friday brown bag on derivative pricing dear everyone ,
we understand the as members of enron research group , all of us are working
on very interesting projects , some of which are ground - breaking , and we all
keep a very keen mind on any development of new technology . we also find
out , through our own experience , that at this age of information explosion ,
it becomes more and more difficult to have enough time and energy to keep
abreast with most of the exciting stuff taking place in this department , let
alone in the industry . it is also our personal experience that many a
project we are working on has partially been attempted by other members of
this group .
as a remedy , we propose that the research group start an informal brown bag
lunch group meeting , once every two weeks on friday , for about 50 minutes .
it is hoped that it will provide a forum for us to facilitate with new
technology and development , as well as with each other  , s work , so that we do
not have to reinvent the wheels .
we envision the following : in this meeting ( or seminar ) , each one of us will
take turns to make presentations to the group . the topics could range from
theoretical consideration to practical implementation , be it option pricing ,
process modelling , insurance issue , or monte carlo simulation , or anything
one finds fascinating . the presentation material could be papers you have
been reading recently , projects you are working on , some problem that
bothers you , or an idea that is fascinating . you choose your own
presentation style . it could be
everything - you - always - wanted - to - know - but - were - afraid - to - ask , hand waving
style , or it can involve nitty - gritty , detailed derivations , anyway a style
that suits you and the topic . or it can simply be a dry - run for your
presentation at the next risk conference . zimin and alex will take upon the
responsibility of organizing the seminar .
we hope the seminar will be up and running in two - three weeks . for that
purpose your support will be greatly appreciated . please let either zimin or
alex know if you are interested in giving a presentation to the group and
provide a tentative schedule . surely the rest of the group will be happy to
hear your presentation .
we encourage everyone to participate this brown bag meeting , either to give a
talk or just sit in .
zimin lu
alex huang
friday brown bag on derivative pricing
dear everyone ,
we understand the as members of enron research group , all of us are working
on very interesting projects , some of which are ground - breaking , and we all
keep a very keen mind on any development of new technology . we also find
out , through our own experience , that at this age of information explosion ,
it becomes more and more difficult to have enough time and energy to keep
abreast with most of the exciting stuff taking place in this department , let
alone in the industry . it is also our personal experience that many a
project we are working on has partially been attempted by other members of
this group .
as a remedy , we propose that the research group start an informal brown bag
lunch group meeting , once every two weeks on friday , for about 50 minutes .
it is hoped that it will provide a forum for us to facilitate with new
technology and development , as well as with each other  , s work , so that we do
not have to reinvent the wheels .
we envision the following : in this meeting ( or seminar ) , each one of us will
take turns to make presentations to the group . the topics could range from
theoretical consideration to practical implementation , be it option pricing ,
process modelling , insurance issue , or monte carlo simulation , or anything
one finds fascinating . the presentation material could be papers you have
been reading recently , projects you are working on , some problem that
bothers you , or an idea that is fascinating . you choose your own
presentation style . it could be
everything - you - always - wanted - to - know - but - were - afraid - to - ask , hand waving
style , or it can involve nitty - gritty , detailed derivations , anyway a style
that suits you and the topic . or it can simply be a dry - run for your
presentation at the next risk conference . zimin and alex will take upon the
responsibility of organizing the seminar .
we hope the seminar will be up and running in two - three weeks . for that
purpose your support will be greatly appreciated . please let either zimin or
alex know if you are interested in giving a presentation to the group and
provide a tentative schedule . surely the rest of the group will be happy to
hear your presentation .
we encourage everyone to participate this brown bag meeting , either to give a
talk or just sit in .
zimin lu
alex huang