re : portcalc methodology keith ,
both power and emrs use a c library provided ( also implemented ) by research
group . the methodology of greek calculations in power portcalc has not
changed for more than 6 years since i joined enron 6 years ago . vince
kaminski , stinson gibner or grant masson should be able to help you with both
questions .
zhiyong
keith bowie
06 / 28 / 2000 04 : 22 am
to : zhiyong wei / hou / ect @ ect
cc : brian hudson / lon / ect @ ect
subject : portcalc methodology
zi
i ' ve been asked by risk management :
a ) who in research originally signed off the portcalc formulae
b ) for a copy of the documentation of the methodology ( greek calculations ,
etc . )
hope you can help on both counts .
thanks
keith
re : portcalc methodology
keith ,
both power and emrs use a c library provided ( also implemented ) by research
group . the methodology of greek calculations in power portcalc has not
changed for more than 6 years since i joined enron 6 years ago . vince
kaminski , stinson gibner or grant masson should be able to help you with both
questions .
zhiyong
keith bowie
06 / 28 / 2000 04 : 22 am
to : zhiyong wei / hou / ect @ ect
cc : brian hudson / lon / ect @ ect
subject : portcalc methodology
zi
i ' ve been asked by risk management :
a ) who in research originally signed off the portcalc formulae
b ) for a copy of the documentation of the methodology ( greek calculations ,
etc . )
hope you can help on both counts .
thanks
keith