interview - credit derivatives ? ? ? ? ? ? ?
?
? ? ? ? ? ? dear vince :
?
? ? ? ? ? ? thank you for the invitation yesterday . it was a pleasure to meet
you all and learn more about the group , it ' s structure and to some extent
what you are involved in . please extend my thanks to all of them .
?
? ? ? ? ? ? i am particularly interested in the credit swap trading platform
that enron has recently started . such a platform will provide unique
visibility into the credit markets . as you suggested i tried to learn more
about this from tanya . ? i would like to learn more and if possible meet other
people more directly linked to the effort .
?
? ? ? ? ? ? just simple instruments like credit swaps will require serious
modelling capability for the pricing and the hedging of these apparently
simple intruments . the market visibility i mention above can be explored
through credit derivatives trading successfully if enron possesses superior
( vis a vis morgan stanley , salomon smith barney , chase manhatan ,
etc . ) ? modelling technology in credit derivatives . i can and would like
to ? consider the possibility of doing this for enron . i would like to help
develop and participate in putting together that business .
?
? ? ? ? ? ? as i mentioned to you i have done some work in credit derivatives
and am deeply familiar with virtually all the work of the principal
academics in credit derivatives namely : duffie , lando , tuffano , duffee , das ,
lelland , etc . i have read carefully most of their work ( published as well as
working papers ) on the subject to date .
?
? ? ? ? ? ? i look forward to hearing from you .
?
? ? ? ? ? ? best regards
?
? ? ? ? ? ? joao
interview - credit derivatives
? ? ? ? ? ? ?
?
? ? ? ? ? ? dear vince :
?
? ? ? ? ? ? thank you for the invitation yesterday . it was a pleasure to meet
you all and learn more about the group , it ' s structure and to some extent
what you are involved in . please extend my thanks to all of them .
?
? ? ? ? ? ? i am particularly interested in the credit swap trading platform
that enron has recently started . such a platform will provide unique
visibility into the credit markets . as you suggested i tried to learn more
about this from tanya . ? i would like to learn more and if possible meet other
people more directly linked to the effort .
?
? ? ? ? ? ? just simple instruments like credit swaps will require serious
modelling capability for the pricing and the hedging of these apparently
simple intruments . the market visibility i mention above can be explored
through credit derivatives trading successfully if enron possesses superior
( vis a vis morgan stanley , salomon smith barney , chase manhatan ,
etc . ) ? modelling technology in credit derivatives . i can and would like
to ? consider the possibility of doing this for enron . i would like to help
develop and participate in putting together that business .
?
? ? ? ? ? ? as i mentioned to you i have done some work in credit derivatives
and am deeply familiar with virtually all the work of the principal
academics in credit derivatives namely : duffie , lando , tuffano , duffee , das ,
lelland , etc . i have read carefully most of their work ( published as well as
working papers ) on the subject to date .
?
? ? ? ? ? ? i look forward to hearing from you .
?
? ? ? ? ? ? best regards
?
? ? ? ? ? ? joao