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Enron Mail |
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Dear All,
I would like to make myself available for some meetings at the Oslo office during my visit on Friday pm, Monday and Tuesday. I believe Bjarne will be available on Tuesday, if not Monday, and so would like to arrange the Trading and Origination meetings for Tuesday (so that he can attend) and maybe go through the EnergyDesk issues on Monday. I will also give a presentation, probably on Monday. TRADING: OPTIONS & VOLATILITY CURVES It would be useful to meet with the traders along with Bjarne's team to help us improve our understanding of the valuation/hedging issues encountered in trading options (both European and Asian). I hope to discuss the vol curves and will bring the example of the recent work done for the UK electricity desk where a monthly volatility curve generator and initial half-hourly forward volatility curve have been developed. ORIGINATION: Any issues arising in complex deals (e.g. dry reservoir, user-time contracts) etc. perhaps with Didrik. ENERGYDESK.COM To support the on-going effort to ensure the accuracy of the EnergyDesk.com systems, I hope to help James Stephen nail-down the reasons for some of the discrepancies between the EnergyDesk.com valuation and the Oslo book (for this I hope to meet with Trond). EXOTIC OPTIONS: If everything runs smoothly, I plan to roll-out the new Asian model which should also help us in improving our electricity volatility curve. I will be in the Oslo office from Friday afternoon, and available all day Monday and Tuesday. I will be staying at the Grand Hotel and probably contactable on my mobile: 07747 86813. Look forward to meeting you soon! Regards, Anjam x35383 P.S. I will be contactable on my mobile for any urgent queries from London customers: 07747 868131, or reachable through Catherine/Maret (x2570)
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