|
|
Enron Mail |
Dr. Lu,
I would be grateful if I could talk with you some time about the typical terms one sees in Swing, take or pay, virtual storage, etc. options. This is related to some research some colleagues and I are doing applying recent innovations in Monte Carlo valuation of options with early exercise. We would like to illustrate our techniques on some examples which look realistic. When would be convenient for you? I look forward to talking with you. Duane Seppi --On Wednesday, March 14, 2001, 8:44 AM -0600 Vince.J.Kaminski@enron.com wrote: < < Duane, < < I shall be traveling for the rest of the week but my colleague < Dr. Zimin Lu will call you to talk about different < structures. < < Vince < < < < < < ds64@cyrus.andrew.cmu.edu on 03/13/2001 09:54:24 AM < < To: "Vince J Kaminski" <Vince.J.Kaminski@enron.com< < cc: < Subject: Re: A Request < < < Vince, < < Sorry that I missed your call yesterday. I have a meeting from 2-3 today < (Tuesday), but otherwise any time in the afternoon works for me. Let me < know what is convenient for you. Thanks for your help. < < Duane < < ******** < Duane Seppi < < Graduate School of Industrial Administration < Carnegie Mellon University < Pittsburgh PA 15213-3890 < < tel. (412) 268-2298 < fax (412) 268-8896 < < email ds64+@andrew.cmu.edu < < < < < ******** Duane Seppi Graduate School of Industrial Administration Carnegie Mellon University Pittsburgh PA 15213-3890 tel. (412) 268-2298 fax (412) 268-8896 email ds64+@andrew.cmu.edu
|