enron storage analysis model audit professor darrel duffie
450 miramonte avenue
palo alto , ca 94306
may 8 , 2000
dear professor duffie ,
i enclosed with this e - mail enron storage analysis model ( sam ) for your
review . the attached files include :
1 ) a brief documentation of the model ( sam . doc ) , 2 ) c - code of the main
routines , 3 ) excel spreadsheet interface ,
4 ) sam _ audit . dll .
dr . vince kaminski , dr . stinson gibner and myself have spent about one year
in developing this model .
with traders  , feedback incorporated , the model results are close to reality .
although there are features to be included ,
we believe the model is ready for your review . we look forward to your
comments and suggestions .
please feel free to contact me should you need additional detail .
sincerely ,
zimin lu
director , enron research
zlu @ enron . com
713 - 853 - 6388
enclosures
enron storage analysis model audit
professor darrel duffie
450 miramonte avenue
palo alto , ca 94306
may 8 , 2000
dear professor duffie ,
i enclosed with this e - mail enron storage analysis model ( sam ) for your
review . the attached files include :
1 ) a brief documentation of the model ( sam . doc ) , 2 ) c - code of the main
routines , 3 ) excel spreadsheet interface ,
4 ) sam _ audit . dll .
dr . vince kaminski , dr . stinson gibner and myself have spent about one year
in developing this model .
with traders  , feedback incorporated , the model results are close to reality .
although there are features to be included ,
we believe the model is ready for your review . we look forward to your
comments and suggestions .
please feel free to contact me should you need additional detail .
sincerely ,
zimin lu
director , enron research
zlu @ enron . com
713 - 853 - 6388
enclosures