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Dutch - Per your request, I have switched your Futures assignment with Andy's Forwards assignment. Your new assignment is detailed below. |------------------+----------------------+------------------------| | NAME | TOPIC TO BUILD | TOPIC(S) TO REVIEW | |------------------+----------------------+------------------------| | Dutch Quigley | Options, Futures | Risk Management Inputs,| | | | Risk Identification | |------------------+----------------------+------------------------| Determining Option Premiums Inputs to determing options premiums: ? Price Curve ? Strike Price ? Interest Rate ? Volatility ? Expiry or maturity Relationship between these inputs and how it relates to option premium (e.g. Holding all other things constant, if volatility increases, what does this do to your option premium?) Futures Market Thoughts to include: Traded over an exchange Clearinghouse is always counterparty, but does not set the price Prices determined by open auction on trading floor Prices are transparent and real-time Comparison to spot market Bi-directional trading Expiry and settlement Sheri A. Righi Accenture Human Performance Service Line Hartford - One Financial Plaza Direct Dial: 860 756 2245 VPN & Octel: 765 2245 e-mail: sheri.a.righi@Accenture.com Sheri A. Righi To: Dutch.quigley@enron.com 10/03/2001 12:02 PM cc: Monica L. Brown/Internal/Accenture@Accenture Subject: BRM Weekly Assignment: Due 10/12/01 Dutch - As we've discussed before, you will be responsible for developing the Risk Identification and Commodities Fundamentals topics for the Knowledge System. Once we complete our development phase, you will also be responsible for reviewing the Options and Accounting & Reporting topics. |------------------+----------------------+------------------------| | NAME | TOPIC TO BUILD | TOPIC(S) TO REVIEW | |------------------+----------------------+------------------------| | Dutch Quigley | Options, Forwards | Risk Management Inputs,| | | | Risk Identification | |------------------+----------------------+------------------------| For this first week you will be developing in Microsoft Word (or even in an email) instead of the online content development tool. Below, I've included the high-level outline for each content area that you should follow when writing this content. This Week's Assignment: This week's assignment will be to create two-three paragraphs of content for each of the following areas: 1) Determining Option Premiums 2) Forward Market Due Date: Friday, October 12th, 2001 *NOTE: We are giving this assignment to you a few days early. In the future expect your assignments on a Friday to be due by EOD the following Friday. Outlines to Help Guide You When Writing Determining Option Premiums Inputs to determing options premiums: ? Price Curve ? Strike Price ? Interest Rate ? Volatility ? Expiry or maturity Relationship between these inputs and how it relates to option premium (e.g. Holding all other things constant, if volatility increases, what does this do to your option premium?) Forward Market Traded on the OTC Known counterparty Prices are transparent Comparison to spot market Expiry and settlement Finally and most importantly, please keep in mind that the completion of these assignments significantly impacts the the ability of our BRM project to stay on schedule and within budget. If you are unable to complete an assignment for a given week, please notify me ahead of time and provide an estimated time for completion of that assignment. Thank you. Sheri A. Righi Accenture Human Performance Service Line Hartford - One Financial Plaza Direct Dial: 860 756 2245 VPN & Octel: 765 2245 e-mail: sheri.a.righi@Accenture.com This message is for the designated recipient only and may contain privileged or confidential information. If you have received it in error, please notify the sender immediately and delete the original. Any other use of the email by you is prohibited.
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