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Enron Mail |
Ron,
FYI Vince ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/17/2001 01:44 PM --------------------------- "Andrew Kalotay" <andy@kalotay.com< on 01/16/2001 01:33:00 PM To: "Vincent Kaminski" <vkamins@enron.com< cc: Subject: HVince,edge effectiveness testing for FAS 133 Vince, As we discussed, subject to minor changes the attached paper will appear in the J of Applied Corporate Planning. I'd be most interested in your comments. By the way, if you like the yield curve generation process described in the paper, we'd be happy to perform a simulation, so that you can compare the results based on the to the HJM procees. I look forward to getting together with you when you come to NY to attend the GARP conference, around February 13. Just give me a brief warning. Regards, Andy Andrew Kalotay Associates, Inc. (212) 482-0900 andy@kalotay.com Visit our web-site http://www.kalotay.com - FAS133 article.doc
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