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Enron Mail |
Steve
given the practitioner audience, I would prefer a less technical presentation. Perhaps if you can talk about use of real options at Enron in general, and then give some examples (graphically --no notation) of diagrammatic representation might be good. Remember there are many talks and the capacity of the audience to absorb notation, grammar, and technical detail is limited. How about a more generic title "Real Options at Enron?" Please give me your title within Enron please At 11:07 D_ 04/25/00 +0100, Steven.Leppard@enron.com wrote: < < <Lenos < <I'd like to give a talk entitled "Diagrammatic Representation of Real <Options in Enron", in which I will give a brief run-down of a diagrammatic <technique I have developed for representing real option deals. My notatio= n <allows originators, managers and quants to communicate unambiguously, whil= e <still appreciating the complexity and subtlety of real optionality. I hav= e <defined a "diagrammatic grammar" which guarantees that the pricing of the <deal follows immediately and automatically from the diagram. < <I propose to introduce the symbols and grammar, then go on to present some <suitable examples of diagrams. If appropriate I'll talk about the links <with dynamic programming. (I will need some guidance as to how much <technical detail I can go into based on the audience.) < <All the best, <Steve < < < < < (Embedded Enron Capital & Trade Resources Corp. < image moved < to file: From: Lenos Trigeorgis < pic29415.pcx) <lenos@ucy.ac.cy< < 04/20/2000 08:45 PM < < < < < < <To: "Steven Leppard" <Steven.Leppard@enron.com< <cc: "Vince J Kaminski" <Vince.J.Kaminski@enron.com< < <Subject: Re: Real options conference in Cambridge < < <Steve < <thanks for agreeing to talk. I attach the program to see the other speaker= s <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 <July <<conference in Cambridge, and I'd be happy to come along if required. <Please <<could you send me appropriate details, and the audience type expected. << <<Many thanks. << <<Yours sincerely, <<Steve Leppard << << << << <(See attached file: 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 < < < <Attachment Converted: "c:\drive_e\eudora\attach\pic29415.pcx" < <Attachment Converted: "c:\drive_e\eudora\attach\4thconfsessions17.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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