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Enron Mail |
Zimin, Stinson
I think I forwarded the message to you. Did we act on it? Vince ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/06/2001 09:55 AM --------------------------- Jim Meyn@ENRON 02/27/2001 03:53 PM To: Vince J Kaminski/HOU/ECT@ECT cc: Robert Stalford/NA/Enron@Enron, Mason Hamlin/HOU/ECT@ECT Subject: Constellation Delta Positions Vince, Rob and I would like to coordinate a meeting with one of your Research people to review the Spread Option calculation from the Exotica options library. We're pricing a spread option deal in NYC and have some questions related to the formula, greeks, etc. Please let me know who might be available to sit with us for about 1/2 hour. Thanks - Jim ---------------------- Forwarded by Jim Meyn/NA/Enron on 02/27/2001 03:49 PM --------------------------- From: Mason Hamlin @ ECT 02/27/2001 01:48 PM To: Tom May/Corp/Enron@Enron, Robert Stalford/NA/Enron@Enron cc: Jim Meyn/NA/Enron@Enron, Gautam Gupta/HOU/ECT@ECT Subject: Constellation Delta Positions Attached are the Delta positions for the NYC Constellation deal. If you have any questions or would like to review the model, please call me. Thanks, Mason
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