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Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: VKaminski@aol.com X-To: vkamins@enron.com X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_1\Notes Folders\All documents X-Origin: Kaminski-V X-FileName: vkamins.nsf Return-Path: <pbristow@riskwaters.com< Received: from rly-xa01.mx.aol.com (rly-xa01.mail.aol.com [172.20.105.70]) by air-xa05.mail.aol.com (v77_r1.21) with ESMTP; Fri, 16 Mar 2001 11:16:20 -0500 Received: from riskwaters.com ([195.102.136.253]) by rly-xa01.mx.aol.com (v77_r1.35) with ESMTP; Fri, 16 Mar 2001 11:15:20 -0500 Received: from paul [63.126.223.136] by riskwaters.com (FTGate 2, 2, 3, 1); Fri, 16 Mar 2001 16:14:20 +0000 Reply-To: <pbristow@riskwaters.com< From: "Paul Bristow" <pbristow@riskwaters.com< To: <pnance@teknecon.com<, <chris.harris@innogy.com<, <eronn@mail.utexas.edu<, <vince.j.kaminski@eron.com<, <vkaminski@aol.com<, <spyros.maragos@dynegy.com<, <ds64@cyrus.andrew.cmu.edu<, <vince.j.kaminski@enron.com< Subject: FW: Understanding & Applying Financial Mathematics to Energy Derivatives Date: Fri, 16 Mar 2001 10:24:11 -0500 Message-ID: <002d01c0ae2d$2757ca00$88df7e3f@osaccess.net< MIME-Version: 1.0 Content-Type: multipart/mixed; boundary="----=_NextPart_000_002E_01C0AE03.3E81C200" X-Priority: 3 (Normal) X-MSMail-Priority: Normal X-Mailer: Microsoft Outlook CWS, Build 9.0.2416 (9.0.2911.0) Importance: Normal X-MimeOLE: Produced By Microsoft MimeOLE V5.00.2919.6600 Dear all, Thanks for your responses regarding availability and thoughts for the 2001 financial maths course. Attached is a word version of the previous outline. I have also included some comments from previous delegates on what they would like to see this year. Most points address the level we should aim for and the balance of theory and practical applications. I hope these points help you to improve on what is already our premier EPRM training course. I would like to confirm the final points and any new biographical details by Thursday, March 22nd in order to allow us a strong lead time to market the event. If you have any questions, please call me on 212 925 6990 extension 225 or send me an email. As a checklist these are the points I would like to clarify: 1. Confirmed availability for venues outlined in the draft programme. London, 28 & 29 June New York, 9 & 10 July Houston, 16 & 17 July Unless specified on the draft, each speaker is down for each of the three venues. Please let me know if this is not possible. 2. Updated talk titles and bullet points. These should be updated to reflect the developments in the energy markets since September 2000. 3. Full name and job titles as you wish them to appear on the brochure. 4. Updated biographies. I will assume that the biographies from previous courses are correct unless told otherwise. 5. Mailing addresses for the speaker packs. Overall, the response to the 2000 events was extremely positive with a very high satisfaction rate. Key points from delegate feedback were as follows: 1. The challenge for this course is to maintain the right balance between theory and practice. Delegates have requested the most advanced research and mathematical theory for inclusion. The flip-side of the coin is that they also would like as many practical examples as possible. On the attached draft, where PRACTICAL EXAMPLE(S) are included as the final bullet point I would like to include a one line description of the practical example you will provide for the audience. 2. Delegates have requested more time spent on actual modelling rather than examinations of quantitative discussions of the energy markets in general. Again, I think that we provide a good balance between the two. 3. Basically, the audience who attend this are eager to attend the most advanced financial mathematics course available for energy practitioners. I think that with the current market developments this approach combined with the impact of recent events we will have an extremely topical and exciting event this July. I look forward to seeing your responses next week. Please contact me to discuss the existing arrangements for travel and accommodation reimbursement. Best wishes, Paul Bristow -----Original Message----- From: Paul Bristow [mailto:pbristow@riskwaters.com] Sent: Wednesday, February 21, 2001 9:52 AM To: 'pnance@teknecon.com'; 'chris.harris@innogy.com'; 'eronn@mail.utexas.edu'; 'vince.j.kaminski@eron.com'; 'vkaminski@aol.com'; 'spyros.maragos@dynegy.com'; 'ds64@cyrus.andrew.cmu.edu'; 'geman@math.umass.edu' Subject: Understanding & Applying Financial Mathematics to Energy Derivatives Dear all, Firstly, I would like to thank you for all your help on the Energy & Power Risk Management 2001 event. The line-up is exceptional and I am extremely excited about this event. As the course leaders of our annual financial mathematics training course, I would like to notify you of the dates for the event this year. We plan to hold the courses at the following venues on the following dates: HOUSTON - June 21 & 22 LONDON - June 28 & 29 NEW YORK - July 9 & 10 I would like to confirm availability for these events and to take on board any update suggestions for the 2001 course. I do hope that these dates enable you to participate in this event and I look forward to speaking with each of you soon. Best wishes, Paul Bristow - FINANCIAL MATHS DRAFT.doc
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