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3264b
-----Original Message----- From: Khanna, Bharat Sent: Friday, October 05, 2001 9:01 AM To: Love, Phillip M. Subject: RE: Reply Will come up in a bit...where do you sit? -----Original Message----- From: Love, Phillip M. Sent: Friday, October 05, 2001 9:01 AM To: Khanna, Bharat Subject: RE: Reply thanks for your help. Due to my lack of a complete understanding of VaR, can you give me a lesson if you find out exactly why. All I have ever changed are the correlations. Thanks. PL -----Original Message----- From: Khanna, Bharat Sent: Friday, October 05, 2001 8:57 AM To: Love, Phillip M. Subject: RE: Reply Will Look itnto it. Suspect it's curve mappings Bharat -----Original Message----- From: Love, Phillip M. Sent: Friday, October 05, 2001 8:45 AM To: Khanna, Bharat Subject: RE: Reply I think that the correlations for the points in the Aruba book must be different. Her position is 5 contracts long in the book and her VaR is $500K. Is there any way you can tell me the correlations that are being used for the points that she has positions at in that book? The pub codes are : IF-NNG/VENT, NGI/CHI. GATE, CHI./N/BORDER, NGPL-IOWA0ILLIN,UF-NGPL/OK-NW, NGI/CHI./PEOPLE,NGI/CHI./NIPSCO,ML7/CG. Any help you can provide would be much appreciated. Thanks. PL -----Original Message----- From: Khanna, Bharat Sent: Thursday, October 04, 2001 3:25 PM To: Love, Phillip M. Subject: Reply Hey Phillip, I'm a little busy right now but, will be by later. Hope the graphs below get you started? Bharat << OLE Object: Picture (Device Independent Bitmap) << << OLE Object: Picture (Device Independent Bitmap) <<
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