re : eol phase 2 deal all ,
i have written the option pricing formula for european ( euro ) , american
( amer ) and asian ( agc ) options .
i have also cited the references for each option . the function names in ( )
are the option models in the
enron exotica options library . you do not have to have outside programmer
to duplicate our work , since we have
constructed and tested these models .
if you have any questions , please let me know .
zimin
vince j kaminski
06 / 30 / 2000 02 : 31 pm
to : michael danielson / hou / ect @ ect
cc : stinson gibner / hou / ect @ ect , zimin lu / hou / ect @ ect , vince j
kaminski / hou / ect @ ect
subject : re : eol phase 2
michael ,
please , contact zimin lu .
vince kaminski
michael danielson
06 / 30 / 2000 01 : 10 pm
to : vince j kaminski / hou / ect @ ect , mike a roberts / hou / ect @ ect
cc : angela connelly / lon / ect @ ect , savita puthigai / na / enron @ enron
subject : eol phase 2
thanks for your help on content for eol phase 2 .
an additional piece of content that we are trying to include in our scope is
an options calculator . this would be an interactive tool to teach less
sophisticated counterparties about options . we would like to collaborate
with someone in research to refine our approach ( and make sure we ' re using
the right formulas ) . who should we contact in research for this ?
attached is a mock - up of what we have in mind . . .
- calculator prototype . ppt
re : eol phase 2
deal all ,
i have written the option pricing formula for european ( euro ) , american
( amer ) and asian ( agc ) options .
i have also cited the references for each option . the function names in ( )
are the option models in the
enron exotica options library . you do not have to have outside programmer
to duplicate our work , since we have
constructed and tested these models .
if you have any questions , please let me know .
zimin
vince j kaminski
06 / 30 / 2000 02 : 31 pm
to : michael danielson / hou / ect @ ect
cc : stinson gibner / hou / ect @ ect , zimin lu / hou / ect @ ect , vince j
kaminski / hou / ect @ ect
subject : re : eol phase 2
michael ,
please , contact zimin lu .
vince kaminski
michael danielson
06 / 30 / 2000 01 : 10 pm
to : vince j kaminski / hou / ect @ ect , mike a roberts / hou / ect @ ect
cc : angela connelly / lon / ect @ ect , savita puthigai / na / enron @ enron
subject : eol phase 2
thanks for your help on content for eol phase 2 .
an additional piece of content that we are trying to include in our scope is
an options calculator . this would be an interactive tool to teach less
sophisticated counterparties about options . we would like to collaborate
with someone in research to refine our approach ( and make sure we ' re using
the right formulas ) . who should we contact in research for this ?
attached is a mock - up of what we have in mind . . .
- calculator prototype . ppt