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Enron Mail |
Steve,
RISK will give you more exposure in the peer group faster. Shan left (I think they are firing people at RISK - a normal development for a successful company that got ahead of itself). If RISK does not work, I shall talk to Phelim about speeding the publicatio= n. Vince Steven Leppard 04/25/2000 08:06 AM To: Vince J Kaminski/HOU/ECT@ECT cc: =20 Subject: Re: Real options conference in Cambridge =20 Hi Vince The person I was dealing with (Shan Millie) passed on my paper to her=20 successor, and I've heard nothing since. The plan was to try and publish t= he=20 article in Risk's "Game Choices" real options book, which is being publishe= d=20 in June, along with a summary version for the magazine. I'm supposed to be waiting for them to get back to me, and it's not been at= =20 the front of my mind until now. I think I'll chase them up. Interestingly at a recent Risk course Phelim Boyle expressed an interest in= =20 my work to appear in one the the journals he edits, I think it's Decision= =20 Science or something like that. Do you think this would be a more=20 appropriate home for the work? One more thing that may be of interest to you is that I've now worked forwa= rd=20 recursive DP into my notation too. It's simply a matter of putting the=20 decision nodes on the left hand side of the value symbols! Should I chase Risk, or pursue the peer reviewed Phelim Boyle option? Steve Vince J Kaminski 04/25/2000 02:00 PM To: Steven Leppard/LON/ECT@ECT cc: =20 Subject: Re: Real options conference in Cambridge =20 Steve, How are the discussions with RISK about an article progressing? Vince Steven Leppard 04/25/2000 05:07 AM To: Lenos Trigeorgis <lenos@ucy.ac.cy< @ ENRON cc: Vince J Kaminski/HOU/ECT@ECT=20 Subject: Re: Real options conference in Cambridge =20 Lenos I'd like to give a talk entitled "Diagrammatic Representation of Real Optio= ns=20 in Enron", in which I will give a brief run-down of a diagrammatic techniqu= e=20 I have developed for representing real option deals. My notation allows=20 originators, managers and quants to communicate unambiguously, while still= =20 appreciating the complexity and subtlety of real optionality. I have defin= ed=20 a "diagrammatic grammar" which guarantees that the pricing of the deal=20 follows immediately and automatically from the diagram. I propose to introduce the symbols and grammar, then go on to present some= =20 suitable examples of diagrams. If appropriate I'll talk about the links wi= th=20 dynamic programming. (I will need some guidance as to how much technical= =20 detail I can go into based on the audience.) All the best, Steve =20 =09Enron Capital & Trade Resources Corp. =09 =09From: Lenos Trigeorgis <lenos@ucy.ac.cy< =20 04/20/2000 08:45 PM =09 To: "Steven Leppard" <Steven.Leppard@enron.com< cc: "Vince J Kaminski" <Vince.J.Kaminski@enron.com<=20 Subject: Re: Real options conference in Cambridge Steve thanks for agreeing to talk. I attach the program to see the other speakers and style (it is addressed to a professional autience) Please give me a suitable title for the talk (replacing Kaminski=01%s slot = on July 6/Energy session) and the details of your position Thanks Lenos At 05:01 __ 04/20/00 +0100, Steven Leppard wrote: < < <Dear Prof Trigeorgis < <Vince Kaminski has suggested that I would be a suitable speaker at your Ju= ly <conference in Cambridge, and I'd be happy to come along if required. Plea= se <could you send me appropriate details, and the audience type expected. < <Many thanks. < <Yours sincerely, <Steve Leppard < < < < - 4thconfsessions.doc Lenos Trigeorgis Professor of Finance University of Cyprus Dept of Business 75 Kallipoleos, PO Box 20537 CY 1678 Nicosia CYPRUS Tel: +357 2 892261 Fax: 339063
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