Enron Mail

From:paul.y'barbo@enron.com
To:pinnamaneni.krishnarao@enron.com
Subject:Spread Data
Cc:
Bcc:
Date:Wed, 17 Oct 2001 12:31:42 -0700 (PDT)


Krishna,

Please see attached data on the pages named "MO IND DATA" and "Basis Forwards". I am interested in understanding the math associated with valuing calls and puts on the spread between the index points. Also, do you have an option pricing model that I could have? My office number is 5-4173.

Thanks,

Paul

P.S. Do you recall the work that you did for Kim Watson in the past?