constellation delta positions jim ,
i can provide some explaination about the spread option function in the
exotica library .
my phone number is 713 - 853 - 6388 . let us set up a time .
zimin
- - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 03 / 06 / 2001 10 : 22 am
- - - - - - - - - - - - - - - - - - - - - - - - - - -
vince j kaminski
03 / 06 / 2001 09 : 56 am
to : zimin lu / hou / ect @ ect , stinson gibner / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect
subject : constellation delta positions
zimin , stinson
i think i forwarded the message to you .
did we act on it ?
vince
- - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 06 / 2001
09 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - -
jim meyn @ enron
02 / 27 / 2001 03 : 53 pm
to : vince j kaminski / hou / ect @ ect
cc : robert stalford / na / enron @ enron , mason hamlin / hou / ect @ ect
subject : constellation delta positions
vince ,
rob and i would like to coordinate a meeting with one of your research people
to review the spread option calculation from the exotica options library .
we ' re pricing a spread option deal in nyc and have some questions related to
the formula , greeks , etc . please let me know who might be available to sit
with us for about 1 / 2 hour . thanks
- jim
- - - - - - - - - - - - - - - - - - - - - - forwarded by jim meyn / na / enron on 02 / 27 / 2001 03 : 49 pm
- - - - - - - - - - - - - - - - - - - - - - - - - - -
from : mason hamlin @ ect 02 / 27 / 2001 01 : 48 pm
to : tom may / corp / enron @ enron , robert stalford / na / enron @ enron
cc : jim meyn / na / enron @ enron , gautam gupta / hou / ect @ ect
subject : constellation delta positions
attached are the delta positions for the nyc constellation deal . if you have
any questions or would like to review the model , please call me .
thanks ,
mason
constellation delta positions
jim ,
i can provide some explaination about the spread option function in the
exotica library .
my phone number is 713 - 853 - 6388 . let us set up a time .
zimin
- - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 03 / 06 / 2001 10 : 22 am
- - - - - - - - - - - - - - - - - - - - - - - - - - -
vince j kaminski
03 / 06 / 2001 09 : 56 am
to : zimin lu / hou / ect @ ect , stinson gibner / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect
subject : constellation delta positions
zimin , stinson
i think i forwarded the message to you .
did we act on it ?
vince
- - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 03 / 06 / 2001
09 : 55 am - - - - - - - - - - - - - - - - - - - - - - - - - - -
jim meyn @ enron
02 / 27 / 2001 03 : 53 pm
to : vince j kaminski / hou / ect @ ect
cc : robert stalford / na / enron @ enron , mason hamlin / hou / ect @ ect
subject : constellation delta positions
vince ,
rob and i would like to coordinate a meeting with one of your research people
to review the spread option calculation from the exotica options library .
we ' re pricing a spread option deal in nyc and have some questions related to
the formula , greeks , etc . please let me know who might be available to sit
with us for about 1 / 2 hour . thanks
- jim
- - - - - - - - - - - - - - - - - - - - - - forwarded by jim meyn / na / enron on 02 / 27 / 2001 03 : 49 pm
- - - - - - - - - - - - - - - - - - - - - - - - - - -
from : mason hamlin @ ect 02 / 27 / 2001 01 : 48 pm
to : tom may / corp / enron @ enron , robert stalford / na / enron @ enron
cc : jim meyn / na / enron @ enron , gautam gupta / hou / ect @ ect
subject : constellation delta positions
attached are the delta positions for the nyc constellation deal . if you have
any questions or would like to review the model , please call me .
thanks ,
mason