re : term project : dear vince ,
i was wondering if you were able to open the attachment with my resume this
time . rumor has it that you are currently hiring people for your group . is
this true ?
sincerely ,
helen
- - - - - original message - - - - -
from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ]
sent : wednesday , april 11 , 2001 3 : 22 pm
to : isranir @ rice . edu ; demianen @ rice . edu ; tbal 93 @ yahoo . com ;
maue @ rice . edu ; loughrid @ rice . edu ; jblantonjr @ yahoo . com ;
gjohnson @ rice . edu ; emchombo @ rice . edu ; nazareth @ rice . edu ;
vanstone @ rice . edu ; ganguzza @ rice . edu ; nelsonb @ rice . edu ;
sssmith @ rice . edu ; wheelock @ rice . edu ; westmore @ rice . edu ;
gaudette @ rice . edu ; otaylor @ rice . edu ; dikeman @ rice . edu ; jettke @ rice . edu ;
litton @ rice . edu ; chilkina @ rice . edu ; helms @ rice . edu ; wankhade @ rice . edu ;
monfan @ rice . edu ; kostya @ rice . edu ; pcp @ rice . edu ; yueguo @ rice . edu ;
nlwbio @ rice . edu ; zhangn @ rice . edu ; rishad @ rice . edu ; yoshiura @ rice . edu ;
howard @ rice . edu ; dayangd @ rice . edu ; wuwei @ rice . edu ; so @ rice . edu ;
wooddy @ rice . edu ; lamas @ rice . edu ; tbalestrery @ houston . rr . com ;
hingoran @ rice . edu ; planck @ rice . edu
cc : vkaminski @ aol . com ; vince . j . kaminski @ enron . com ;
jason . sokolov @ enron . com
subject : term project :
this is the list of projects for the members of the " quant " team .
if you are working on different project , please , ignore this message .
please , develop in a spreadsheet solutions / examples for the following :
1 . black - scholes formula
2 . black ' s formula
3 . develop a spreadsheet to simulate price trajectory using :
a . gbm
b . gbm + jump ( formula 2 . 16 in the book , figure 2 . 7 )
c . mean reversion + jump ( formula 2 . 17 , figure 2 . 8 )
4 . schwartz single factor model ( formula 6 . 12 )
5 . develop models corresponding to the figures 7 . 1 , 7 . 3 , 7 . 5 , 7 . 6 , 7 . 8
vince
re : term project :
dear vince ,
i was wondering if you were able to open the attachment with my resume this
time . rumor has it that you are currently hiring people for your group . is
this true ?
sincerely ,
helen
- - - - - original message - - - - -
from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ]
sent : wednesday , april 11 , 2001 3 : 22 pm
to : isranir @ rice . edu ; demianen @ rice . edu ; tbal 93 @ yahoo . com ;
maue @ rice . edu ; loughrid @ rice . edu ; jblantonjr @ yahoo . com ;
gjohnson @ rice . edu ; emchombo @ rice . edu ; nazareth @ rice . edu ;
vanstone @ rice . edu ; ganguzza @ rice . edu ; nelsonb @ rice . edu ;
sssmith @ rice . edu ; wheelock @ rice . edu ; westmore @ rice . edu ;
gaudette @ rice . edu ; otaylor @ rice . edu ; dikeman @ rice . edu ; jettke @ rice . edu ;
litton @ rice . edu ; chilkina @ rice . edu ; helms @ rice . edu ; wankhade @ rice . edu ;
monfan @ rice . edu ; kostya @ rice . edu ; pcp @ rice . edu ; yueguo @ rice . edu ;
nlwbio @ rice . edu ; zhangn @ rice . edu ; rishad @ rice . edu ; yoshiura @ rice . edu ;
howard @ rice . edu ; dayangd @ rice . edu ; wuwei @ rice . edu ; so @ rice . edu ;
wooddy @ rice . edu ; lamas @ rice . edu ; tbalestrery @ houston . rr . com ;
hingoran @ rice . edu ; planck @ rice . edu
cc : vkaminski @ aol . com ; vince . j . kaminski @ enron . com ;
jason . sokolov @ enron . com
subject : term project :
this is the list of projects for the members of the " quant " team .
if you are working on different project , please , ignore this message .
please , develop in a spreadsheet solutions / examples for the following :
1 . black - scholes formula
2 . black ' s formula
3 . develop a spreadsheet to simulate price trajectory using :
a . gbm
b . gbm + jump ( formula 2 . 16 in the book , figure 2 . 7 )
c . mean reversion + jump ( formula 2 . 17 , figure 2 . 8 )
4 . schwartz single factor model ( formula 6 . 12 )
5 . develop models corresponding to the figures 7 . 1 , 7 . 3 , 7 . 5 , 7 . 6 , 7 . 8
vince