Enron Mail

From:chris.cramer@enron.com
To:john.griffith@enron.com
Subject:spread option pricing
Cc:
Bcc:
Date:Mon, 22 Oct 2001 06:57:00 -0700 (PDT)

Hi John,

I'm the one who's working with eric on the spread option price. Jared indicated you'd get him something today....could you tell me what your using for you vols (FGT/MKTAREA and correlations (between Z2/Z3, and between (Z2/Z3) and FGT/MKTAREA)? Also, once I've plugged in the numbers if you'd like to see my results, let me know.

thanks,

cjc