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Enron Mail |
Zimin,
I also enjoyed our talk. Thanks very much. I'll send you the paper as soon as its done. Duane --On Thursday, March 15, 2001, 1:58 PM -0600 Zimin.Lu@enron.com wrote: < < < Dr. Seppi, < < Nice talking to you about swing contracts and your recent work on < American-Monte < Carlo approach. I am interested to read your preprint papers. < < My address is < < Zimin Lu < Enron Corp, EB 1967 < 1400 Smith Street < Houston, TX 77002-7361 < < < Zimin < < < < < < < < < < < < ds64@cyrus.andrew.cmu.edu on 03/15/2001 11:59:59 AM < < To: Zimin.Lu@enron.com < cc: < Subject: Re: A Request < < < Great. I'll be in my office. My number is 412-268-2298. < < Duane < < < --On Wednesday, March 14, 2001, 3:57 PM -0600 Zimin.Lu@enron.com wrote: < << << << Dr. Seppi, << << My phone number is 713-853-6388. I will call you << tomorrow afternoon around 1:30 pm Houston time. << << Zimin << << << << << << << << << << ds64@cyrus.andrew.cmu.edu on 03/14/2001 03:15:02 PM << << To: Zimin.Lu@enron.com << cc: Vince.J.Kaminski@enron.com << Subject: Re: A Request << << << 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 << << << << << < < < < ******** < 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
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