Enron Mail
From:
paulo.issler@enron.com
To:
vince.kaminski@enron.com
Subject:
LJM Pricing
Cc:
stinson.gibner@enron.com
Bcc:
stinson.gibner@enron.com
Date:
Mon, 14 Feb 2000 10:26:00 -0800 (PST)
Vince:
Here are the files for pricing the deal without and with Credit Risk:
1) Without Credit Risk:
2) With Credit Risk: (two factor model)
Talk to you tomorrow 1:00 PM.
Thanks.
Paulo Issler