norway visit : research agenda dear all ,
i would like to make myself available for some meetings at the oslo office
during my visit on friday pm , monday and tuesday . i believe bjarne will be
available on tuesday , if not monday , and so would like to arrange the trading
and origination meetings for tuesday ( so that he can attend ) and maybe go
through the energydesk issues on monday . i will also give a presentation ,
probably on monday .
trading : options & volatility curves
it would be useful to meet with the traders along with bjarne ' s team to help
us improve our understanding of the valuation / hedging issues encountered in
trading options ( both european and asian ) . i hope to discuss the vol curves
and will bring the example of the recent work done for the uk electricity
desk where a monthly volatility curve generator and initial half - hourly
forward volatility curve have been developed .
origination :
any issues arising in complex deals ( e . g . dry reservoir , user - time contracts )
etc . perhaps with didrik .
energydesk . com
to support the on - going effort to ensure the accuracy of the energydesk . com
systems , i hope to help james stephen nail - down the reasons for some of the
discrepancies between the energydesk . com valuation and the oslo book ( for
this i hope to meet with trond ) .
exotic options :
if everything runs smoothly , i plan to roll - out the new asian model which
should also help us in improving our electricity volatility curve .
i will be in the oslo office from friday afternoon , and available all day
monday and tuesday . i will be staying at the grand hotel and probably
contactable on my mobile : 07747 86813 .
look forward to meeting you soon !
regards ,
anjam
x 35383
p . s . i will be contactable on my mobile for any urgent queries from london
customers : 07747 868131 , or reachable through catherine / maret ( x 2570 )
norway visit : research agenda
dear all ,
i would like to make myself available for some meetings at the oslo office
during my visit on friday pm , monday and tuesday . i believe bjarne will be
available on tuesday , if not monday , and so would like to arrange the trading
and origination meetings for tuesday ( so that he can attend ) and maybe go
through the energydesk issues on monday . i will also give a presentation ,
probably on monday .
trading : options & volatility curves
it would be useful to meet with the traders along with bjarne ' s team to help
us improve our understanding of the valuation / hedging issues encountered in
trading options ( both european and asian ) . i hope to discuss the vol curves
and will bring the example of the recent work done for the uk electricity
desk where a monthly volatility curve generator and initial half - hourly
forward volatility curve have been developed .
origination :
any issues arising in complex deals ( e . g . dry reservoir , user - time contracts )
etc . perhaps with didrik .
energydesk . com
to support the on - going effort to ensure the accuracy of the energydesk . com
systems , i hope to help james stephen nail - down the reasons for some of the
discrepancies between the energydesk . com valuation and the oslo book ( for
this i hope to meet with trond ) .
exotic options :
if everything runs smoothly , i plan to roll - out the new asian model which
should also help us in improving our electricity volatility curve .
i will be in the oslo office from friday afternoon , and available all day
monday and tuesday . i will be staying at the grand hotel and probably
contactable on my mobile : 07747 86813 .
look forward to meeting you soon !
regards ,
anjam
x 35383
p . s . i will be contactable on my mobile for any urgent queries from london
customers : 07747 868131 , or reachable through catherine / maret ( x 2570 )