 / 2000 11 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - - from : samer takriti @ enron communications on 05 / 22 / 2000 11 : 46 am to : stinson gibner / hou / ect @ ect cc : chonawee supatgiat / corp / enron @ enron , ravi thuraisingham / enron communications @ enron communications subject : cplex stinson , krishna mentioned that tom wants to buy ( may have bought ) xpress . tom ' s argument is that xpress ' s language allows the user to express special ordered sets ( certain types of constraints ) in a convenient fashion . chonawee and i just talked to two of cplex ' s consultants ( whom i know personally ) . they both mentioned that these sets are recognized and handled implicitly within cplex . as a result , there is no need for their modeling language to express these constraints explicitly . as a result , i feel that we should go with cplex . both chonawee and krishna seem to have the same impression . i need to get a final vote on this one so that we can order the licenses . this has been dragging on for too long . - samer [ chonawee , my address book does not recognize ena users . please forward to grant , krishna , and tom ] | 0 |
Subject: schedule hi vince thanks for the chat earlier today . slava is out this coming week ( 5 th - 9 th march ) , then i ' ll be out for the next two weeks ( 12 th - 23 rd march ) . i expect we ' ll both be around from 26 th march onwards , though i will be away again at paris risk 10 th - 11 th april . cheers , steve | 0 |
Subject: confirmation of your order this is an automatic confirmation of the request you have placed using it central . request number : ecth - 4 v 9 my 9 order for : kenneth parkhill user has a en 600 with 64 mb of memory and needs upgrade to 256 mb . enron it purchasing * please send all status inquiries regarding this request to : mailto : receiving & hardware @ enron . com | 0 |
Subject: ethylene margin collar model dear all : let us meet early this afternoon . here is the overview of the model : 1 ) the ethylene margin collars are priced using asian spread option . the forward curve and volatility curve are provided by the desk . the correlation between the ethylene and ethylene cost starts from the historical spot correlation 50 % and grows with the maturity . 2 ) the overall 40 mm payout cap is modeled sepereately . i fitted the historical spread ( 10 years data ) to a mean reverting model with stronger mean reverting strength on the floor side . the model produces trajectories that are statistically simular to the historical data . then the expected payoff is computed through simulation . at the meeting we will discuss the assumptions and present the results . zimin | 0 |
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