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Subject: european power web call replay mr . vincent j . kaminski managing director enron capital & trade resources corp . dear mr . kaminski : on june 8 last , we held a special web - based conference call pertaining to a new cera multiclient study , " the future of european power : electricity without borders " . ? participants in this complimentary call learned first - hand some of the initial results of the study , and how the study provides a framework for evaluating current and future company strategies . we are pleased to announce the availability of the recorded presentation on our website . ? to view the presentation , please visit our website at : ? the presentation focused on the study scope and approach , and its underlying analysis . ? in addition , the link above will also provide access to the prospectus for the study , including the deliverables and enrollment information . ? if your organization has not yet enrolled in the study , we urge you to consider doing so at this time . should you have any questions either about this study , or about any aspect of cera ' s european power services then please contact me by reply email or directly by phone in paris at + 33 1 42 44 10 18 . sincerely , david callanan dcallanan @ cera . com should you have trouble reaching the website using the link above , please go to ? http : / / www . cera . com / offerings / mcs / eurpow 99 / ? our relationship with you is very important to us . ? if you wish not to receive e - mail notifications from cera , please send a reply to this message with " donotemail " as the subject of your message . ( mailto : info @ cera . com ? subject = donotemail ) | 0 |
Subject: upcoming energy conference - kaminski requirements vince : i sent you itinerary to her , but did not send a photo or the handouts . thanks ! - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 03 / 09 / 2000 01 : 26 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " dawn scovill " on 02 / 29 / 2000 09 : 20 : 48 am to : shirley crenshaw / hou / ect @ ect cc : subject : upcoming energy conference - kaminski requirements good morning , shirley ! i ' m missing some things from mr . kaminski w / regard to his presentation in miami in a few weeks . at your earliest convenience , could you please forward the following : * pr photo - either electronic or i ' ll scan & return * handouts - either electronic or mail clean copy to the address below * copy of his flight itinerary , so we know when to expect him all the contact info you need is as follows : dawn scovill , conference coordinator " powerful new ideas 2000 " pmb # 216 , 2480 s . congress avenue west palm beach , fl 33406 phone ( 561 ) 439 - 7682 - fax ( 561 ) 439 - 7055 - email dawn @ perfectmeeting . com i would really appreciate your prompt attention - i ' m working toward getting the room set - ups & conference book finalized . thanks for your help . look forward to a great conference ! ! dawn from : dawn scovill , event coordinator designs event consulting dawn @ perfectmeeting . com | 0 |
Subject: alp presentation vince and ken , dean gil whittaker of the rice business school has also confirmed ! ! pass the word on to the students ( no pressure ! ! ha ! ! ) - i think i ' ll go ahead and put the word out to some of the active rice alums here at enron - - it ' ll be a great event ! thanks ! - - christie . - - - - - - - - - - - - - - - - - - - - - forwarded by christie patrick / hou / ect on 04 / 11 / 2001 03 : 20 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " gilbert r . whitaker , jr . " on 04 / 11 / 2001 03 : 15 : 28 pm to : christie . patrick @ enron . com cc : subject : re : alp presentation christie - i have rearranged my schedule and will be very pleased to attend the alp presentation and dinner at enron . thanks . gil at 06 : 01 pm 4 / 10 / 01 - 0500 , you wrote : > president gillis and dean whitaker , > > enron would be honored with your presense at the presentation set forth > below . > > under the guidance of vince kaminski and his team here at enron , we are > thoroughly enjoying working with this group of bright and enthusiastic rice > students . we hope you can join us for the culmination of their significant > efforts . > > please let me know - - thanks ! ! > > - - christie . > - - - - - - - - - - - - - - - - - - - - - - forwarded by christie patrick / hou / ect on 04 / 10 / 2001 > 05 : 52 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - > > > 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: mg var results for the 27 th july hi , i have run the var with updated factor loadings for the gold , silver and cocoa bean positions . the biggest change in var from adding this information has been to the cocoa bean position which has increased from approx $ 45 , 900 to $ 506 , 553 . the overal var has not changed by very much as the position file i was sent from andreas had not changed from the 26 th - i have queried this and it will not be a problem to re - run the numbers on monday if i recieve a further file . the var summary for all the metals is as follows : also , after having a conversation with bjorn about stress / scenario analysis i thought i might quickly try to set up a few scenarios to see how sensitive the var is to a position change in aluminium , nickel and copper . i have only applied position increases ( thge direction of the shifts are dependent on the monthly outright position direction ) up until dec 2000 . the shifts and results are given in the following attached spreadsheet . it is interesting that the individual var ' s are particuarly sensitive to increasing the position for nickel . i would like to discuss these results on monday and any further suggestions for senarios would also be gratefully recieved . have a good weekend , kirstee . | 0 |
Subject: entouch newsletter business highlights enron industrial markets metal bulletin - iron and steel awards for 2000 pushiest entrant : enron , the us commodity trading company , which promised it would revolutionize the steel business by offering futures in hot rolled coil via its online market place . the eim fundamentals analysis group is excited to announce that dave allan has joined as a director , responsible for all forest products lines . he comes to eim with 20 years of experience in the forest products industry , of which 14 were spent at abitibi and 6 with pulp and paper week . please join us in welcoming dave . the siebel team ( & the force 8 ) continues to work towards program implementation of its customer management system in early may , with training to begin at the end of april . stay tuned for updates . enron global lng enron global lng is positioning itself to be a creator and leader of a global wholesale lng market . the rising prices of natural gas in the united states and concerns over future energy supplies have created a bullish outlook for lng in the u . s . and around the globe . lng has played a major role in serving energy needs in many parts of the world , but its place in the u . s . energy picture has been limited . an lng market that spans the globe can supply vast amounts of otherwise stranded gas to the world , s growing appetite for cleaner burning fuels . enron global lng sees great opportunity for enron , s wholesale energy business model to help shape yet another energy market . in the news enron corp . says first - quarter profit rose 20 percent houston , april 17 ( bloomberg ) - - enron corp . , the largest energy trader , said first - quarter profit rose 20 percent as sales almost quadrupled . profit from operations rose to $ 406 million , or 47 cents , from $ 338 million , or 40 cents , in the year - earlier period . enron raised its 2001 profit forecast to $ 1 . 75 to $ 1 . 80 a share , from its january projection of $ 1 . 70 to $ 1 . 75 . first - quarter revenue surged to $ 50 . 1 billion from $ 13 . 1 billion as enron boosted the volume of power sold in north america by 90 percent . enron had a first - quarter gain of $ 19 million , or 2 cents a share , for an accounting change , making net income $ 425 million , or 49 cents a share . there were no charges or gains in the year - earlier period . welcome new hires egm - janelle russell , eim - david allan , sylvia carter ena - sasha divelbiss , amy quirsfeld , judy zhang , annette thompson , kelly donlevy - lee , grant patterson transfers ( to or within ) ena ) william abler , magdalena cruz , barbara taylor , james reyes , marvin carter , angel tamariz , jesse bryson eim ) cassandra dutton , christine sullivan , camille gerard , sherri kathol , jennifer watson egm ) steven batchelder 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: re : telephone interview with the research group hi mike : thanks for responding so quickly . i have scheduled the telephone interview for thursday , july 6 at 10 : 00 am houston time ( 8 : 00 az time ) they interviews usually last from 45 minutes to an hour . we will call you at 520 / 325 - 9730 . thanks and have a great 4 th of july shirley crenshaw administrative coordinator enron corp . research 713 / 853 - 5290 email : shirley . crenshaw @ enron . com | 0 |
Subject: the lure of the san network world fusion focus : amy larsen decarlo on storage in the enterprise today ' s focus : the lure of the san 03 / 14 / 00 dear wincenty kaminski , today ' s focus : the lure of the san by amy larsen decarlo e - business is changing how businesses value information . information has become a strategic asset that gives companies an edge over their market rivals . companies use intelligence to identify new markets and make contact with prospective customers . in this media - saturated era , information itself is packaged and sold as a product . this makes the ability to supply users with fast access to stored information on a continuous basis absolutely crucial . companies are clearly coming to a crossroads in their storage implementations . with estimates for internet storage capacity needs doubling every three months , it professionals are hungry for a scalable solution to help them consolidate control of stored information . they often look to storage - area networks ( san ) as a better option to manage their information storage systems than distributed models . today , most organizations rely on a distributed storage model that uses file servers to process i / o requests from end users and other application servers . in this model , all requests for data go through the file server that owns the attached storage disks , and only one file server can tap data on a particular disk via a scsi bus . this model has several shortcomings . first , the amount of data a server can access is restricted to the number of disks supported by the bus , which limits the capacity of a single file server . second , because the server processes each i / o request , it risks becoming a bottleneck . third , this server model carries some daunting availability limitations , because only one file server is allowed to access a set of disks . if that file server or any of its scsi connections fails , then users and other application servers lose access to the stored files . this model carries other major disadvantages . distributed file servers rely on the data transport network to run backup and recovery operations which can eat up bandwidth and slow normal network transmissions to a crawl . finally , this decentralized setup is difficult to manage from both a logical and a physical perspective . file server based storage systems are distributed throughout the enterprise , so it is often difficult to assess current and future capacity needs . and because these servers use a parallel cabling scheme to link the file server to the disk array , they can also be cumbersome to set up and manage . sans promise to mitigate the problems that plague conventional file servers , largely through consolidation of control . these specialized storage networks claim higher availability , faster performance , centralized management , and by their architecture , the capability to remove bandwidth - intensive data backup and recovery operations from the lan . this frees up the lan for normal data communications and ensures smoother back - up operations . using high - speed transports like fibre channel , sans offer a high - performance network optimized for moving storage data . sans also make way for new storage implementations like lan - free backup . and , because fibre channel can support distances of up to 10 kilometers , san devices can be widely distributed , but also centrally managed as one network . yet , as was the case with lans in their younger years , sans are still developing . vendors are still working out major product interoperability issues , while companies deploying san technology struggle with how to merge the very different worlds of storage and networks and manage both together . ultimately the hope is that , like lans , sans will develop into a mature and highly manageable solution that supplies substantial benefits at lower costs . given that storage deployment and ongoing support costs can total 10 times the acquisition price for the equipment , the consolidated management capabilities of a san may deliver the biggest benefit to business . to contact amy larsen decarlo : - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - amy larsen decarlo is an analyst with enterprise management associates in boulder , colo . , ( http : / / www . . com ) , a leading analyst and market research firm focusing exclusively on all aspects of enterprise management . she focuses on storage management , application management , and security . in her position , she oversees market research and contributes to custom project work in her focal coverage areas . prior to joining ema , amy spent five years covering enterprise management for industry trade magazines , including informationweek and data communications . she can be reached at mailto : decarlo @ . com for related links - - click here for network world ' s home page : http : / / www . nwfusion . com storage networking industry association ( snia ) : http : / / www . snia . org fibre channel industry association ( fcia ) : http : / / www . fibrechannel . com scsi trade association ( sta ) http : / / www . scsita . org other storage - related articles from network world : legato primes storage resource mgmt , network world , 03 / 13 / 00 subscription services to subscribe or unsubscribe to any network world e - mail newsletters , go to : to change your email address , go to : subscription questions ? contact customer service by replying to this message . other questions / comments have editorial comments ? write jeff caruso , newsletter editor , at : mailto : jcaruso @ nww . com for advertising information , write jamie kalbach , account executive , at : mailto : jkalbach @ nww . com network world fusion is part of idg . net , the idg online network . it all starts here : http : / / www . idg . com copyright network world , inc . , 2000 | 0 |
Subject: re : opportunities thanks vince . i have contacted him and have given him your phone number . he will attempt to contact you thursady or friday . good luck . vince j kaminski 10 / 24 / 2000 03 : 59 pm to : lloyd will / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : opportunities lloyd , yes , i would be very interested . vince lloyd will 10 / 24 / 2000 02 : 45 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : opportunities vince would you be interested in this professional . i would be glad to facilitate a conference call . thanks . - - - - - - - - - - - - - - - - - - - - - - forwarded by lloyd will / hou / ect on 10 / 24 / 2000 02 : 43 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " sheble , g . b . " on 10 / 17 / 2000 04 : 52 : 57 pm to : " ' lloyd . will @ enron . com ' " cc : subject : re : opportunities loyd i tried to call yesterday , but you were out of the office . my schedule follows , would you want to pick a time for me to call you or send me a list of times to pick ? gerry fall 2000 teaching schedule ee 553 mtwr 10 - 11 am curtis hall 308 engr 161 mw 2 - 4 howe hall 2228 other commitments m 11 - 12 ep & es m 1 - 2 office hours t 12 - 2 ep & es seminar t 2 - 3 office hours t 3 - 4 pserc t 5 - 6 epri - dod w 11 - 12 office hours w 4 - 9 dsm r 11 - 12 office hours f 11 - 12 p & t f 1 - 3 cas f 3 - 4 departmental meeting - - - - - original message - - - - - from : lloyd . will @ enron . com [ mailto : lloyd . will @ enron . com ] sent : monday , october 16 , 2000 8 : 00 am to : sheble , g . b . subject : re : opportunities give me a call any time to discuss things . 713 - 853 - 3383 . thanks . " sheble , g . b . " on 10 / 15 / 2000 02 : 17 : 02 pm to : lloyd will / hou / ect @ ect cc : subject : re : opportunities lloyd i am attaching another resume for your review , please pass it along if there is any interest . i would also like to discuss opportunities with you as i expect to graduate with my mba summer 2001 . cordially , gerry = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = gerald b . shebl , professor , electrical and computer engineering director of complex adaptive systems program 1115 coover hall ames , iowa 50011 voice : 515 . 294 . 3046 fax : 515 . 294 . 4263 email : gsheble @ iastate . edu web : http : / / www . ee . iastate . edu / ~ sheble / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = | 0 |
Subject: enterprise wide risk management meeting , january 21 this is to confirm the meeting will take place on friday , january 21 at 12 : 00 - 5 : 00 p , at the doubletree hotel , 400 dallas street . the meeting room is suite 407 . those in attendance : rick buy ted murphy rick carson vince kaminski dave gorte kevin kindall grant masson lunch will begin at 12 : 00 noon and a snack will be served at 2 : 30 p . please give me a call with questions at x 31881 . | 0 |
Subject: re : molecular electronics corp . working lunch ken , i shall be glad to join you for lunch with mec . vince kaminski kenneth lay @ enron on 06 / 20 / 2000 04 : 23 : 31 pm sent by : rosalee fleming @ enron to : philippe a bibi / hou / ect @ ect , jay fitzgerald / corp / enron @ enron , steven j kean / hou / ees @ ees , joe hirko / enron communications @ enron communications , david berberian / enron communications @ enron communications , rex shelby / enron communications @ enron communications , mike mcconnell / hou / ect @ ect , greg whalley / hou / ect @ ect , vince j kaminski / hou / ect @ ect , mark lay / hou / ect @ ect cc : vanessa groscrand / corp / enron @ enron subject : molecular electronics corp . working lunch on tuesday , july 25 , i am meeting with molecular electronics corp . ( mec ) to discuss the opportunity for establishing this newly formed company in houston . for those of you that are not familiar with mec , they are considered one of the premier companies in the area of molecular computing . mec has approached enron to discuss a possible alliance that would facilitate their development and , in particular , location in the houston area . mec represents the frontier of computing technology . i would like to invite you to participate in a working lunch discussion of the opportunities and obstacles facing a company that is seeking to change an industry . i would appreciate it if you could join us on july 25 from 11 : 30 to 1 : 30 in eb 49 cl for this informal roundtable with the ceo of mec , harvey plotnick and one of the founders , jim tour . will you please let vanessa groscrand know if you can attend at 713 - 853 - 1769 or please reply by e - mail to me . ken lay | 0 |
Subject: re : thursday visit good morning frank : reservations have been made for you at the doubletree hotel , downtown houston ( allen center ) . the confirmation # is : 87948774 . the hotel telephone no . is : 713 / 759 - 0202 . see you on thursday and have a safe trip . regards , shirley crenshaw administrative coordinator enron research 713 / 853 - 5290 - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 12 / 18 / 2000 08 : 29 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 12 / 18 / 2000 08 : 27 am to : " francis x . diebold " @ enron cc : shirley crenshaw / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : thursday visit frank , we are located at 1400 smith . any cab driver can identify the enron building . when you arrive , please , call me at 3 - 3848 from the reception to be admitted into the building . alternative phone numbers : 3 - 5290 ( my assistant shirley crenshaw ) . you can also try to call me on my cell phone : 713 898 9960 . the research group meeting starts at 11 : 30 and lasts till 1 : 00 . can you make a presentation about your research projects ? what audio / video equipment do you need ? what sandwich would you like to have for lunch ? we shall make a hotel reservation for you thursday night . vince " francis x . diebold " on 12 / 18 / 2000 07 : 02 : 46 am to : vince kaminski cc : bmierts @ enron . com subject : thursday visit hi vince , looking forward to seeing you thursday . ? i arrive at houston - bush on usair 1769 at 10 : 55 am . ? please let me know where to go . ? i also want to verify that you have booked me a hotel ? for thurs night . ? many thanks , and see you soon , frank - - francis x . diebold wp carey professor department of economics university of pennsylvania 3718 locust walk philadelphia , pa 19104 - 6297 fdiebold @ sas . upenn . edu http : / / www . ssc . upenn . edu / ~ diebold ( 215 ) 898 - 1507 ? telephone ( 215 ) 573 - 4217 ? fax ? | 0 |
Subject: our meeting next week vince and grant , first let me apologize for cancelling our meeting with you this friday . i hope we can reschedule next week as i ' ll arrive in houston monday mid - day . i ' d love to talk to you as i know the knowledge base in your group related to my new responsibilities is huge . will you be able to free up some time of some of your team members to help us ? as an example , i ' d like to show you our position book ( cash ) . it ' s far from being perfect . i ' d like to know whether we should persevere and improve it or whether there are some models in ena that we could copycat . . . . i look forward to seeing you next week , remi | 0 |
Subject: happy new year , and some new year ' s resolutions with the new year , we would like to institute some rules within the research group . this applies to everybody in research and is at the express request of vince , but i am just sending it to my reports ( and their reports ) as of now . people are expected to report to work in the morning around 8 : 00 am to 8 : 30 am but no later than 8 : 30 am . this is primarily because our clients from other groups typically start calling around 8 : 00 am and we need to be responsive . of course , once in a while if something urgent comes up then this may be relaxed but you are responsible for letting both your supervisor and your assistant ( anita and / or shirley ) know in advance . i am trying to come up with a schedule that will allow me to get updated on all the work that you guys are doing , and i will probably set this up next week after vince finishes drawing up the overall directions for the group for 2001 . thanks , vasant | 0 |
Subject: re : proposed darden interview schedule - april 18 sherri : 2 : 00 pm on the 18 th of april is fine for vince kaminski . his " bio " is attached . if you need anything else , please let me know . shirley enron north america corp . from : sherri sera @ enron 04 / 11 / 2000 03 : 42 pm to : bert frazier / hou / ect @ ect , karen owens / hou / ees @ ees , jewel meeks / enron communications @ enron communications , mercedes estrada / enron communications @ enron communications , bridget maronge / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : proposed darden interview schedule - april 18 ladies , i ' m trying to finalize this schedule prior to my vacation 4 / 13 - 14 . please confirm that the time proposed below will work for your executive . additionally , would you please e - mail me a bio for your executive ; the professors have requested it . thanks for your help . srs - - - - - - - - - - - - - - - - - - - - - - forwarded by sherri sera / corp / enron on 04 / 11 / 2000 03 : 37 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : sherri sera 03 / 31 / 2000 05 : 15 pm to : gene humphrey / hou / ect @ ect , lou l pai / hou / ees @ ees , ken rice / enron communications @ enron communications , andrew s fastow / hou / ect @ ect , vince j kaminski / hou / ect @ ect cc : bert frazier / hou / ect @ ect , karen owens / hou / ees @ ees , jewel meeks / enron communications @ enron communications , mercedes estrada / enron communications @ enron communications , bridget maronge / hou / ect @ ect , shirley crenshaw / hou / ect @ ect subject : proposed darden interview schedule - april 18 below is proposed schedule for the darden case video - taped interviews ; an hour has been scheduled for each of you ( except vince , for whom 1 - 1 / 2 hours has been requested ) , however , you may be finished in less time . the location is yet to be determined , but will most likely take place in a vacant office of 50 m . please let me know of any conflicts with this proposed schedule . i ' ll send along additional information as it becomes available . thank you and have a nice weekend . srs 8 : 00 a gene humphrey 9 : 00 a lou pai 10 : 00 a ken rice 11 : 00 a andy fastow 12 : 00 p break 2 : 00 p vince kaminski 3 : 30 p jeff skilling | 0 |
Subject: re : grades thank you ! you have been wonderful to work with this semester . stay in touch and we ' ll see you next year . - pam ( 713 - 348 - 6223 ) at 10 : 33 pm 5 / 4 / 01 - 0400 , vkaminski @ aol . com wrote : pam , the students resent the documents . the group members : rakhi israni felix feng lu winny so orlandotaylor sanjay wankhade ning zhang grade : a separately , i think i have sent you already : jeffrey planck grade : a please , confirm this message . vince kaminski | 0 |
Subject: mscf speaker series mscf speaker series official invitation ? ? it is with great pride that i announce the next event in the speaker series . next friday we will have the honor to host a conference given by mr . vince kaminski ? managing director research at enron corp . ? the next event in the student speaker series is : friday , november 3 , 2000 11 : 30 a . m . to 12 : 30 p . m . fast lab [ image ] vince kaminski managing director , research . enron corp . tentative student speaker series schedule 2000 - 2001 the following is a tentative schedule of the mscf student speaker series for the 2000 - 2001 academic year . all events take place from 11 : 30 a . m . to 12 : 30 p . m . in the fast lab ( gsia 229 ) unless otherwise noted . updates are soon to follow . volatility curve and bond basis august 11 , 2000 david hartney & jerry hanweck vice president , futures and option sales j . p . morgan price and hedging volatility contracts september 1 , 2000 dmitry pugachevsky deutsche bank dmitry pugachesky is a director with otc derivatives research of deutsche bank , where his research is primarily focussed on credit derivatives . prior to joining deutsche bank , dmitry worked for six years with global analytics group of bankers trust . there he developed models for emerging markets , interest rates , and equity derivatives and also participated in actual trading and structuring of interest rate options . he received his phd in applied mathematics from carnegie mellon university specializing in control theory for stochastic processes . he has published several papers on modelling in emerging markets and on valuation for passport options . a measurement framework for bank liquidity risk september 15 , 2000 raymond cote vice president , finrad inc . raymond cote is vice president , financial engineering at finrad inc . , a montreal - based consulting firm offering financial management solutions that combine advisory and systems development services to & corporations and financial institutions . abstract : liquidity risk , as opposed to credit and market risks , has received little attention in professional or academic journals . we argue that analyzing bank liquidity risk can be viewed as a variation of credit risk analysis . after introducing some concepts and definitions , the presentation defines a framework allowing to measure a bank ' s structural liquidity risk . it then shows that combining the framework with modern credit risk measurement tools leads to a liquidity risk var measure . the presentation then offers concluding comments on the integration of the liquidity risk measurement framework within enterprise - wide risk management . the impact of electronic trading on the uses of quantitative research in equity options september 22 , 2000 scott morris hull group , quantitative research department quantitative research in investment management october 6 , 2000 raman srivastava & anna bulkovshteyn assistant vice president , & fixed income , quantitative analysts , putman investments [ image ] tba november 3 , 2000 vince kaminski managing director , research . enron corp . fund management and market efficiency november 10 , 2000 andrea dalton researcher , friess associates ( advisor to the brandywine funds ) . tba november 17 , 2000 jeff keifer & deb aep tutorial on bridge november 24 , 2000 pierre ste - marie & punit rawal mscf students a corporate risk management framework december 8 , 2000 darin aprati & brian moore mcdonald ' s [ image ] math speaker series schedule 2000 - 2001 [ image ] speaker series student committee [ image ] previous speakers ? pierre - philippe ste - marie - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - [ image ] http : / / pstemarie . homestead . com | 0 |
Subject: re : frank , yes . vince from : frank hayden / enron @ enronxgate on 05 / 01 / 2001 07 : 51 am to : vince j kaminski / hou / ect @ ect cc : subject : vince , are you going to be able to make the power var meeting on thursday ? frank | 0 |
Subject: re : confidential dale , thanks for your message . i don ' t know the labor market in london that well but here the market for quants is very hot . steve is in my view an exceptionally talented person and i would go an extra mile to retain him long - term for the company . i would adjust the base salary or the kicker upward a bit . o 62 , 000 basic is what anjam is receiving currently ( if i remember correctly ) . steve has a much higher value to enron than anjam . vince dale surbey 08 / 30 / 2000 07 : 49 am to : vince j kaminski / hou / ect @ ect cc : subject : confidential vince , this is the package hr is proposing for steven . what do you think ? - dale - - - - - - - - - - - - - - - - - - - - - - forwarded by dale surbey / lon / ect on 30 / 08 / 2000 13 : 50 - - - - - - - - - - - - - - - - - - - - - - - - - - - sophie kingsley 29 / 08 / 2000 20 : 32 to : dale surbey / lon / ect @ ect cc : subject : confidential sorry dale , long day , here are the proposed numbers 2 year exec o 62 , 000 basic ( currently o 55 k ) ol 0 k each year kickers $ 50 , 000 worth of options to vest 1 / 3 1 / 3 1 / 3 let me know what you think . regards sophie | 0 |
Subject: pd : praca dyplomowa v edycja mba ? - - - - - original message - - - - - from : jerzy seremak to : vkaminski @ aol . com sent : tuesday , november 28 , 2000 7 : 49 pm subject : praca dyplpmowa v edycja mba dzie ? dobry panie doktorze ! ? przesy am panu ca ? prac c dyplomow ? z finans ? w . cz c ~ + pracy zosta a panu przes ana w pa dzierniku . wykresy b cd ? kolorowe i uj cte w pracy . obrona pracy jest zaplanowana w luty br . je _ eli jest to mo _ liwe to prosz c o recenzj c ? ? z powa _ aniem ? jerzy seremak v edycja mba wy _ sza szko a handlu i finans ? w mi cdzynarodowych ? w warszawie ? a _ j _ seremak @ pro . onet . pl ? - i - iv rozdzia pracy - mba . doc - iv - rozdzia pracy - schemat - mba . doc ? - rozdzia 5 . 1 . tabele . doc - rozdzia v 5 . 1 . opis . doc ? - rozdzia v 5 . 2 . , podsumowanie , biografia i spisy . doc - strona tytuowa i spis tre ~ ci . doc - wstep . doc | 0 |
Subject: pjm announces basic training program over the internet message sent from the pjm - customer - info mailing list at pjm - customer - info @ majordomo . pjm . com : pjm will again offer a one - day course , pjm 101 : the basics , on february 27 , 2001 as a virtual workshop over the internet . pjm 101 : the basics will introduce participants to the pjm market and operations model . it will include presentations on pjm market settlements , capacity assurance and markets , transmission expansion and the status of pjm ancillary services markets and other initiatives . the coups is designed for those new to pjm . a limited number of participants will be registered since this is a pilot program to determine if such a format is effective . the course times are 9 : 00 a . m . to 12 noon and 1 : 00 p . m . to 4 : 00 p . m . participants should plan to log in a half hour before the scheduled start time . further details and registration information can be found on the pjm web site at please do not reply to this message . if you have a question for pjm customer relations and training , please complete and submit this form : 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: guiseppe paleologo / ext 39189 / eb 4444 b vince and shirley - i have verified that his phone is in and working at stinson ' s former desk . please let me know if i may be of further assistance thank you paula - - - - - forwarded by paula corey / enron communications on 06 / 19 / 00 07 : 25 am - - - - - janelle duree @ ect 06 / 19 / 00 06 : 59 am to : paula corey / enron communications @ enron communications , martha reyna / enron communications @ enron communications , guiseppe paleologo / na / enron @ enron cc : subject : guiseppe paleologo / ext 39189 / eb 4444 b sorry for the inconvenience , please advise if we can be of further assistance . thank you for your patience . - - - - - - - - - - - - - - - - - - - - - - forwarded by janelle duree / hou / ect on 06 / 19 / 2000 06 : 58 am - - - - - - - - - - - - - - - - - - - - - - - - - - - linda richard 06 / 15 / 2000 04 : 49 pm to : janelle duree / hou / ect @ ect cc : kathy brooks / na / enron @ enron subject : guiseppe paleologo / ext 39189 / eb 4444 b janelle , fms records show that ext . 39189 was installed on 6 / 1 for mr . paleologo , there is no record to indicate the phone was ever puded . i have requested to kathy brooks to re - install the phone . kathy says that she will reseach to find out why the phone was picked up and she will let me know . thanks linda | 0 |
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 : india model stinson and vince , please see wade ' s comments below . it is critical that we start the exercise quickly , and as metioned , it should be structured so that dpc foot the bill . also , as mentioned , please have them desist from using the word viability with reference to dabhol . regards , sandeep . - - - - - - - - - - - - - - - - - - - - - - forwarded by sandeep kohli / enron _ development on 01 / 02 / 2001 10 : 35 am - - - - - - - - - - - - - - - - - - - - - - - - - - - enron india from : wade cline 01 / 01 / 2001 10 : 26 pm to : sandeep kohli / enron _ development @ enron _ development cc : neil mcgregor / enron _ development @ enron _ development , mohan subject : re : india model thanks sandeep . engagement needs to be structured so that dpc will pay for this key study . have them address the study to dpc and invoice dpc . second , on the cover , the reference is to " . . . . . . and dabhol plant viability . " please instruct them to immediately cease discussions about and use of term dabhol viability . they can use the term they use later on , which is dabhol plant operations . sandeep kohli 01 / 01 / 2001 08 : 56 am to : wade cline / enron _ development @ enron _ development cc : subject : re : india model wade , this is fyi . - - - - - - - - - - - - - - - - - - - - - - forwarded by sandeep kohli / enron _ development on 01 / 01 / 2001 08 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " robert schenck " on 12 / 29 / 2000 11 : 57 : 16 am to : , cc : subject : re : india model gentlemen , i have attached a proposal for your consideration please review this and give me a call on my cell phone + 61 412 234 366 tomorrow morning ( 9 am my time saturday ) i have organised access to a substantial level of detail re the generation and transmission systems and can commence work on building the data base next week there may be some residual typing errors in the proposal , please forgive me as i have no staff to review regards robert schenck > - - - - - original message - - - - - > from : sandeep . kohli @ enron . com [ mailto : sandeep . kohli @ enron . com ] > sent : thursday , 28 december 2000 10 : 09 pm > to : stinson . gibner @ enron . com ; schenck @ hesinet . com > subject : re : india model > > > > robert , > > i had a conversation with stinsen regarding this earlier today . > we do have > some information about the interconnects as well as information on the > plant capacities and locations within the state of maharashtra . however , > our information on other states and on a national basis maybe > less detailed > and accurate . > > what i suggested was that we have a meeting with your representative in > india once the study is a " go . " we probably need to do this with our team > in india in the first week of the new year . in that manner , we > will have a > much clearer idea of what is needed and what we have . we will then take a > week filling in the gaps , and so by mid - january we should have the > information you need , or alternately , we will know that the level > of detail > you ideally want is not available . then we will have to make assumptions . > > i believe that the level of detail we have on maharashtra will be > good , but > the type of information on o & m costs , generations costs , etc . > that you want > will likely not be easily available for other states . we need to work > closely , however , to do the best we can as regards this information . > > please get back to stinson with the estimates of time and cost , and let us > also know whether mid - january for the full information will work for you . > > regards , > sandeep . > > ps : stinson , please let me know if there is something i have missed in my > response . > robert - if you need something answered urgently , please feel free to > call me on my mobile in the us : 713 - 857 - 6826 . > > > > > stinson gibner @ ect > 12 / 28 / 2000 09 : 38 pm > > to : sandeep kohli @ enron > cc : > subject : re : india model > > > - - - - - - - - - - - - - - - - - - - - - - forwarded by stinson gibner / hou / ect on 12 / 28 / 2000 > 10 : 10 am - - - - - - - - - - - - - - - - - - - - - - - - - - - > > > " robert schenck " on 12 / 27 / 2000 11 : 21 : 18 pm > > to : > cc : > subject : re : india model > > > stinson , > > i am trying to contact our data base experts at the moment to clarify some > issues with the region and may need another day to get something more > concrete in front of you . > > what i would like to know is the extent of your company knowledge re the > following > > generation units ' nameplate capacity , fuel type , efficiency , o vince . j . kaminski @ enron . com > > subject : india model > > > > > > robert , > > > > enron would like to do a study of power prices and dispatch for > > india we > > have spoken with david branchcomb to see if henwood can help with this > > project in our time frame ( results needed by end of january ) , and he > > suggested that we speak directly with you about the project . > > > > i will try and give you a call later today ( wednesday afternoon > > in houston , > > thurday morning , adelaide ) at around 9 : 00 a . m . your time to see we can > > describe for you the project in more detail . > > > > regards , > > > > stinson gibner > > enron research group > > ( 713 ) 853 - 4748 > > > > > > > > - penron . doc | 0 |
Subject: yen outlook vince , as a followup to our meeting with david port and rudi zipter re enron ' s investment in sk - enron , maureen and i wrote the attached position paper on the japanese yen . as we have discussed , the volatility of the won closely tracks fluctuation in the yen , and this yen position paper is intended to complement the won outlook piece for a broader perspective on currencies that takes into account the yen ' s influence on asian currencies . . we would like to distribute this outlook to david and rudi , but wanted to send it to you for initial reaction prior to internal distribution . thank you , and let me know if you have any questions or comments re the attached . gwyn | 0 |
Subject: credit model paulo , i have talked to vince and stinson about the credit model enhancement and extension . we will pull other reseource for the potential exposure model , so you will be relieved from this more challenging part of the project . due to our limited manpower , everyone is overloaded with multiple tasks . so we still think you are the best person for the short term project which is adding the asian option to the existing model ( ask amitava for help if needed ) . i do not mind if you want to re - negotiate with the customer about the delivery date , but keep in mind that ees has done deals requiring the asian option valuation in the credit model . zimin | 0 |
Subject: alliance info alert : richardson and ferc orders dear generation / power marketing executive : the following are summaries of two significant activities that occurred friday , december 15 1 . energy secretary richardson issuance of an emergency order . ( richardson ' s statement and fpa section 202 ( c ) order is posted on doe ' s web site at : http : / / www . energy . gov / hqpress / releaseso 0 / decpr / pro 0309 . html ) 2 . ferc ' s 12 / 15 / 00 final order to fix california wholesale markets ( ferc ' s order can be viewed at california supplies ordered by richardson o richardson orders listed entities to supply excess power to california iso o order is effective as soon as iso certifies shortage , but ends 12 / 21 / 00 , unless extended o prices to be agreed to by supplier and iso , or ferc will set rate later o fpa emergency power authority transferred to doe in 1977 as he said he would on december 13 , u . s . department of energy secretary bill richardson found " an emergency exists in california by reason of the shortage of electric energy " and issued an emergency order under section 202 ( c ) of the federal power act ( fpa ) requiring listed generators and marketers to provide any power in excess of the needs of their firm customers to the california iso . in a statement , richardson said the threat to the reliability of the california grid requires a long - term solution , but that in the short - term power must keep flowing to the state to avert blackouts . the 76 listed suppliers have 12 hours after the iso certifies to doe that it has been unable to acquire adequate supplies in the market to begin providing requested service to the iso . the iso must inform each supplier subject to the order of the amount and type of energy or services required by 9 : 00 pm , eastern standard time , the day before the services are needed . the order directs the iso to allocate , to the extent feasible , requested services among subject entities in proportion to each supplier ' s available excess power . the order is effective immediately and will terminate at 3 : 00 am , eastern time , december 21 , 2000 , unless extended . to continue to obtain supplies under this emergency authority , the iso must re - certify the shortage to doe headquarters every 24 hours . the terms of the provision of electric energy and other services by suppliers to the iso " are to be agreed to by the parties . " if no agreement is reached , then under the fpa ' s emergency authority secretary richardson " will immediately prescribe the conditions of service and refer the rate issue to the federal energy regulatory commission for a determination at a later date by that agency in accordance with its standards and procedures , and will prescribe by supplemental order such rates as it finds to be just and reasonable . " the authority of ferc to set rates for power supplied under emergency order at just and reasonable levels where the parties themselves do not agree to a rate is explicitly included in fpa section 202 ( c ) . the doe organization act of 1997 transferred the emergency powers of this section from ferc to doe . the 76 entities identified in the order ' s attachment are all the entities that have provided power to the iso over the last 30 days . those entities are ordered " to make arrangements to generate , deliver , interchange , and transmit electric energy when , as , and in such amounts as may be requested by the " iso , " acting as agent for and on behalf of scheduling coordinators . " [ source : doe secretary richardson ' s december 14 , 2000 statement and order ; electric power daily , december 15 , 2000 ] ferc de - federalizes california markets , adopts other structural reforms a summary of the december 15 order and commission discussion at its special meeting today , ferc unanimously approved its eagerly awaited final order reforming the california wholesale markets , adopting the major outlines of its november 1 proposed order and sending back to california the responsibility for addressing state - related matters , as discussed below . at the same time , ferc deferred consideration of retroactive refund issues as well as the imposition of region - wide price caps . ferc reiterated the november 1 conclusions that under certain circumstances , california ratepayers were subjected to unjust and unreasonable power rates due to california ' s " seriously flawed " market structure and rules in conjunction with tight demand and supply conditions throughout the west . while all four commissioners supported the order as a consensus - based outcome that appropriately balanced all competing interests , each commissioner expressed reservations with particular aspects of the order . chairman hoecker and comm . breathitt expressed the strongest endorsement , while comms . hebert and massey laid out their positions where they believed the commission had either " over - reached " or not gone far enough , just as they did on november 1 , as discussed below . highlights of key actions : ( 1 ) ferc adopted the november 1 proposal to eliminate , effective immediately , the state ' s mandatory requirement that the state ' s investor - owned utilities buy and sell electricity through the px , and allow these utilities to purchase electricity through forward contracts and other alternative mechanisms to manage supply risks . ferc terminated the px ' s rate schedules effective at the close of business on april 30 , 2001 . in effect , as chairman hoecker stated , the order de - federalizes 60 percent of the california wholesale market established under the state ' s restructuring law , returning ratemaking authority over company - owned generation to the california public utilities commission ( cpuc ) . ( 2 ) ferc modified the effective period of the november 1 $ 150 / mwh " soft cap " proposal , limiting its application through april 2001 , whereupon a " comprehensive and systematic monitoring and mitigation program which incorporates appropriate thresholds , screen and mitigation measures " must be in place . in a related move , ferc ordered a technical conference early next year to develop such a program by march 1 , 2001 , so that these measures can be place by the may 1 , deadline . in a major modification , ferc revised the refund conditions to clarify that while certain refund conditions will continue to apply , unless ferc issues written notification to the seller that its transaction is still under review , refund potential on a transaction will close after 60 days . as proposed , however , supply bids in excess of $ 150 will be prohibited from setting the market - clearing price for all bidders and sellers bidding above $ 150 / mwh will be required to report their bids to ferc on a confidential , weekly basis and provide certain cost support . ( 3 ) ferc adopted the november 1 proposal to require the establishment of independent , non - stakeholder governing board for the iso . the iso governing board must relinquish their decision - making power and operating control to the iso management on january 29 , 2001 . a future order will set procedures for discussion with state representatives on the board selection process . ( 4 ) in a major modification , ferc adopted a $ 74 / mwh " price benchmark " for assessing prices of five - year energy supply contracts . this benchmark will be used in assessing any complaints regarding justness and reasonableness of pricing long - term contracts . to facilitate prompt negotiation of longer term power contracts at reasonable rates , ferc announced that it will hold a settlement conference with market participants . ( 5 ) ferc adopted the november 1 proposal to require market participants to schedule 95 percent of their transactions in the day - ahead market and instituting a penalty charge for under - scheduling ( in excess of five percent of hourly load requirements ) , in order to discourage over - reliance on the real - time spot market . ( 6 ) ferc directed the iso and the three investor - owned utilities to file generation interconnection standards . ( 7 ) ferc affirmed the longer - term measures proposed in the november 1 order , including submission of a congestion management design proposal by april 2 , 2001 . ( 8 ) ferc deferred resolving key issues , including establishing new iso board selection procedures , developing appropriate market monitoring measures and negotiating protective orders associated with data collection . ( 9 ) ferc reiterated its november 1 call to california policy makers there to resolve state issues , such as : ( 1 ) immediately implementing the availability of day ahead markets for power purchases ; ( 2 ) development of demand responses ; ( 3 ) siting of generation and transmission ; and ( 4 ) assurance of sufficient reserve requirements . commissioner responses comm . hebert reluctantly concurred , calling the final order a " missed opportunity " to , among other things , send appropriate signals for new generation siting and conservation . reiterating his november 1 concerns , hebert recounted the remedial remedies that he maintained the commission should and should not have adopted . while expressing pleasure at the tone of the order ( " balanced and considerate " ) , the bid certainly reversal , and the role reserved for the state in the selection of the new iso board , hebert nonetheless objected to the benchmark prices established in the order , which he maintained appeared to be unreasonably low . hebert faulted the commission for not attempting to reconcile the instant order with the november 8 order approving the ca iso ' s emergency $ 250 / mwh " soft cap " proposal . hebert ended by challenging the cpuc to do what it can to encourage utilities there to forward contract , including easing the existing prudence review requirements . comm . breathitt endorsed the order , reiterating her support for progress towards open and competitive markets . she noted that the order properly " walked the line " by taking all of the competing interests into account , calling it less than ideal , but a step in the right direction . she also concentrated her remarks on the importance of creating stability which will be accomplished by encouraging long term contracts and the implementation of the $ 150 / mwh breakpoint . additionally she mentioned that any price below the $ 74 / mwh benchmark will be presumed just and reasonable . comm . massey concurred , but prefaced his remarks by expressing sympathy for california ratepayers , stating that he felt that market power had been exercised , that prices were not just and reasonable and that the marketers had profited too much at the expense of others in the market . he warned that , as he understood the legal precedents , the federal courts were poised to grant cost recovery relief to the retailers which would then be passed on to consumers . on the positive side , he approved of the de - federalization of 60 % of the market and the creation of long term contracts . however , he emphasized that california regulators must now take the responsibility of creating more generation and transmission . in the long term , comm . massey hoped that solutions could be reached starting with a technical conference and that the market would have rules more like pjm . finally , comm . massey articulated what he would have liked to have done differently . he stated that he disagreed with the fact that there is not enough evidence to show that market power existed and he pointed to the on - going investigation . he also disagreed with the $ 150 / mwh breakpoint , preferring instead a hard price per generator . the commissioner said he would have set the long term benchmark for only two years instead of five and that he would have opened a section 206 investigation in the west . finally , he stated that he would have liked to address the issue of refunds . chairman hoecker began his comments by saying that the commission was forced to act and act quickly because the stakes are so high . he feels that it is now time for the state regulators and markets to act . he noted that by shrinking the cal px , the responsibility is now with the cpuc to fashion the long term contracts and that hopefully we will exit this situation with the least amount of damage to the utilities . in regards to suggestions for a regional price cap , the chairman stated that this would not work due to the fact that the commission has no jurisdiction over bonneville , wapa and the public power producers and that there is no spot market in the northwest . however , he did urge secretary richardson to convene a conference in order to address regional issues . finally , in conceptually addressing the california situation , the chairman stated that competition or " deregulation " did not fail in california , but that there never was competition in california . | 0 |
Subject: alex tartakovski as you may know , we are trying to schedule an interview for alex tartakovski in houston this week . i am copying everyone involved because i wont be able to coordinate this tomorrow . we just brought our new daughter home today and my wife is yelling at me to get out of my office . i just found out that thursday & friday are bad days for him , so wednesday is the only day to do it this week . he would come down tuesday night and fly out wednesday evening . it ' s probably easiest for him to arrange his flight , but he will need a hotel and transportation from the airport . i gave him donna ' s phone number for help . i assume the hyatt would be best . his home number is 215 - 702 - 3705 and during the day his cellular is 267 - 981 - 5425 . by way of background , i plan to bring in 3 people from outside the company to fill in some of the " vacants " in my group ' s org chart . the 3 areas of specialization that are needed to execute the business plan are ( 1 ) coordination of origination , ( 2 ) deal pricing and underwriting , and ( 3 ) modeling and portfolio management . alex is the perfect person for # 3 . he has the deepest knowledge of probability of anyone i know and is efficient at building analysis models , which will be a big job in this business because portfolio management needs to be redefined in real time due to the lumpiness of insurance contracts and the lack of any historical methods for evaluating these risks . development of pricing models will be a joint effort between " my " group and the research dept because this will need to draw on the expertise in research as well as being a realtime activity as new deals are being structured . i want to encourage joint work between vasant / amitava and alex because his background and expertise is compatible with research . over the past 2 years , alex and i spent a lot of time developing new electricity spot pricing methodology and this is one area where he excels . i would expect that he would be a valuable resource in research as well , and so i would like for him to be able to meet with vince is possible . ( this could possibly be done when vince is in philadelphia next week if there is time - ( ? ) ) depending on what work needs to be done in the future , i could see him working both on pricing research and this specific business unit . i have attached alex ' s resume . i assume he would be manager level , but i ' m not sure of this . this doesnt necessarily come across in the resume , but the skills that are useful to us are : probability / statistical model development development of theoretical pricing methodology excellent computer programming skills database development and data analysis he has the best understanding of the nerc reliability data format outside of mike curley , the nerc data manager . designed and wrote the code for the pricing model used by ace power products for deal pricing and porfolio mgmt . excellent understanding of options pricing methodology and its application to hedging insurance portfolios . if you want to get into superconductor trading , he can design the standards . can beat me at atari battlezone ( as well as being able to navigate a real tank through a minefield ) . one objective of this meeting in houston is to make him feel comfortable with the organization ( with which you did such a good job for me ) and to give him confidence that he will be able to do state - of - the - art pricing research in the most innovative company in the world . he is also interviewing for a job in morgan stanley ' s equity dept . we will also arrange a meeting with per in ny , but i would like to be in the office for that , so we can do that next week . please call me @ 610 - 996 - 2522 if there are any questions . i may not pick up but i will reply to voicemail promptly . i ' m up 24 hours this week anyway . thanks , - - dave | 0 |
Subject: re : best wishes for the holiday period ehud , best holiday wishes to you and your family . i owe you an apology for dropping the ball on the conference i have approached a number of executives at enron . greg whalley speaks in london a day before . louise kitchen , the mother of enrononline will ski ( this is the week of school holidays in england and her family will come here ) . one suggestion i want to make is rick causey . i talked to him and he is willing to be a speaker . he is a very senior and important executive of enron and a ut grad . any thoughts ? vince " ehud i . ronn " on 12 / 19 / 2000 02 : 09 : 41 pm to : vince . j . kaminski @ enron . com cc : subject : best wishes for the holiday period vince , at the conclusion of another year , and prior to my departure tomorrow with my family for our annual florida vacation , best wishes for the holiday period to you and your family . regarding the spring 2001 energy finance conference participation , we still lack that all - important 2 / 22 enron energy - related high - level keynote speaker . let me know if you think we should look elsewhere . best regards , ehud ehud i . ronn jack s . josey professor in energy studies department of finance mccombs school of business university of texas at austin austin , tx . 78712 - 1179 voice : ( 512 ) 471 - 5853 fax : ( 512 ) 471 - 5073 internet : eronn @ mail . utexas . edu | 0 |
Subject: re : security - after hours access tony , no problem . vince anthony _ mends @ enron . net on 04 / 24 / 2000 09 : 54 : 49 am to : vince . j . kaminski @ enron . com cc : subject : security - after hours access vince , thank you for honoring us at our home on saturday . it was a real pleasure to share an evening with you . we hope we shall be able to do it again with your family when the opportunity arises . i am forwarding to you a request from john young who works in my group as a documentation specialist . kindly review his request and let me know if you are able to grant it . tony enron broadband services 713 - 853 - 3939 - - - - - forwarded by anthony mends / enron communications on 04 / 24 / 00 08 : 37 am - - - - - | - - - - - - - - + - - - - - - - - - - - - - - - - - - - - - - - > | | john young | | | | | | 04 / 21 / 00 | | | 11 : 28 am | | | | | - - - - - - - - + - - - - - - - - - - - - - - - - - - - - - - - > | | | to : anthony mends / enron communications @ enron communications | | cc : shirley crenshaw / hou / ect @ ect , krista reed / contractor / enron | | communications @ enron communications | | subject : security - after hours access | tony , earl harvey and i are located on the 19 th floor inside the corporate research group ' s area , which is in a secured area . they are a very supportive and cooperative group , and conditions here are ideal for research , analysis , and writing . i don ' t want to jeopardize their security in any way , but , if possible , i would like to be added to the after hours and weekend access list for situations such as meeting deadlines and research and that if you did not concur with my request , then there would be no reason to copy him at all . thanks , jay 713 - 853 - 5941 | 0 |
Subject: re : real options paul , we have done a lot of work in this area . i shall call you later today ( monday my time ) , tuesday morning your time with some recommendations . vince p . s . shirley , please send a real options binder to paul . vince from : paul smith @ enron _ development on 03 / 30 / 2001 08 : 42 am zel 0 to : vince j kaminski @ ect cc : paul quilkey / enron _ development @ enron _ development , raymond yeow / enron _ development @ enron _ development subject : real options vince , the sydney office is currently evaluating a proposal that involves an option to participate in building a wind farm . should this proceed , we would like to mark this option " to market " . have the research group completed any work on methods for booking and remarking real options ? alternatively , do you have any suggestions as to the best way to value , and book , real options fairly ? regards paul smith | 0 |
Subject: request submitted : access request for mraymon @ enron . com you have received this email because the requester specified you as their manager . please click approval to review and act upon this request . request id : 000000000007494 request create date : 11 / 15 / 00 12 : 57 : 59 pm requested for : mraymon @ enron . com resource name : vpn resource type : applications | 0 |
Subject: re : rotational opportunities within your group kate , my assistant , shirley crenshaw , will schedule a meeting . vince kate lucas 10 / 17 / 2000 11 : 57 am to : vince j kaminski / hou / ect @ ect cc : subject : rotational opportunities within your group dear vince , i am a rotating associate and would like to learn more about opportunities within your group . i have worked in rac and am currently in financial trading . i believe the associate / analyst program may forward you my cv , but i thought it good to get in touch personally . please let me know if there is someone with whom i could speak about the group and its needs for associates . with best regards , kate | 0 |
Subject: re : digitals pavel , many thanks for your note . i understand that digitals are not core enron business but as you know , i ' m trying to explore digitals to give , for example , a company a guaranteed income in year one ( to mop up expiring tax losses ) . this is offset by a guaranteed expense in year two . see attached hypothetical example . the digital will reflect an underlying commodity to which a company is exposed to and would be part of a price risk management strategy , thereby giving it ' commercial purpose ' . i would be interested in hearing from you generally on the subject - - the rational for using digitals and your knowledge of its use in other markets ( electricity or other commoodity or in the banking sector ) . it seems to me that setting the srike is key and a ' value judgement ' or am i wrong , and are there curves and models which could help you substantiate this ? in any event , do you have a feel for what an acceptable % of chance or likelihood that a commodity price hits the strike on a digital before it becomes non arm ' s length and does not pass the smell test ? vince , jarek suggested that you may be able to assist . your views would also be appreciated . gillian . from : pavel zadorozhny on 02 / 11 / 2000 15 : 15 cst to : gillian lockwood / lon / ect @ ect cc : subject : digitals digital options are extremely uncommon in the crude oil market . nobody ever asked me to show quotes in the otc market . the only time we encountered them was when producers , brought by our marketing team , wanted to sell a knock - outable swap , whereby they would get a higher swap price in exchange for cancelling the swap if the price settled below a certain level . this structure had a digital put embedded in it , although the customers didn ' t necessarilly know that . the companies were us oil and gas producers : venoco , titan , magnum hunter , patiena oil & gas , belco , central resources . it was about 1 year ago . in the otc market , at about the same time , i asked for quotes to hedge these transactions and sold a digital cal 00 $ 16 swaption to elf and strips of digital puts to somebody else that i cannot recall . i hope this helps . pavel | 0 |
Subject: network engineering and operations organizational chart shirely , please print this out for vice before the meeting . thanks , ravi . - - - - - forwarded by ravi thuraisingham / enron communications on 01 / 18 / 00 02 : 00 pm - - - - - john griebling sent by : michol boyd 01 / 18 / 00 01 : 41 pm to : ec employees - - all cc : subject : network engineering and operations organizational chart the network engineering and operations organization is taking shape . the attached organization chart reflects my direct reports and the major disciplines within the engineering organization . please support this leadership team in executing our mission to support our current network as well as deploy the gfn infrastructure and support systems . you will notice that there are many leadership openings in the organization , please direct any input regarding external candidates for these positions to patty pennington . the network engineering team is also attempting to recruit between 30 to 50 people ( as dictated by budget availability ) across the indicated disciplines by mid - year . | 0 |
Subject: re : meeting on the 20 th of march fyi . shirley ( 3 - 5290 ) is making travel arrangements for me . it makes sense for all of us to stay in the same hotel , irrespective of individual travel arrangements vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 02 / 29 / 2000 07 : 30 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " rudy , robert " on 02 / 28 / 2000 08 : 20 : 10 pm to : " ' vince j kaminski ' " cc : subject : re : meeting on the 20 th of march dear vince , thanks for your note . i look forward to seeing you on the 20 th . we usually recommend our visitors to stay at the park hyatt on battery street . it ' s a 5 minute cab ride ( or an easy 15 minute walk ) to our offices . should you decide to walk , it is important that you take sansome street rather than montgomery . they are one block apart , but one goes up to the top of telegraph hill and ends before continuing at the bottom of a cliff and the other is relatively flat and is continuous . there are detailed directions on our website ( www . kmv . com ) . see you on the 20 th . regards , rob - - - - - original message - - - - - from : vince j kaminski [ mailto : vince . j . kaminski @ enron . com ] sent : monday , february 28 , 2000 9 : 35 am to : robert . rudy @ kmv . com cc : vince j kaminski ; shirley crenshaw subject : meeting on the 20 th of march robert , this is to confirm the meeting on march the 20 th at 9 : 00 a . m . enron will be represented by bill bradford , bryan seyfried , , vasant shanbhogue and myself . could you , please , advise me what is the best hotel where we could stay overnight , close to your location ? vince kaminski enron corp . 1400 smith street , room 1962 houston , tx 77251 - 1188 phone : ( 713 ) 853 3848 fax : ( 713 ) 646 2503 e - mail : vkamins @ enron . com | 0 |
Subject: re : lsu seminar visit vince , please send a package of article reprints to the attention of joan payne at the following address : joan payne department of finance e . j . ourso college of business administration louisiana state university 2163 ceba baton rouge , la 70803 in your package , please indicate which presentation each reprint is intended for ; i . e . , whether it is for student consumption on thursday afternoon or finance faculty / doctoral student consumption on friday morning . joan can make sure that we get the right number of copies produced for the respective audiences . concerning powerpoints - - just email these files to me and if it is all right with you i will make them available for download by the faculty and students on the class and research seminar webpages . thanks again for being willing to visit lsu and present your knowledge to our faculty and students . sincerely , jim garven at 01 : 39 pm 1 / 18 / 2000 + 0000 , you wrote : > jim , > > i can send you copies of the reprints of some papers i wrote > or co - authored . please , let me know how many copies do you need . > > i shall prepare power point presentations for the student meeting > and for the faculty meeting . > > for the students : review of my group ( things we work on ) with an intention > of generating some interest among the students and soliciting resumes . > > for the faculty meeting : challenges that energy markets pose to financial > modeling . > i shall be able to e - mail the power point presentations later this month . > > vince > > > > > > jim garven on 01 / 17 / 2000 04 : 00 : 25 pm > > to : vince j kaminski / hou / ect @ ect > cc : > subject : re : lsu seminar visit > > > > dear vince , > > would you mind emailing to me a short biography / vita sometime when you get > a chance ? also , if you have a paper to circulate or any powerpoint slides > that you ' ll want to use either in your presentations to my students > thursday afternoon , 2 / 3 , or to the faculty seminar on friday morning , 2 / 4 , > please email these to me . this would be greatly appreciated . > > my colleagues and i are looking forward to your visit on feb . 3 - 4 to lsu . > > sincerely , > > jim garven > > > james r . garven > william h . wright , jr . endowed chair for financial services > department of finance > 2158 ceba > e . j . ourso college of business administration > louisiana state university > baton rouge , la 70803 - 6308 > > voice ( 225 ) 388 - 0477 | fax : ( 800 ) 859 - 6361 > > e - mail : jgarven @ lsu . edu > home page : http : / / garven . lsu . edu > vita : http : / / garven . lsu . edu / dossier . html > research paper archive : http : / / garven . lsu . edu / research . html james r . garven william h . wright , jr . endowed chair for financial services department of finance 2158 ceba e . j . ourso college of business administration louisiana state university baton rouge , la 70803 - 6308 voice ( 225 ) 388 - 0477 | fax : ( 800 ) 859 - 6361 e - mail : jgarven @ lsu . edu home page : http : / / garven . lsu . edu vita : http : / / garven . lsu . edu / dossier . html research paper archive : http : / / garven . lsu . edu / research . html - attl . htm | 0 |
Subject: out of the office i will be out of the office september 18 - 19 , 2000 and will return wednesday september 20 , 2000 . if you should need anything in the mean time please call sheila walton at x 30649 or the hr assistant ramona perkins at x 58165 . | 0 |
Subject: maac executive board files restructuring agreement message sent from the pjm - customer - info mailing list at pjm - customer - info @ majordomo . pjm . com : maac executive board files restructuring agreement september 27 , 2000 norristown , pa : the mid - atlantic area council ( maac ) , one of the ten regional reliability councils of the north american electric reliability councils ( nerc ) , filed a new agreement on september 22 regarding the governance of maac with the federal energy regulatory commission ( ferc ) . maac ' s basic purpose is to ensure the reliability of the interconnected bulk power system in the region . maac ' s area of responsibility covers the same geographical region as the control area operated by the pjm independent system operator ( pjm iso ) , consisting of all or parts of the states of pennsylvania , new jersey , maryland , delaware , virginia , and the district of columbia . the maac restructuring process began years ago and is expected , with ferc approval , to be implemented on january 1 , 2001 . " we are excited to be positioning the maac organization to address the needs of the new competitive era , thanks to the interest and participation of the stakeholders for over two years . " stated pete landrieu , maac executive board chair . phillip g . harris , regional manager of maac , commented " the relationship between reliability and markets will be enhanced and strengthened by the maac restructuring . we are also pleased to be making this change as effectively as possible through the use of existing pjm organizational and other resources . " under the filed agreement , a new maac members committee is chartered with the creation of the approval process of the maac reliability principles and standards . other new maac committees are chartered , most notably , a maac energy market committee to serve as a forum for the discussion of the impact of reliability on the commercial market place , and the marketplace on reliability . the agreement also provides for stakeholder representation on the maac board . appropriate amendments to existing pjm agreements will be discussed with the pjm members and filed with the ferc . the mid - atlantic area council was established in december 1967 to augment the reliability of the bulk electric supply systems of its members through coordinated planning of generation and transmission facilities . the maac region encompasses nearly 50 , 000 square miles from virginia to new york and from the atlantic ocean to the great lakes . under the existing maac agreement and the operating agreement of pjm interconnection , l . l . c . , maac and pjm members are obligated to comply with maac and nerc operating and planning principles and standards . 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: thanks again vince , i thank you again for all your help . ? i will continue to search for job opportunities at enron , and hopefully be able to find a match for me . how is your son doing ? is he still interested in computers ? there is a promising future for high - tech guys . regards ? carla di castro marketing mfr group , inc . one riverway , ste 1900 houston , tx 77056 - 1951 phone ( 713 ) 353 - 8180 office ( 713 ) 622 - 1120 | 0 |
Subject: re : presentation in seoul anthony duenner @ enron _ development on 12 / 15 / 99 01 : 46 : 35 pm to : mark ruane @ ect , zimin lu @ ect cc : subject : presentation in seoul better late than never - - i again wanted to thank both of you for taking the time and making the effort to make the raroc and real options presentations in seoul earlier this month . both presentations were well received and i had a number of favorable comments and expressions of thanks form our hosts after the presentations . i know you both have very busy schedules - - especially around this time of year - - and very much appreciate your help . regards . anthony duenner | 0 |
Subject: re : enron visit - - thanks larry , i was thinking about the potential applications over the weekend and i think i shall have a proposal for you in a few days . vince p . s . i want to remind you about the favor i asked you about . we would like to talk ( no commitments ) to the prediction company . can you refer me to your friend . vince lawrencelrtnmt @ aol . com on 05 / 06 / 2001 12 : 07 : 18 am to : vkamins @ enron . com cc : subject : enron visit - - thanks dear vince , i just wanted to thank you for inviting me to visit enron last friday and for the generous amount of time you spent with me personally while i was there . i found our discussions both informative and stimulating . vince , i was genuinely impressed by the caliber of the group you have assembled at enron . their individual and collective expertise is obvious ; and they were most generous in exchanging ideas and sharing opinions with me . if you or any of your people have , over the weekend , developed further questions or thought of additional information that might be helpful , i ' m standing by . i ' m eager to continue our dialogue . sincerely , larry thorne | 0 |
Subject: re : seminar on beyond ols i have reserved eb 30 cl from 3 : 30 pm - 5 : 30 pm . just a reminder that the 19 th is the research christmas party at damians from 5 : 30 - 7 : 30 pm . shirley vince j kaminski 12 / 08 / 2000 08 : 33 am to : clayton vernon / corp / enron @ enron , shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : re : seminar on beyond ols shirley , can you reserve the room for tue , dec 19 , 3 : 30 ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 12 / 08 / 2000 08 : 33 am - - - - - - - - - - - - - - - - - - - - - - - - - - - clayton vernon @ enron 12 / 07 / 2000 05 : 38 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : seminar on beyond ols vince - george just " remembered " the traders ' meetings monday and wednesday afternoons at 3 : 30 . he ' s going to email you - i think tuesday would ensure a turnout of traders as well as analysts . we could easily have 20 people there from power alone , and there ' s always gas . . . . when you decide the time , can you ask shirley to reserve a conference room along the size of 30 cl ? clayton | 0 |
Subject: software license dear ms . feldman , please receive all my apologies for not having answered earlier your 2 emails , but i was in the states for 6 weeks and could not access my dauphine email . in any case , the time was fruitfully used by my associates and myself to improve the " robustness " of the product , from a computer and mathematical standpoint . regarding your 3 points 1 . we agree on the price of 90 , 000 usd 2 . d - g will provide system support : we can do so by emailing anther version of the software , being available on the phone and by email but we cannot promise unlimited support of all kinds without risking bankruptcy right away . moreover , the $ 90 , 000 may be paid in 3 fractions and your risk would be quite minimal 3 . regarding the escrow , we have been using so far a small law firm with 5 partners ( none of my family ) in amherst : hart , reed , brown , golowich and kaplan . but we are not closed to anther solution you would strongly prefer . best regards helyette geman , phd , phd d - g energy systems | 0 |
Subject: idea : please take a look dear mr . kaminski , thank you for calling . briefly , about ideaglobal . com : we ' ve been providing unbiased market analysis since 1989 , and today our customers include the fed , the us treasury , the imf , 25 foreign central banks , and over 1 , 700 dealing rooms worldwide . we emphasize sales and trading strategies rather than just provide market news . attached , please find 2 samples of our daily research : today ' s issue of our morning faxes financial markets today and fixed income today . we also have intraday market coverage on bloomberg : idea > go , reuters , and bridge / telerate . if the info looks interesting , we would be glad to arrange a 30 - day free trial for you ? for your reference , please see our price list . i look forward to your reply . best regards , vadim pokhlebkin account manager vpokhlebkin @ ideaglobal . com tel . + 1 212 571 4332 fax + 1 212 571 4334 ideaglobal . com 140 broadway , 21 st floor new york , ny 10005 , usa any views expressed in this message are those of the individual sender , except where the sender specifically states them to be the views of ideaglobal . com . this email , its content and any files transmitted with it are intended solely for the addressee ( s ) and may be legally privileged and / or confidential . access by any other party is unauthorized without the express written permission of the sender . if you have received this email in error you may not copy or use the contents , attachments or information in any way . please destroy it and contact the sender via the ideaglobal . com switchboard in one of the following three offices : new york + 1 212 571 4332 ; london + 44 171 430 2888 ; singapore + 65 332 0700 - fmto 316 a . pdf - fito 316 a . pdf - onesheet . doc | 0 |
Subject: dear mr . kaminski , it was really a pleasure to meet you during the risk event . i hope we ' ll have more chances to talk in the future . i will be glad to invite you when you will visit california . my home number is ( 408 ) - 996 - 2631 . sincerely , alex ulitsky . = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = alex ulitsky , ph . d . alex @ eplanning . com = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = | 0 |
Subject: orillion and ebs visit * * * * * confirmation of meeting with orillion * * * * * gentlemen : i have spoken with jerry sellers of orillion and he will be visiting with ebs on tuesday , april 25 , 2000 for about half a day . orillion is scheduled to be at ebs from 1 : 00 - 4 : 00 p . m . in conference room 45 cl . the following individuals will participate on behalf of orillion . they are as follows : jerry sellers , chairman terry lindsey , president professor ken dick , technical advisory board at university of nebraska orillion would like to propose the following discussion topics : 1 . introduce orillion to ebs 2 . engage in technical discussions 3 . discussions on how orillion can help ebs participants from ebs : arshak sarkissian for scott yeager vince kaminski john griebling james reece david reece everette plante diane hetzel dorn hetzel ravi thuraisingham | 0 |
Subject: re : pro opticus i was not aware of the demo . - - stinson vince j kaminski 11 / 06 / 2000 01 : 58 pm to : stinson gibner / hou / ect @ ect cc : subject : pro opticus stinson , any insights ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 11 / 06 / 2000 02 : 05 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - kevin sweeney 10 / 23 / 2000 06 : 53 am to : vince j kaminski / hou / ect @ ect cc : kara maloney / na / enron @ enron , mario de la ossa / na / enron @ enron , matt a brown / hou / ect @ ect subject : pro opticus vince , i understand that you or someone in your group had a demo from the above group last friday . i was wondering if this was part of a push to bring more options ' analytics to the traders ' desks , and if so , if you could explain what that effort looks like ? one of the global markets traders , mario de la ossa also had a look at the software as he has used it in the past . thanks , kevin | 0 |
Subject: re : joint probabilities michael a table ( table 2 ) has been added with probabilities for rab > x , fx > y . at the current currency level , approx 1 . 5 , all the numbers are multiplied by 1 / 2 because the currency is equally likely to rise or fall . this may give a pessimetic view of achieving a given stock price . let me know when you want to get togetrher . bob | 0 |
Subject: wichai narongwanich dear toni : please arrange a payment of $ 10 , 000 to wichai as a sigining bonus as agreed upon with him at the time of his offer . thanks , krishna . | 0 |
Subject: re : invitation to speak at infocast ' s managing summer price volatilit y conference in houston thanks , vince - - it sounds like a good opportunity . if you ' d like i can call him directly . joe vince j kaminski 10 / 17 / 2000 03 : 55 pm to : joseph hrgovcic / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : invitation to speak at infocast ' s managing summer price volatilit y conference in houston joe , any interest in speaking ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 10 / 17 / 2000 04 : 01 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - britta bothe on 10 / 17 / 2000 12 : 38 : 33 pm to : vkamins @ enron . com cc : subject : invitation to speak at infocast ' s managing summer price volatilit y conference in houston dear ms . kaminsky : as i just mentioned on your voicemail , infocast is going to host a managing summer price volatility course , january 30 - february 1 , 2001 in houston . the course will focus on the various tools at hand to manage summer price and load volatility . our target audience for this event will primarily be risk managers and managers in bulk power sales & purchase ( our secondary target audience is energy traders ) . attached you will find a draft program agenda for your review . please let me know if you or someone else at enron is interested in presenting at this event . in particular , we are looking for someone to talk about weather derivatives . i appreciate you taking the time to review the conference schedule and i hope that i will have an opportunity to talk to you . unfortunately , i am running behind schedule in finalizing this program . i will call tomorrow to see what your feedback is . if you have any questions or suggestions , please do not hesitate to contact me at ( 818 ) 888 - 4445 ext . 30 . sincerely , britta bothe infocast conference manager ( 818 ) 888 - 4445 ext . 30 > - agenda 5 . doc | 0 |
Subject: re : fwd : latest roster - rice no problem - pam at 05 : 42 pm 3 / 7 / 01 - 0600 , you wrote : > pam , > > thanks , > > yes , i need the e - mail addresses as well . > > vince > > > > > > pamela vande krol castro on 03 / 07 / 2001 04 : 19 : 01 pm > > to : vince . j . kaminski @ enron . com > cc : > subject : fwd : latest roster - rice > > > let ' s try this again ! - pam > > > > date : wed , 07 mar 2001 16 : 13 : 42 - 0600 > > to : vince . j . kaminski @ enron . com > > from : pamela vande krol castro > > subject : latest roster - rice > > > > here is your latest roster for mgmt 656 . let me know if you need the list > > of e - mail addresses or if there are any discrepancies that i should > > address . thanks for your help ! - pam ( 713 - 348 - 6223 ) > > ( see attached file : 656 . doc ) > > - 656 . xls | 0 |
Subject: re : option p & l brad , i was extreamly busy yesterday . sorry for answing your question till now . although i am not exactly sure how the system handle gamma , this is what i think the system is doing : curve shift = today ' s price - yesterady ' s price p / l due to curve shift = today ' s market value using today ' s price curve ( with everything esle the same as yesterday ' s ) - yesterday ' s market value using yesterday ' s price curve . so p / l due to curve shift contains both delta and gamma and higher order terms . we then use theoretical gamma ( meaning option model gamma : 0 . 5 * gamma * ( price change ) 2 ) for gamma contribution and ? define delta = curve shift - theoretical gamma . ? ? therefore , the gamma may not be very accurate to explain the delta change , ? especially when you have big price change due to higher order contribution . ? ? let me know your thoughts on this . ? ? ? best wishes , ? ? zimin ? ? ? ? ? ? ? ? ? brad horn 10 / 12 / 2000 07 : 11 am ? ? to : zimin lu / hou / ect @ ect , stinson gibner / hou / ect @ ect ? cc : vince j kaminski / hou / ect @ ect , vladimir gorny / hou / ect @ ect , robert ? shiring / hou / ect @ ect , jay knoblauh / hou / ect @ ect ? subject : option p & l ? ? gentleman : ? the erms system , as you know , has an excellent capability for ? decomposing option p & l into the following components : ? ? new deals ? curve shift ? gamma ? vega ? theta ? rho ? drift ? 2 nd order adjustments ? ? what i dont understand is the gamma component which is reported in dollars . ? the unit of measure suggests that incremental changes in a contract position ? is being associated with specific prices . these prices are the effective buy ? or sell prices associated with the dynamic delta position . ? ? stated differently , the standard taylor expansion has incorporated a price ? variable in such a way as to convert the unit of measure from gamma ' s ? standard contract count to total gamma dolalrs . this is something i dont ? understand . to date , inquiries to the risk management accounting group has ? further revealed that the gamma component of p & l is not well understood . ? ? this is what concerns me : bridgeline has 2 books with option exposures ( nymex ? and gas daily ) . both books dynamically hedged its positions during ? yesterdays large price move and , through anticipitory hedging in advance or ? during the large price move , secured sufficient coverage to neutralize ? expected changes in delta . however , our p & l from our underlying position did ? not offset our gamma p & l . consequently , i have to ask why ? im hoping that a ? brief look at the why gamma dollars are calculated may reveal something which ? will better guide our hedging decisions . ? ? any help is appreciated ? ? | 0 |
Subject: re : var calibration issues we are proposing the following changes to the calculation of ng correlations : 1 . weight the data set ( 3 calendar months ) used in calculating correlations ( most recent data weighed heavier ) 2 . use respective contract prices , instead of prompt month prices ( i . e . for nov - 00 correlations use nov contract prices for the last 3 months , as opposed to prompt month prices for the last three months . tanya , i have confirmed with ted and he gave us green light to make both changes . did we get an opinion from vince ? winston , it is my understanding , that this changes apply to ng correlations only , not the correlations between commodities . we will test the changes in gas and then decide on world - wide implementation . any estimate on timing of this implementation ? cassandra , ted suggested that you and veronica should document this as a change in var parameters and inform all commercial desk heads of these changes . we intend to make them for na gas first , but ultimately make these changes consistent across all commodity groups . let me know if you have questions . thanks , vlady . wenyao jia 10 / 13 / 2000 03 : 43 pm to : vladimir gorny / hou / ect @ ect cc : tanya tamarchenko / hou / ect @ ect , jin yu / hou / ect @ ect subject : re : var calibration issues vlady , also in the meeting , we identified that there are still some issures regarding to the correlation matrix calculations . since different commodity has different expiration dates . when calculate correlation between two commodities , the two may have different prompt months . are we going to use prices on two different prompt months or are we going to use the prices on the same month disregarding prompt months . because above issues , jin is not going do any changes on the correlation matrix calculation until above issures can be solved . thanks ! winston tanya tamarchenko 10 / 13 / 2000 03 : 16 pm to : vladimir gorny / hou / ect @ ect cc : wenyao jia / hou / ect @ ect , jin yu / hou / ect @ ect , jin yu / hou / ect @ ect subject : re : var calibration issues vlady , we met with winston and jin today regarding var calibration issues . the outcome on this discussion is : 1 . jin will put weights into calculation of factor loadings ; 2 . jin will change the way factor loading are calculated . for each commodity the prompt month contract will be selected for the effective date of vatrfacs run . then the historical prices will be collected for 3 month for all forward contracts starting from selected prompt month contract . the variance - covariance matrix will be calculated based on these data , it will be converted into correlation matrix , then factor loadings analysis will be performed on the correlation matrix . tanya . | 0 |
Subject: re : carnegie mellon team meeting unfortunately i do not have a phone right now so i will have to call as soon as they get me up and running . i went ahead and sent out the dates we have on schedule currently with the intention that if we get new dates they will be announced in the team meeting on thursday . hope that is okay . i needed to get a message out to participant soon so we don ' t get in a bind in a couple of weeks . kristin vince j kaminski @ ect 08 / 28 / 2000 11 : 02 am to : kristin gandy / na / enron @ enron cc : vince j kaminski / hou / ect @ ect subject : re : carnegie mellon team meeting kristin , what about the visit to the campus on nov . 3 ? any resolution ? vince kristin gandy @ enron 08 / 28 / 2000 10 : 03 am to : vince j kaminski / hou / ect @ ect , kent densley / corp / enron @ enron , dorothy mccoppin / fgt / enron @ enron , kevin kindall / corp / enron @ enron , andre beskrowni / enron communications @ enron communications , gaurav babbar / hou / ect @ ect , john walt / corp / enron @ enron , john b gordon / na / enron @ enron , dave cummings / enron @ gateway cc : judy nyegaard / hou / ect @ ect subject : carnegie mellon team meeting greetings , carnegie mellon recruiting team ! each of you has been chosen to represent enron for our fall 2000 recruiting efforts at carnegie mellon university . as part of the team , you will be challenged with choosing the best candidates from carnegie mellon ' s graduate school to join our associate program . our first campus event will be on september 15 and interviews will be held on campus december 11 and 12 . i hope you are all able to participate in the exciting process of recruiting young talent . we will be more formally organising ourselves in the next couple of weeks . currently , we are planning to have a brief team meeting in order to make introductions , inform you about the associate program , and discuss the fall recruiting calendar . to that end , please contact me with any questions or comments you may have . the team meeting date is set for august 31 st at 10 am in room 19 c 2 . please rsvp to me as soon as possible . i look forward to meeting you all soon . sincerely , kristin gandy associate recruiter x 53214 | 0 |
Subject: patricia tlapek brad , as per our previous discussions , vince wanted me to give you the background on our request to bring patricia tlapek into the research group at the very top end of the manager group . the justification for this was not only her extraordinary performance in setting up our technical analysis section but also our reliance on her to build this group and expand its scope . this memo is in response to your request today to document our reasoning . this past year patricia was extremely successful in building internal clientele for her products and recommendations - she is now widely relied on by gas , power , crude and equity marketers , as well as traders from the calgary office . in addition , she developed and presented seminars to bring traders up to speed on techniques in technical analysis . also this last year patricia built and populates daily the research group ' s intranet site on technical analysis . as a crowning achievement ( but just the beginning ) , patricia was given the authority to actually trade natural gas as jeff shankman , managing director , authorized her book for technical analysis trading . currently , we are proceeding with the expansion of her group personnel - wise and she is agressively working to gain authority from other groups to trade live books on other energy commodities and energy - related equities . for these reasons , we want to peg patricia ' s salary at the top of the pay scale . thanks for expediting this effort . - - - mike | 0 |
Subject: re : statistica & lunch rick , we are using sas . i am glad you can speak at our lunch meeting on feb 15 . vince richard b jones @ ees 02 / 05 / 2001 11 : 26 am to : vince j kaminski / hou / ect @ ect cc : subject : statistica & lunch vince , do we have a site license for statistica ? what stat software do you use ? i am prepared to talk at your lunch . i think we said thurs feb 15 th 11 : 30 - 1 : 00 . i would liie to have a computer display if possible . i ' ll bring my pc . what ' s the room # again ? rick jones | 0 |
Subject: update - rofr per our meeting , i added a switch so that the pipeline can accept or reject the best bid if the best bid is not the cap rate . zimin | 0 |
Subject: re : interview with research dept . candidate rabi s . de on august 11 , 2000 please note that dennis benevides has been added to the interview schedule for rabi de on august 11 , 2000 . 9 : 00 - 9 : 30 am vince kaminiski 9 : 30 - 10 : 00 am stinson gibner 10 : 00 - 10 : 30 am grant masson 10 : 30 - 11 : 00 am krishna krishnarao 11 : 00 - 11 : 30 am tanya tamarchenko 11 : 30 - 1 : 00 pm lunch with tanya tamarchenko and zimin lu 1 : 00 - 1 : 30 pm zimin lu 1 : 30 - 2 : 00 pm vasant shanbhogue 2 : 00 - 2 : 30 pm paulo issler 2 : 45 - 3 : 15 pm dennis benevides the following interview schedule has been set up for rabi s . de by sean grady , hr staffing : 9 : 00 - 9 : 30 am vince kaminiski 9 : 30 - 10 : 00 am stinson gibner 10 : 00 - 10 : 30 am grant masson 10 : 30 - 11 : 00 am krishna krishnarao 11 : 00 - 11 : 30 am tanya tamarchenko 11 : 30 - 1 : 00 pm lunch with tanya tamarchenko and zimin lu 1 : 00 - 1 : 30 pm zimin lu 1 : 30 - 2 : 00 pm vasant shanbhogue 2 : 00 - 2 : 30 pm paulo issler please call me if you have any questions or if a conflict develops and you need to change your interview time . thanks . anita - - - - - - - - - - - - - - - - - - - - - - forwarded by anita dupont / na / enron on 08 / 01 / 2000 02 : 21 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - pinnamaneni krishnarao @ ect 07 / 31 / 2000 05 : 30 pm to : anita dupont / na / enron @ enron cc : subject : re : interview with research dept . candidate rabi s . de anita : can you add dennis benevides ( assistant kathy bass ) to interview rabi de ? sorry for the late request . thanks , krishna anita dupont @ enron 07 / 31 / 2000 03 : 49 pm to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect , grant masson / hou / ect @ ect , pinnamaneni krishnarao / hou / ect @ ect , tanya tamarchenko / hou / ect @ ect , zimin lu / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , paulo issler / hou / ect @ ect cc : subject : interview with research dept . candidate rabi s . de the following interview schedule has been set up for rabi s . de by sean grady , hr staffing : 9 : 00 - 9 : 30 am vince kaminiski 9 : 30 - 10 : 00 am stinson gibner 10 : 00 - 10 : 30 am grant masson 10 : 30 - 11 : 00 am krishna krishnarao 11 : 00 - 11 : 30 am tanya tamarchenko 11 : 30 - 1 : 00 pm lunch with tanya tamarchenko and zimin lu 1 : 00 - 1 : 30 pm zimin lu 1 : 30 - 2 : 00 pm vasant shanbhogue 2 : 00 - 2 : 30 pm paulo issler please call me if you have any questions or if a conflict develops and you need to change your interview time . thanks . anita | 0 |
Subject: re : natural gas storage item vince - something very interesting about natural gas storage ( from the class ) . the industry is rapidly adopting what are called " operational balancing agreements , " where the pipeline contracts with the producers and ldc ' s ( public utilities ) to handle all " imbalances " in shipping , namely all production shortfalls or overages or consumption likewise . shippers then always " book " what is scheduled to happen , and not what actually happens . the end result is that storage facillities associated with production regions are used to smooth out not only weekday - weekend seasonal patterns ( the well - known " parking " ) but to insure issues of wellhead output as well . cutting to the chase , storage facilities in producing regions are operated to insure the integrity of the pipeline system , and estimated marketed production is likely to be a better estimate of actual flow at the pipeline ' s receipt meter than is production less local storage . clayton | 0 |
Subject: revised : organizational changes to : enron north america corp . from : cliff baxter and kevin hannon in july , as part of the enron north america ( ena ) reorganization , the implementation of several objectives were highlighted as critical to the continued growth of ena including : 1 ) accelerate the development of our people , 2 ) significantly expand our customer network and associated markets , and 3 ) accelerate and enhance the information flow between groups , both within ena and across enron . consistent with these objectives and with the corporate goal of fostering b ) the downstream coverage / origination groups which focus on delivering a broad range of products and services to the heavy industrial customers including pulp and paper , chemicals , plastics , refined products , metals and mining , heavy manufacturing , industrial gases , fertilizers , transportation , textiles and glass manufacturing the eastern and western u . s . midstream coverage / origination groups which focus on energy , finance and industries . downstream coverage / origination as energy deregulation continues in north america , it is becoming clear that the heavy industrial segment will be an important customer market for both ena and enron corp . further , it is clear that ena can significantly expand its industrial customer network and create more innovative industrial solutions by having a group that can deploy all the capabilities of enron corp . against this backdrop , the downstream coverage / origination function will expand its product offering to include not only ena , s existing energy commodities , energy services , finance , assets and pulp and paper capabilities but also ees , s energy outsourcing capability and global fuel , s chemicals , plastics and refined products risk management capability . these additional capabilities will be offered in conjunction with ees and the global fuels groups . given the size and importance of this enron initiative , greg piper will be returning from portland to manage this business . under greg , s leadership , the downstream origination effort will be segmented into three sub - groups given the nature of these industries and our product offering : a ) pulp and paper ) edward ondarza will continue to manage the coverage activities in the pulp and paper business . this group will be responsible for the provision of innovative products and services in the pulp and paper industry including the provision of paper risk management products ; b ) chemicals , plastics and refined products ) we have asked jim ajello to lead the coverage activities in this business . this group will be responsible for the provision of innovative products and services in the chemicals and refined products industries ; c ) non - integrated industrials ) bruce garner , formerly leader of bankers trust , s global metals and mining group in london , has joined ena to lead the coverage activities in this business . this group will be responsible for the provision of innovative products and services for the metals and mining , heavy manufacturing , industrial gases , fertilizers , transportation , textiles and glass manufacturing industries . midstream coverage / origination a ) eastern coverage / origination ) this group , activities will focus on energy , finance and power development solutions for electric and gas utilities , municipals , co - ops and energy service companies in the eastern interconnect . we have asked janet dietrich to assume the leadership of this group ; b ) western coverage / origination ) this group , s activities will focus on energy , finance and power development solutions for electric and gas utilities , municipals , co - ops and energy service companies in the wscc . they will also continue to manage all qualified facilities ( qf ) restructuring opportunities in the western u . s . we have asked chris calger to assume the leadership of this coverage group . chris will relocate to portland from calgary where he currently leads the canadian downstream origination efforts ; c ) ipp merchant coverage / origination ) this group , s activities will focus on the provision of structured energy , finance and asset solutions for the emerging merchant power generators who control large portfolio , s of merchant power generation either through development or acquisition . we have asked mike miller to assume the leadership of this group . in addition , mike will continue to manage the power development activities in the eastern interconnect ; d ) eastern qf restructuring ) this group will focus on the qf restructuring opportunities in the eastern interconnect including the existing restructuring and re - capitalization of the east coast power assets . we have asked dave duran to assume the leadership of this business . greg blair , formerly of enron asia , s development group , doug clifford , formerly of citizens power , and dick lydecker , formerly of cogen technology , will join this newly formed business . 2 ) commercial transactions : the commercial transactions group ( ctg ) , co - headed by ray bowen and jeff donahue , was formed to provide a centralized resource for the execution of transactions within ena ) and thereby , improve ena , s efficiency in executing transactions and free - up the origination groups to increase their intensity of client coverage . ctg consists of six primary functions : transaction development , capital structuring and portfolio management , commodity structuring and transportation , transactional support / accounting , technical analysis and upstream asset management . the transaction development group will be responsible for deal leadership , execution and optimization of all aspects of a transaction in conjunction with the originator . the function will be divided into four teams , each of which will be dedicated to between two and four origination groups . this dedication to specific groups should provide a closer link , better service and greater accountability with the origination groups ; however , the ctg resources are designed to be a fungible and flexible resource allocated to the highest value transactions across the coverage functions : a ) midstream transaction development will be dedicated to the eastern and western coverage / origination groups . the senior members of this group include billy lemmons , george mccormick , erin norris and russ porter . billy lemmons joined enron in 1992 . most recently , he was the vice - president of capital structuring and risk management for ees . russ porter joins us today from dynegy where he was a manager with responsibilities for power origination . b ) downstream transaction development will be dedicated to ena , s industrial origination efforts in pulp and paper , petrochemicals and refining , environmental energy , metals and mining and other industries as coverage is established . the senior members of this team include rodney malcolm , jay boudreaux , finley biggerstaff and chris helfrich . we anticipate announcing two to four more additions to this team within the next few weeks . c ) generation transaction development will be dedicated to the ipp merchant services and power plant development and qf restructuring groups . the senior members of this team include thomas suffield , andy kelemen , kelly mahmoud and john house . thomas suffield joined enron in 1996 . most recently , he was the vice - president of origination for the latin american group in azurix . we anticipate announcing two more additions to this team within the next few weeks . d ) upstream transaction development will be dedicated to the producer finance , coal and gas assets groups . the senior members of this team include brad dunn , john curtin and chris hilgert . we hope to announce the addition of at least one vp to this group prior to yearend . ray bowen will have primary oversight responsibilities for the upstream and downstream transaction development teams with jeff donahue having primary responsibilities for the midstream and generation teams . andrea reed will continue to head capital structuring and portfolio management : all junior commercial resources within the transaction development teams will have dual responsibilities to both their transaction development teams and to the capital structuring group . the remaining four groups within ctg will remain largely unchanged . in addition , the origination and the transaction development teams and their respective origination groups will be located together . we believe that these changes will significantly enhance our market coverage and industry knowledge in all ena , s markets particularly in the industrial markets . it will also provide a closer partnership and accountability between the coverage / origination groups and the ctg groups . please help us in continuing to build on the success we have enjoyed in north america by working with us to implement these changes . | 0 |
Subject: valuation methodology we ' ve had a request from aa to provide them with some sort of write - up or documentation from our research group on the valuation methodology used on the contingent issuance instrument for 18 million shares that was a part of the raptor transaction completed at the end of march . apparently , this request has come from aa ' s expert in this area ( i believe that his name is dechundra , or something like that . i ' ve probably destroyed the spelling on that . you guys are probably very familiar with him . ) anyway , is there such documentation that we can provide them easily ? if so , let me know so that we can try to get aa finished with their review of the transaction . in talking to our contacts at aa , i believe that their expert will be wanting to talk to you after he reviews the methodology documentation . thanks , ron | 0 |
Subject: again , i should have also sent the following mail yesterday . . . . i guess now i should also apologise for filling up your mail box ! have a good weekend , kirstee - - - - - - - - - - - - - - - - - - - - - - forwarded by kirstee hewitt / lon / ect on 28 / 07 / 2000 20 : 22 - - - - - - - - - - - - - - - - - - - - - - - - - - - enron europe from : kirstee hewitt 27 / 07 / 2000 18 : 10 to : cantekin dincerler / hou / ect @ ect cc : grant masson / hou / ect @ ect subject : hi - i have run the model for the 26 th and have the following results : i have also updated the correlations to include silver and the gold . the tc delta ( treatment charges ) are positions only for copper conentrate and do not contain any positions due to zinc or lead . could you take a look at the figues as this is the first time i have done a full run and would like to make sure that i have done things correctly . i will definitely call to discuss the prices for gold and cocoa beans - the tc price curve is another issue however , at the moment we do not have anything other than a spot price and a 1 year price so i think we will probably have to set it as a constant . i have to talk to andreas soon as he is awaiting my comments on point ( 2 ) of his email that i forwarded in my last mail . also , you will can see that i have subtracted any positions that are from r wolf in the mercur download - this was point ( 1 ) of his note . as a quick question ? do you think it is worth including zinc concentrate ( 18400 dmt ) and lead concentrate ( 920 dmt ) ? i think we may need to check the tc price for these and the conversion for the one given in the model for copper as i think that the original historical price file ( tchistory ) is quoted in c / lb - i guess this is cents / pound ? rather than $ / dmt which is the units that position is quoted in . speak to you soon kirstee | 0 |
Subject: registration materials for nfcf to : andres almazan don chew john freeman geoge gau vince kaminski bob marchesi john martin vojislav maksimovic laura starks art warga michael weisbach dear friends attached is some registration and logistical information relating to the upcoming corporate finance conference on may 4 - 5 in houston . if you have any questions , please don ' t hesitate to contact sheridan , bob or myself . the program is shaping up nicely , however one of us may draft to serve in some small , but helpful capacity . sheridan titman , 512 . 232 . 2787 , titman @ mail . utexas . edu , bob parrino at parrino @ mail . utexas . edu dave ikenberry , 713 . 348 . 5385 , daveike @ rice . edu as of today , the list of firms sending a representative include : pfizer pacificare cooper industries radioshack pepsi delphi automotive microsoft whirlpool enron johnson controls airgas sara lee dell conoco - particpate registation details . doc * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * prof . david ikenberry jones graduate school of management rice university 713 - 348 - 5385 | 0 |
Subject: ibuyit approvers ah , these wonderful new systems ! i submitted an order on the " new " ibuyit site and sent it for approval and it went to every manager in our group ! i called them and told them that only you were the approver and they do not even have a user id set up for you . please fill out the below security document and i will forward it on to them . thanks ! shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 04 / 16 / 2001 03 : 26 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : michael loft / enron @ enronxgate on 04 / 16 / 2001 03 : 18 pm to : shirley crenshaw / hou / ect @ ect cc : subject : ibuyit approvers hi shirley in processing your ibuyit approval change request , i discovered that vince kaminski has not been set up with a user id in the eprocurement system . please have him fill out the attached security form and send it to - - sap security @ enron . com i have already selected the approver role on the second page . we just need the personal information on page one filled out for security purposes . once this is done we can get vince assigned as the approver for cost center 107043 . thanks , michael | 0 |
Subject: latest vince , i appologize for shipping another version of the paper so soon after the last . however , my wife picked me up for some last minute shopping at noon and i wasn ' t sure i would get back to this before leaving tomorrow . the only changes in the two documents related to a sentence or two in the intro plus the addition of " unused information " at the end of the document . the unused stuff is made up of notes i made from hamel , some news stories , press releases , and random thoughts . we probably won ' t use any of this stuff but i wanted you to have it just in case it might prove useful . the challenge we face at this stage ( and where i can most use your help ) is in documenting enron ' s risk management functions in a meaningful way . this may be best done through examples or in some other way . i think that our audience would appreciate our including some numerical and detailed examples ( even if they are to be placed in boxes or sidebars that don ' t interrupt the flow of the article . if you ' ll make a pass at what you feel is appropriate i ' ll gladly polish on the words as i try to learn about what you are doing myself . vince , i really am enjoying this learning experience . you guys make a wonderful " lab " . sally and i are driving to louisiana to pick up her mom tomorrow and then driving to new orleans and back to waco by saturday . however , i will check in my e - mail regularly . your friend , john - enron transformation paperl 2 _ 19 _ 00 . 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: rdi conference - may 17 - 19 , 2000 hi , i ' d like to make a personal invitation to you to attend rdi ' s annual user conference at torrey pines in la jolla , just north of san diego . we are planning two sessions for gpcm users ( and prospective users ) which i think you will find very interesting and useful . plus we are also going to schedule individual sessions for those that would like them , as was quite successful last year . the details are included in the attached word file below . i ' ve also included the program in pdf format . the last page is a signup form you can fill out and fax in to rdi if you haven ' t already done so . please let me and mike know how many are coming from your team . you can reply to this e - mail to let us know . looking forward to seeing you there . i think it ' s going to be fun . bob brooks mike farina - rdi _ conference _ gpcm _ breakout . doc - rdi user conf . pdf | 0 |
Subject: visit to enron grant and vince , thanks for arranging my visit to enron . i was impressed by the nature and scope of work in the group and the people i met . i look forward to hearing from you later in the week . a few peple asked me the method i used to value asian options . it is an approximate method based on geometrical averaging with an adjusted exercise price , as described by gordon gemmill in option pricing : an international perspective , mcgraw - hill , london , 1993 , pages 242 - 248 . regards , greg get your private , free e - mail from msn hotmail at http : / / www . hotmail . com | 0 |
Subject: re : chapter 3 gentlemen , thankyou for your fine effort . i ' ll e - mail thru thurs eve ( sydney time ) what we have done to incorporate it into our material ( which wasn ' t toooo painful ) to see if it is ok with you . a couple of quick questions though . vince - your section had a number of footnote numbers , but no actual footnotes - can you please resend them ? grant - i agree it would be good to have the final figure . what happens if you plot the historical data and the simulations on the same graph - but with different axis ? many thanks and best regards . chris . | 0 |
Subject: new invoice for energy and weather vince , ? please find attached a replacement invoice for invoice number 215 . ? this invoice includes the correction in charges for the weather course , and for only one attendee for the energy derivatives course . ? if you should have any questions , please contact me . ? sincerely , julie - enron 283 _ 9 _ 04 _ 01 . doc | 0 |
Subject: re : eprm 2001 houston layla , a few points . i shall be glad to attend the reception . i am falling behind in getting my presentation ready . sorry for the delay . i can commit to delivering the required number of copies on the day of my presentation ( or a day before ) . i have done it on two occasions before ( power 2000 and power 1999 ) : the copies were produced by our company copy center at no cost to you . my associate , tanya tamarchenko , is helping me with one aspect of the presentation and i would like her to deliver part of my speach . it ' s only fair to give her the credit when the credit is due . is it ok to include her as an additional speaker ? vince " layla o ' leary " on 04 / 30 / 2001 09 : 04 : 52 am please respond to to : cc : subject : eprm 2001 houston dear speaker , pre - congress cocktail reception - sunday 13 th may @ 5 : 30 pm in the juniper room we would be delighted to have you attend our pre - congress cocktail reception . we will be extending this invitation to all our sponsors , exhibitors and eprm / risk waters group staff . we hope this will provide a perfect opportunity for you to meet all our staff and clients before the formal opening of eprm 2001 usa + rsvp i would also like to remind you that i need any missing presentations by thursday 3 rd may . it is essential that i get these in as the delegates rely on these to make notes and get very upset if they are not included in the packs . if you still haven ' t informed me of your av requirements , please do so as quickly as possible . i also require a short biography . i would like to point out that i will not be taking any presentations on disk to the event . if you are using a laptop , your presentation should be loaded onto the laptop that you bring with you . you must bring your own laptop and disc , with connecting cables . any questions , please do not hesitate to contact me . kind regards layla o ' leary event co - ordinator risk waters group haymarket house 28 - 29 haymarket london swly 4 rx tel : + 44 ( 0 ) 20 7484 9871 fax : + 44 ( 0 ) 20 7484 9800 | 0 |
Subject: re : copier on 32 nd floor kevin , please let me know when your move date has been " firmed up " . can you let me know the location that you want to install the new copier at { i will need to check for the necessary power outlet } ? listed below are some of the latest generation " heavy duty " copiers that enron has been installing as replacement for older equipment such as the xerox 5388 etc . feel free to try them out for the specific task that you have on a daily basis and let me know what you think { we can discuss relevant speeds & associated $ costs after you have tested these copiers } : fyi : there are 2 other models from lanier : the 5355 and the 5365 . both of these are the " toshiba 70 series " digital copier rebranded as " lanier " . if the one of the toshiba 70 series listed above meets your criteria , the 5300 series from lanier is a better cost option between the two different brands . if possible , would you be available to meet next week to discuss further ? i would like to invite a member of the ena finance group to go over cost allocations for the new copier , regardless of which copier selected . thanks , iain . . . . . . . . . . . . . . . . . . . . kevin g moore 03 / 08 / 2000 11 : 22 am to : iain russell / epsc / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , mike a roberts / hou / ect @ ect , vince j kaminski / hou / ect @ ect , liz m taylor / hou / ect @ ect cc : subject : copier on 32 nd floor hello iain , well time is drawing near for another move for us . the problem is we do not have a heavy duty copier for the floor . we do need a copier . please inform me as how we can work through this , maybe we can split the cost with others on the floor . the move is schedule sometime at the end of the month . i will keep you informed . . . . . . . . thanks kevin moore | 0 |
Subject: fw : garp ny - minutes of the credit derivatives meeting - december 13 , 2000 vince i will make sure you get on this distribution list . credit is going to be a big issue for energy companies and banks . we may need to form additional discussion groups . volatility in energy prices and a general economic slowdown may cause an increase in defaults . banks are primarily interested in regulatory impact on loan portfolio and credit derivatives as a an alternative to raising capital or selling assets . energy companies could use credit derivatives to hedge or price credit exposure . don mumma ( ex csfb , md axiom software ) is organizing a survey of energy credit practices . you can reach don at 212 - 248 - 4188 ext 22 . regards , philip merrill garp regional director for new york 973 - 258 - 1540 - - - - - original message - - - - - from : gerber , jeannette [ mailto : jeannette . gerber @ csfb . com ] sent : thursday , december 21 , 2000 7 : 34 pm to : ' garpnyl @ home . com ' ; alev a suer ; amit srivastav ; andrew ulmer ; cfa john p . felletter ; claudia cappelli ; francis owusu ; gerber , jeannette ; joe pimbley ; joseph c carrozzo jr ; lingja zhang ; marian trano - lepisto ; markus buri ; maurizio mondello ; nawal roy ; sarnj . dhanda ; yicheng zhong ; ' john . tierney @ db . com ' ; ' tom _ mansley @ westlb . com ' subject : garp ny - minutes of the credit derivatives meeting - december 13 , 2000 dear members of the credit derivatives group . you ' ve probably been wondering if i would ever get the minutes of last weeks meeting out . well , here they are and i sincerely apologize for the delay . i always thought this time of year is supposed to be slow , but unfortunately , the opposite has been the case . please pay particular attention to the action points . we can only handle these meetings successfully if each and everyone of you actively participates and plays a role ! the next meeting can only be scheduled if there is enough feedback available . wishing you happy holidays , regards , jeannette credit | first suisse | boston crm credit exposure management ( new york ) > * : + 1 ( 212 ) 325 9361 fax : + 1 ( 212 ) 743 2562 minutes of the garp ny credit derivatives meeting - december 13 , 2000 the meeting was generously hosted by westlb attendees : matthew bianco claudia cappelli joe carrozzo jeannette gerber tom mansley philip merrill joe pimbley marian trano - lepisto ( due to some technical problems , not all attendees received the invitations on time . ) summary the aim of this first meeting was to decide on topics , people involvement and the format of future meetings . topics the following topics were discussed for discussion in future meetings : * new models and structures available * practical work issues * credit risk policy * isda issues / documentation * regulatory issues / bis capital * hedging issues ( e . g . embedded options , rollover , funded vs unfunded , etc . ) * electronic trading issues * general technology issues and information on new systems available * pricing differentials * pricing sources * current models used for pricing , var * credit event monitoring * counterparty suitability action : all members to check with credit derivatives colleagues within their organization to go over the list and complete . action : all members to pick topics they could lead through ( or they could organize someone to lead through ) . people involved the involvement will depend on the topic . a member of the group will lead through a meeting , or organize a credit derivative professional to lead through the meeting , depending on the topic . meeting format we expect a series of evening workshops to take place about every 6 weeks . in order to get active discussions going , all participants are expected to inquire within their own institutions as to how the particular subject under discussion is being treated in - house . we feel that the meetings will only be successful if all participants are actively involved in the process . we expect most members to be able to host the meeting once a year . please let me know if and when you could host a meeting . action : all members to check if and when they can host a meeting . the date and venue for the next meeting will be announced in early january , depending on your feedback on the topics . this message is for the named person ' s use only . it may contain confidential , proprietary or legally privileged information . no confidentiality or privilege is waived or lost by any mistransmission . if you receive this message in error , please immediately delete it and all copies of it from your system , destroy any hard copies of it and notify the sender . you must not , directly or indirectly , use , disclose , distribute , print , or copy any part of this message if you are not the intended recipient . credit suisse group and each of its subsidiaries each reserve the right to monitor all e - mail communications through its networks . any views expressed in this message are those of the individual sender , except where the message states otherwise and the sender is authorised to state them to be the views of any such entity . unless otherwise stated , any pricing information given in this message is indicative only , is subject to change and does not constitute an offer to deal at any price quoted . any reference to the terms of executed transactions should be treated as preliminary only and subject to our formal written confirmation . | 0 |
Subject: benzene forward curve & hedge calculator new market we are trying to develop in benzene swaps - possibly hedging with financial naphtha and physical toluene . rgds , anjam - - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 14 / 03 / 2000 10 : 35 - - - - - - - - - - - - - - - - - - - - - - - - - - - anjam ahmad 14 / 03 / 2000 10 : 34 to : robert brewis / lon / ect @ ect , stuart bland / lon / ect @ ect cc : dale surbey / lon / ect @ ect , hrvoje paver / lon / ect @ ect , stinson gibner / hou / ect @ ect , tracy wallace / lon / ect @ ect subject : benzene forward curve & hedge calculator dear all , attached is the spreadsheet " benzenecurves . xls " ( also available in s : \ research \ globalproducts ) that will hopefully allow you to derive a mid - curve for benzene based upon our existing naphtha curve produced by tracy . the previous hedge ratio analysis is still part of the new spreadsheet . for clarity a graph of the curve based on 1996 through 2000 data is depicted below : i can also provide confidence bands on the regression model , if this can assist in deciding the bid - offer spread for the forward curve , but this is slightly more involved - let me know you ' d like this . regards , anjam x 35383 attachment : | 0 |
Subject: position report for dual trigger product vince , i have enclosed a summary of our proposed approach on calculation of notional and the greeks for dual trigger option portfolio . please let us know your thoughts / comments . amitava | 0 |
Subject: membership in the nsf vince : karen marshall from community relations called and said that you are the one that needs to call the nsf and register yourself and enron with the foundation . they will give you a password and you can pass it on to youyi . the number below is the one that you call . thanks ! shirley - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 09 / 14 / 2000 03 : 11 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - youyi feng @ enron 09 / 07 / 2000 02 : 09 pm to : shirley crenshaw / hou / ect @ ect cc : subject : re : your mail dear shirley , i appreciate you for forwarding this info further . best regards , youyi - - - - - - - - - - - - - - - - - - - - - - forwarded by youyi feng / na / enron on 09 / 07 / 2000 02 : 04 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - to : youyi . feng @ enron . com cc : subject : re : your mail dear youyi : the person in charge of external grants in your company needs to contact nsf by calling the following numbers for institution registration . fastlane user support : 1 - 800 - 673 - 6188 . fastlane availability ( recording ) : 1 - 800 - 437 - 7408 . after enron is registered ( i think it ' s a free registration ) , you provide the following information to the enron official so he / she will send it to nsf . nsf will assign you a password for future access to electronic submission ( called fastlane ) . since all proposals have to be submitted through fastlane after oct . 1 , 2000 , this is the must . name highest degree year conferred present institution department street address city state zip code social security number ( ssn ) email address business phone number business fax number for more information , you may go to www . fastlane . nsf . gov / fastlane . htm baichun at 05 : 14 pm 9 / 6 / 00 - 0500 , you wrote : > > dear baichun , > > i am having no idea about contacting nsf while the > managing director of this research group has kindly agreed > on doing anything he can to help us pursue fund rising . > please let me know how enron can put my profile into nsf ' s > database officially . > > the first four pages of the project application have been revised by > me . i do not > really know if you like the revision . appended is the primary > and description of the project document files . > > best regards , > > > youyi > > ( see attached file : project summary . doc ) ( see attached file : project > description . doc ) > attachment converted : " c : \ bcx \ res \ eudora \ attach \ project summary . doc " > > attachment converted : " c : \ bcx \ res \ eudora \ attach \ project description . doc " > | 0 |
Subject: re : spring 2001 conference participation by jeffrey k . skilling rick , i asked greg whalley and he declined ( he has a speaking engagement in london a day before ) . i have sent an invitation to louise kitchen and she has not replied yet . i shall catch her at the management conference in san antonio and ask for a commitment . it would help if you could mention this to her as well . vince richard causey @ enron 11 / 14 / 2000 09 : 30 am to : vince j kaminski / hou / ect @ ect cc : subject : re : spring 2001 conference participation by jeffrey k . skilling where do we stand on this ? is someone else going to do it ? - - - - - - - - - - - - - - - - - - - - - - forwarded by richard causey / corp / enron on 11 / 14 / 2000 09 : 24 am - - - - - - - - - - - - - - - - - - - - - - - - - - - " ehud i . ronn " on 10 / 24 / 2000 04 : 29 : 05 pm to : richard . causey @ enron . com cc : subject : re : spring 2001 conference participation by jeffrey k . skilling at 12 : 10 pm 10 / 13 / 00 - 0500 , you wrote : > in checking with jeff ' s assistant this morning , we hope to get clarity on > the schedule later today or monday ( at the latest , hopefully ! ) . to paraphrase daneil webster ' s famous quote , " how stands our conference ? " best , ehud ehud i . ronn professor of finance and jack s . josey professor in energy studies director , center for energy finance education and research mccombs school of business university of texas at austin austin , tx . 78712 - 1179 voice : ( 512 ) 471 - 5853 fax : ( 512 ) 471 - 5073 internet : eronn @ mail . utexas . edu | 0 |
Subject: re : tanya ' s vacation shirley , i will be on vacation starting tomorrow 12 / 20 / 00 until 12 / 28 / 00 . i will be in the office on 12 / 29 / 00 tanya | 0 |
Subject: discount rates and risk capital dear vince : i spent a little bit longer putting together my initial thoughts on determining discount rates than i originally anticipated . it is somewhat surprising , but there really isn ' t much academic work that i am aware of that addresses these issues . very briefly , 1 . i think we need to come up with a way to define the concept of risk capital simultaneously with the appropriate discount rate . 2 . i think it is important to model enron ' s opportunity cost of capital and how that changes over time . the liquidity of a project will affect its value in a very significant way when the opportunity cost of capital changes over time . there is also likely to be a relation between duration and discount rates that depends on the factors generating enron ' s opportunity cost of capital . 3 . i have vague ideas about possible simulations that may help us quantify some of the issues that i have raised . please take a look at the attached document . you might find this somewhat confusing , so i will give you a call later in the week to discuss this . please let me know when you will be free . i look forward to hearing from you . regards , sheridan - determining discount rates for risky projects . doc sheridan titman department of finance college of business administration university of texas austin , texas 78712 - 1179 512 - 232 - 2787 ( phone ) 512 - 471 - 5073 ( fax ) titman @ mail . utexas . edu | 0 |
Subject: re : thanksgiving staff meeting hi clayton , i went to vince and asked him about you attending the staff meeting and he said it was okay . see you there ! kevin g moore 11 / 28 / 2000 10 : 30 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 , yana kristal / corp / enron @ enron , 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 , shirley crenshaw / hou / ect @ ect cc : subject : re : thanksgiving staff meeting hello everyone , thursday is just two days away . the staff meeting begins at the regular time , 11 : 30 a . m . we will have a hot traditional thanksgiving lunch with all the trimmings . everyone please be present . . . . . . . thanks see you in the meeting kevin moore kevin g moore 11 / 21 / 2000 06 : 09 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 , yana kristal / corp / enron @ enron , 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 , shirley crenshaw / hou / ect @ ect cc : subject : re : thanksgiving staff meeting we are approaching the holidays , remember , to be very careful during this time . i look forward to seeing everyone at the staff meeting on thursday 11 / 30 / 00 . to enjoy yet another meal of thanksgiving with co - workers . enjoy the holiday ! see you when you return . . . . . . . . . . . . . . . . . . . . . . thanks kevin moore kevin g moore 11 / 01 / 2000 02 : 33 pm 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 , yana kristal / corp / enron @ enron , 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 cc : subject : thanksgiving staff meeting dear research group , as you are aware thanksgiving is thursday , nov . 23 rd and is a holiday . we as enron employee ' s will be off both the 23 rd and 24 th . thanksgiving is a day appointed for giving thanks for divine goodness . after returning to work we will keep the tradition of giving thanks right here in the work place by celebrating thanksgiving in the thursday ' s staff meeting 11 - 30 - 00 . we will celebrate a act of giving thanks to one another as co - workers and member of the same research group . please look forward to hearing more regarding the staff meeting 11 - 30 - 00 thanks kevin moore | 0 |
Subject: re : seeking intelligent insight please . my only risk is potnetial embarrassment . thanks , mark vince j kaminski 08 / 22 / 2000 02 : 47 pm to : mark lay / hou / ect @ ect cc : subject : re : seeking intelligent insight mark , i fully agree with you regarding general trends . i see great progress in software applications that facilitate the process and make it almost painless to the end - user . with you permission , i can show the material you sent me to my son , who studies computer science , and ask him for his view . vince | 0 |
Subject: ok - ok vince - i will stay up tonight and call vuthy in london with this news . i ' ll be right back to you ( probably tomarrow - or send you an email tonight ) . thanks vince , jeff jeff , my associates are leaving for london tonight ( monday ) . they can still interview howard on tuesday afternoon . vince * get free , secure online email at http : / / www . ziplip . com / * | 0 |
Subject: re : hotel for the wharton trip hi vince - jeff wanted me to let you know that he will not be able to go w / you on dec . 6 th to wharton . a meeting has come up that he must attend . sorry for the short notice . thanks ! jennifer vince j kaminski 11 / 20 / 2000 04 : 34 pm to : jennifer burns / hou / ect @ ect cc : jeffrey a shankman / hou / ect @ ect , vince j kaminski / hou / ect @ ect , piazzet @ wharton . upenn . edu subject : hotel for the wharton trip jennifer , this is the address of the hotel within a walking distance to the wharton school . please , make the reservation for jeff shankman at this hotel for the december the 6 th meeting . vince kaminski http : / / www . innatpenn . com / contact . html the inn at penn sansom common , 3600 sansom street philadelphia , pa . 19104 phone : 1 - 800 - 809 - 7001 fax : 215 - 222 - 4600 please , mention that the stay is related to the university business when making the reservation . tom piazze at wharton can confirm it . tom piazze phone : ( 215 ) 898 1615 piazzet @ wharton . upenn . edu | 0 |
Subject: re : christmas basket list here is the completed list for the year 2000 total $ 1470 . 00 thanks kevin moore kevin g moore 12 / 05 / 2000 10 : 56 am to : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , mike a roberts / hou / ect @ ect , jose marquez / corp / enron @ enron , stinson gibner / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , anita dupont / na / enron @ enron cc : subject : re : christmas basket list here is the updated list that we have for christmas . the orders will be placed on dec . 12 th . the orders will arrive at the enron building dec . 19 th . and all outside orders will arrive before dec . 22 nd . please inform , if this is okay . thanks kevin moore i will discuss cost with vince after meeting with bill on friday . kevin g moore 12 / 01 / 2000 09 : 26 am to : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , mike a roberts / hou / ect @ ect , jose marquez / corp / enron @ enron , stinson gibner / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , anita dupont / na / enron @ enron cc : subject : christmas basket list hello everyone , we are nearing the time to get the baskets and other christmas tokens sent out . as in every year , we do take the time to send tokens of appreciation for services rendered , or share the christmas sprit with those we feel worthty . here is the list that i have already , approved by vince . if there are any additions please inform me a . s . a . p . the deadline is december 12 th , as i will be meeting with the owner of floral events to confirm the order and treat him to lunch for all the great work he has provided for me . thanks kevin moore please note : i will be out on vacation and all orders will already have been placed with the delivery date on december 19 th . the day of my return , therefore if any problems occur i will have enough time to solve them . | 0 |
Subject: re : recommendation of an outstanding baylor mba student for summer internship at 10 : 17 am 3 / 31 / 2001 - 0600 , vince . j . kaminski @ enron . com wrote : jim , i shall contact althea and make sure rusty meets with the research group members . vince vince , i am quite grateful . thanks for arranging this . by the way , is there any chance that i might be able to attract you to campus this spring before school lets out ? ? if not , let ' s definitely plan on scheduling a time during the coming fall 2001 semester when you can visit campus and present a lecture to my risk management students . sincerely , jim garven james r . garven , ph . d . professor of finance & insurance department of finance , insurance and real estate hankamer school of business hsb 336 baylor university box 98004 waco , tx ? 76798 voice : ( 254 ) 710 - 6207 fax : ( 320 ) 213 - 5580 e - mail : james _ garven @ baylor . edu home page : http : / / garven . baylor . edu vita : http : / / garven . baylor . edu / dossier . html research paper archive : http : / / garven . baylor . edu / research . html | 0 |
Subject: re : many hello helyette , i am in california this week , vacationing with my family . it is a spring break week at stanford and we shall spend a few days in calistoga , north of napa valley , a place famous for mineral water and geysers . i shall talk to karla when i come back to houston about the speeding up the process on our side . our lawyers typically sit on a contract for a few weeks unless we put a lot of pressure on them . american lawyers tend to be very meticulous : this is why the city of los angeles alone has more lawyers than entire japan . i think about two sites for your software : houston and europe ( most likely london ) . i shall be honored to chair a session during the bachelier world congress at college de france . please , let me know which session you have in mind for me . the repeat the francfort presentation in paris on october 4 & 5 is fine with me . i think the frankfurt presentation went quite well and it will be nice to work wih you and alex again . regards vince p . s . i shall keep my office cell phone on all the time , in case you need to call me : 713 410 5396 | 0 |
Subject: mid - year 2000 performance feedback note : you will receive this message each time you are selected as a reviewer . you have been selected to participate in the mid - year 2000 performance management process by providing meaningful feedback on specific employee ( s ) that have been identified for you . your feedback plays an important role in the performance management process , and your participation is very critical to the success of enron ' s performance management goals . please provide feedback on the employee ( s ) listed below by accessing the performance management system ( pep ) and completing an online feedback form as described in the " performance management quick reference guide " . you may begin your feedback input immediately . please have all feedback forms completed by the date noted below . if you have any questions regarding pep or your responsibility in the process , please call the pep help desk at the following numbers : in the u . s . : 1 - 713 - 853 - 4777 , option 4 in europe : 44 - 207 - 783 - 4040 , option 4 in canada : 1 - 403 - 974 - 6724 ( canada employees only ) or e - mail your questions to : perfmgmt @ enron . com thank you for your participation in this important process . the following list of employees is a cumulative list of all feedback requests , by operating company , that have an " open " feedback status . an employee ' s name will no longer appear once you have completed the feedback form and select the " submit " button in pep . review group : enron feedback due date : jun 16 , 2000 employee name supervisor name date selected - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - ahmad , anjam dale surbey may 22 , 2000 carson , margaret m james d steffes may 26 , 2000 carson , richard l richard b buy may 22 , 2000 crenshaw , shirley j wincenty j . kaminski may 24 , 2000 ghosh , soma timothy davies may 31 , 2000 kaminski , wincenty j . john j lavorato jun 05 , 2000 thuraisingham , ravi vasant shanbhogue may 30 , 2000 vernon , clayton j vasant shanbhogue may 26 , 2000 yuan , ding richard l carson jun 02 , 2000 zipter , rudi c theodore r murphy may 25 , 2000 | 0 |
Subject: re : spring 2001 conference participation by jeffrey k . skilling sherri , any resolution of the scheduling conflict jeff skilling had for february the 22 nd ? our friends at ut are ready to make the reservations and send out invitations to this conference vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 10 / 12 / 2000 05 : 00 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - " ehud i . ronn " on 10 / 12 / 2000 10 : 12 : 56 am to : richard . causey @ enron . com , vince . j . kaminski @ enron . com cc : subject : re : spring 2001 conference participation by jeffrey k . skilling rick / vince : good morning . further to my discussions with vince during his visit to the energy finance program yesterday , i write at this time to inquire whether mr . skilling ' s assistant has been able to confirm his participation as 2 / 22 / 2001 keynote speaker at our conference . with thanks for your intercession on our behalf , ehud ronn ehud i . ronn professor of finance and jack s . josey professor in energy studies director , center for energy finance education and research mccombs school of business university of texas at austin austin , tx . 78712 - 1179 voice : ( 512 ) 471 - 5853 fax : ( 512 ) 471 - 5073 internet : eronn @ mail . utexas . edu | 0 |
Subject: telephone interview with the research group good morning mr . catanese : your resume was forwarded to the research group and they would like to conduct a telephone interview with you at your convenience . we would prefer the week of july 5 - 7 ( monday and tuesday , the 3 rd and 4 th are holidays ) , if at all possible . please let me know your availability and where you may be reached by phone and i will coordinate the calendars . the interviewers would be : vince kaminski managing director stinson gibner vice president p . v . krishnarao director osman sezgen manager i look forward to hearing from you . sincerely , shirley crenshaw administrative coordinate enron corp . research group 713 / 853 - 5290 - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 06 / 29 / 2000 08 : 47 am - - - - - - - - - - - - - - - - - - - - - - - - - - - vince j kaminski 06 / 28 / 2000 05 : 19 pm to : shirley crenshaw / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect subject : mike catanese ' s resume shirley , please , arrange a phone interview . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 06 / 28 / 2000 05 : 23 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - shirley crenshaw 06 / 12 / 2000 07 : 28 am to : vince j kaminski / hou / ect @ ect cc : subject : mike catanese ' s resume vince : this is from ronnie chahal - does he fit anywhere ? - - - - - - - - - - - - - - - - - - - - - - forwarded by shirley crenshaw / hou / ect on 06 / 12 / 2000 07 : 22 am - - - - - - - - - - - - - - - - - - - - - - - - - - - laura r arnold @ ees 06 / 09 / 2000 04 : 40 pm to : shirley crenshaw / hou / ect @ ect cc : subject : mike catanese ' s resume shirley , ronnie chahal suggested i forward this resume to you so that you could forward it to the appropriate person within research . please let me know if you need any additional information . thanks , laura arnold x 39540 - - - - - - - - - - - - - - - - - - - - - - forwarded by laura r arnold / hou / ees on 06 / 09 / 2000 04 : 37 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - junel 789 @ aol . com on 05 / 08 / 2000 12 : 00 : 30 am to : larnold @ enron . com cc : subject : mike catanese ' s resume i am a ph . d . physicist and have worked for the last five years in post - doctoral researcher positions in astrophysics . a few months ago , i realized that i had reached the limit of my academic career options , at least for the near future . after reading about careers in the private sector and discussing possibilities with some family members and friends , it became apparent that my technical and mathematical skills could be transferred to the private sector , with better long - term career options and a more dynamic workplace environment than in academic research . the energy industry is particularly attractive as it begins to deregulate . i have been directed to enron by several different people as a very forward - thinking and growing company and one which values its employees . because of my statistical and mathematical skills , i am interested in a position as a quantitative analyst . however , if there are other areas where the people at enron think i could contribute , i am open to other options . my other experience , such as project management , is outlined in my resume . i have worked in a collaboration of 30 astrophysicists from the us , ireland , and england and i am a capable independent worker as well . i have excellent written and oral communication skills and have made presentations to audiences ranging from technical experts to school - aged children . thank you again for your time and effort in passing this resume on . i look forward to talking with you . sincerely , mike catanese - mike ' s short resume . doc | 0 |
Subject: re : credit . com cv ' s shirley , how are we doing on bringibg these people to houston for an interview ? vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 05 / 11 / 2000 08 : 20 am - - - - - - - - - - - - - - - - - - - - - - - - - - - bryan seyfried 05 / 10 / 2000 04 : 51 pm to : vince j kaminski / hou / ect @ ect cc : subject : re : credit . com cv ' s vince thanks for helping out . . . . . we really need more dedicated assistance . zak is probably more pure research and his son phil would possibly be on the desk . . . . . let ' s discuss after you have met them . . vince j kaminski 05 / 08 / 2000 10 : 46 pm to : rosalinda resendez / hou / ect @ ect cc : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect , bryan seyfried / lon / ect @ ect subject : re : credit . com cv ' s rosie , we are making arrangements to bring them to houston for an interview . vince rosalinda resendez 05 / 08 / 2000 11 : 10 am to : vince j kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : credit . com cv ' s vince , i ' ve been asked to forward these resumes to you . rosie - - - - - - - - - - - - - - - - - - - - - - forwarded by rosalinda resendez / hou / ect on 05 / 08 / 2000 11 : 06 am - - - - - - - - - - - - - - - - - - - - - - - - - - - louise bratby 05 / 08 / 2000 10 : 11 am to : rosalinda resendez / hou / ect @ ect cc : subject : credit . com cv ' s rosalinda i work with melanie doyle in london hr . i have two candidates who i ' m trying to arrange ( for bryan seyfried ) to come in and see vince kaminski however i ' m finding it difficult to co - ordinate from this end . would it be possible for you to forward these cv ' s on to vince ' s assistant as i ' m not sure who the correct person is . thanks for your help and if you need more details my number is 44 20 7783 6945 . regards louise | 0 |
Subject: re : time keeping hi brad : i am it for our group ! however , it might be a good idea to train sam smith also . please let us know . thanks ! shirley 3 - 5290 from : brad mcsherry on 03 / 20 / 2000 05 : 38 pm to : lydia cannon / hou / ect @ ect , rosalinda resendez / hou / ect @ ect , donna baker / hou / ect @ ect , shirley crenshaw / hou / ect @ ect cc : subject : time keeping lydia / rosie / donna / shirley , we are looking to implement sap hr by 7 / 1 / 00 . there is a time keeping module in the program . please send me a list of the time keepers for your groups . do not forget to send your own name if you keep time . time keepers will be contacted in the near future for training on the new system . thank you for your help , brad | 0 |
Subject: why johan dahl and the mri energy staffing group ? vince , it was a pleasure talking with you earlier today . please read the documents i have attached with this email . let ' s talk in the near future to continue our conversation . i am very confident that my team and i can be successful regarding any staffing need you have . ? i will give sheila in hr a call and see if we can work out a contract . please visit our web site for up - to - date information at http : / / www . mrportland . com thank you for your time and have a nice day . sincerely , johan dahl director energy staffing group phone : 1 - 503 - 287 - 8701 ext . 1153 email : jdahl @ mrportland . com - jcd - client broch - energy # 2 . doc - charter of ethical practice . doc | 0 |
Subject: fasbl 33 presentation hello all : paige grumulaitis will give an fasbl 33 training session on tuesday , march 7 , 2000 from 1 : 30 - 5 : 30 pm in eb 46 cl . please mark your calendars . thanks ! shirley | 0 |
Subject: new consultants added to enron tiger enron tiger team : we are pleased to tell you that professors howard kunreuther and paul kleindorfer , opim dept , university of penn , will be consultants for the enron tiger project 2001 . please feel free to contact them with any questions or concerns : kunreuth @ wharton . upenn . edu and kleindorfer @ wharton . upenn . edu sincerely , donna piazze program director field application project the wharton school univ . of pennsylvania ( 215 ) 573 - 8394 ( 215 ) 573 - 5727 fax fap @ management . wharton . upenn . edu piazze @ wharton . upenn . edu | 0 |
Subject: re : sddp vince many thanks for you help with this - look forward to receiving the info on sddp . kind regards , john | 0 |
Subject: re : thank you vince , you were a most gracious guest , and we were honored to have you in our home . i am happy that you are tony ' s friend , and it was a great pleasure for me to get to know you also . and again , thank you very much for the lovely bouquet of roses . elisabeth . | 0 |
Subject: confirmation of your order this is an automatic confirmation of the order you have placed using it central . request number : ecth - 4 r 3 sv 4 order for : kate lucas 1 x ( standard desktop $ 1262 ) enron it purchasing | 0 |
Subject: sevil yamin anne , vasant sent this information to norma . i shall fwd his message to you . vince - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 04 / 10 / 2001 03 : 02 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - stinson gibner 04 / 10 / 2001 02 : 57 pm to : vince j kaminski / hou / ect @ ect cc : subject : sevil yamin vince , do you want me to do this , or vasant ? - - stinson - - - - - - - - - - - - - - - - - - - - - - forwarded by stinson gibner / hou / ect on 04 / 10 / 2001 02 : 57 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - from : anne labbe / enron @ enronxgate on 04 / 06 / 2001 09 : 57 am to : stinson gibner / hou / ect @ ect cc : subject : sevil yamin stinson , i am the new hr generalist for the research group because norma villarreal is moving to business analysis and reporting . earlier this week , norma and i met with vince , and he said that he was going to talk to you about writing up a list of sevil ' s projects / accomplishments for last year and this year , so that we can give her a project bonus since she did not receive a bonus during the normal prc time . at your earliest convenience , will you please email me this list so that i can get started putting together all of the paperwork so that she can receive a check on april 16 th . if you have any questions , please feel free to contact me at 5 - 7809 . i look forward to meeting you , and the rest of the group next week at vince ' s staff meeting . thanks , anne labbe ' | 0 |
Subject: eol guest account access attention : esai ed krapels thank you for your interest in enrononline . the following is a guest password that will allow you temporary view only access to enrononline . please note , the user id and password are case sensitive . guest user id : ena 61296 guest password : welcome ! in order to apply for transaction status with enrononline , your company needs to complete a password application and registration form for a master user account . each master user will be able to grant various levels of access for additional users . to obtain a password application and registration form , you can visit our website at www . enrononline . com and select the & how to register 8 link , or call our helpdesk at 713 / 853 - help ( 4357 ) . alternatively , you may click on the attached documents , complete the forms , and fax to 713 - 646 - 8511 . just a reminder , in order to access enrononline , shockwave needs to be installed . the shockwave installer can be found within " about enrononline " on the home page . after opening " about enrononline " , using right scroll bar , go to the bottom . click on " download shockwave " and follow the directions . after loading shockwave , shut down and reopen browser ( i . e . microsoft internet explorer / netscape ) . we hope you will find that enrononline provides an easy and more efficient way to do business with enron . we look forward to transacting with you online . sincerely , danny lee enrononline helpdesk 713 / 853 - help ( 4357 ) | 0 |
Subject: var for cob 28 th july 2000 hi all , i have run the var model for the positions at close fo business 28 th of july . the model is attached below . as a summary the results are as follows : and as a comparison the previous days figures were : this shows some increase in var for aluminium , copper and lead . the prices for gold and cocoa beans have not been updated as we still do not have a live feed to bloomberg / reuters . i will be working on this with cantekin and andreas should also be able to provide some more historical data . also , after having a discussion with andreas here in london we should probably reduce the vol we are using for tc - we are taking the cu price vol as a proxy which is a too high . however , assuming the the other assumptions we have made around the tc ( ie simulating a parallel shift in the curve and including no term structure to the price curve ) the vol estimate is a conservative one . cheers kirstee | 0 |
Subject: re : video conference jeff , we have video facilities both in houston and london . we shall invite howard to visit our office in london again . vince " $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ " on 02 / 06 / 2001 01 : 44 : 27 pm please respond to " $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ " to : vince . j . kaminski @ enron . com cc : subject : video conference hi vince , the following ( below ) is what london rw wrote back - is it true enron can do it inhouse between houston and london ? . . . if so , i will get alec to have howard available for you upon arrive back from his holiday for the video conference . let me know if this is what you want and ment . mri has video conferencing but , not in uk . . . so i can ' t provide the service , either . i don ' t want to let you down . thanks , jeff jeff , not available at rw - will be done between enron london and houston . alec * get free , secure online email at http : / / www . ziplip . com / * | 0 |
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