re : request for suggestions : vince ' s visit to sydney in july dear vince ,
after getting our heads together here ,
we would much apprecaite if you could share the research group ' s latest on
- - -
- var ie " . . . repeat my workshop presentation on value - at - risk . . . "
as well as cover additional topics viz .
- discuss , with application , enrons internal v @ r model , and how this is used
internally .
- discuss volatility modelling , and whether it is possible to maintain and
trade a term structure of volatility in electricity
- modelling forward curves with reference to associated markets ( eg oil ) .
can we gain some insights through spreads to related market curves ( spark ) .
i assume your hotel is booked already . catching the taxi is the best way to
get to your hotel .
since you are arriving on the weekend , if you need to contact me - my mobile
is 0417 - 692295 , home tel / fax
is 9232 - 8892
rgds raymond
- - - - - - - - - - - - - - - - - - - - - - forwarded by raymond yeow / enron _ development on
07 / 07 / 2000 04 : 45 pm - - - - - - - - - - - - - - - - - - - - - - - - - - -
vince j kaminski @ ect
07 / 06 / 2000 09 : 20 am
to : paul quilkey / enron _ development @ enron _ development
cc : raymond yeow / enron _ development @ enron _ development , vince j
kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect
subject : re : your visit to sydney in july
paul , raymond ,
thanks for your message .
sorry i did not get in touch with you earlier . the last few weeks were very
hectic . i am starting
right now my preparations for the presentation i am going to give at the
conference .
here are the details of my itinerary ( i shall send you a copy tomorrow ) . i
arrive sunday morning
and leave saturday morning . the conference takes place on monday and tuesday .
on wednesday , i am making a presentation at the workshop on value - at - risk . i
would
like to stay at the conference for the duration : it ' s a great learning
opportunity for me .
on thursday and friday , as well as in the evenings ( except for the evening
of july 18 ) , i am at you disposal .
i would like to take advantage of this trip and learn as much as i can
about the australian markets and discuss with you the research agenda .
i shall be glad to make several presentation .
i can repeat my workshop presentation on value - at - risk as well as cover
additional
topics .
vince
paul quilkey @ enron _ development
07 / 04 / 2000 05 : 23 am
to : vince j kaminski @ ect
cc :
subject : your visit to sydney in july
vince
i support raymond ' s email and would welcome the opportunity to have you give
a presentation ( formal or informal ) to the trading group on latest research
initiatives in houston . please let us know your schedule so that we do not
overly burden you during your visit . look forward to seeing you and catching
up over a beer .
thnx
paul
- - - - - - - - - - - - - - - - - - - - - - forwarded by paul quilkey / enron _ development on
07 / 05 / 2000 08 : 23 am - - - - - - - - - - - - - - - - - - - - - - - - - - -
raymond yeow
07 / 04 / 2000 08 : 21 pm
to : vince j kaminski @ ect
cc : paul quilkey / enron _ development , kirsty hogarth / enron _ development , elliott
katz / enron _ development , david gray / enron _ development
subject : your visit to sydney in july
dear vince ,
hi ! , it ' s only two weeks until the aust energy risk ( 17 - 19 july ) seminar in
sydney .
is risk organising your hotel ?
otherwise , kirsty can organise for you ,
eg harbour view at the regent or convenience to the seminar location at the
sheraton ?
we would like to make sure that you have all the necessary " comforts " of home
when you are with us ,
elliott & david can set up a desk for you in the office / trading room with
phone etc
so you can use one of our pc to access email or plug in your laptop .
please let elliott or david kmow your requirements .
how long will you be with us ?
is this your first trip to sydney ?
there are several of us in the office who would like to take you for a
meal ( s ) / show you the sights etc and
discuss the latest research findings with you whilst you are in sydney eg var .
hear from you soon .
raymond
725 pm 4 july
re : request for suggestions : vince ' s visit to sydney in july
dear vince ,
after getting our heads together here ,
we would much apprecaite if you could share the research group ' s latest on
- - -
- var ie " . . . repeat my workshop presentation on value - at - risk . . . "
as well as cover additional topics viz .
- discuss , with application , enrons internal v @ r model , and how this is used
internally .
- discuss volatility modelling , and whether it is possible to maintain and
trade a term structure of volatility in electricity
- modelling forward curves with reference to associated markets ( eg oil ) .
can we gain some insights through spreads to related market curves ( spark ) .
i assume your hotel is booked already . catching the taxi is the best way to
get to your hotel .
since you are arriving on the weekend , if you need to contact me - my mobile
is 0417 - 692295 , home tel / fax
is 9232 - 8892
rgds raymond
- - - - - - - - - - - - - - - - - - - - - - forwarded by raymond yeow / enron _ development on
07 / 07 / 2000 04 : 45 pm - - - - - - - - - - - - - - - - - - - - - - - - - - -
vince j kaminski @ ect
07 / 06 / 2000 09 : 20 am
to : paul quilkey / enron _ development @ enron _ development
cc : raymond yeow / enron _ development @ enron _ development , vince j
kaminski / hou / ect @ ect , shirley crenshaw / hou / ect @ ect
subject : re : your visit to sydney in july
paul , raymond ,
thanks for your message .
sorry i did not get in touch with you earlier . the last few weeks were very
hectic . i am starting
right now my preparations for the presentation i am going to give at the
conference .
here are the details of my itinerary ( i shall send you a copy tomorrow ) . i
arrive sunday morning
and leave saturday morning . the conference takes place on monday and tuesday .
on wednesday , i am making a presentation at the workshop on value - at - risk . i
would
like to stay at the conference for the duration : it ' s a great learning
opportunity for me .
on thursday and friday , as well as in the evenings ( except for the evening
of july 18 ) , i am at you disposal .
i would like to take advantage of this trip and learn as much as i can
about the australian markets and discuss with you the research agenda .
i shall be glad to make several presentation .
i can repeat my workshop presentation on value - at - risk as well as cover
additional
topics .
vince
paul quilkey @ enron _ development
07 / 04 / 2000 05 : 23 am
to : vince j kaminski @ ect
cc :
subject : your visit to sydney in july
vince
i support raymond ' s email and would welcome the opportunity to have you give
a presentation ( formal or informal ) to the trading group on latest research
initiatives in houston . please let us know your schedule so that we do not
overly burden you during your visit . look forward to seeing you and catching
up over a beer .
thnx
paul
- - - - - - - - - - - - - - - - - - - - - - forwarded by paul quilkey / enron _ development on
07 / 05 / 2000 08 : 23 am - - - - - - - - - - - - - - - - - - - - - - - - - - -
raymond yeow
07 / 04 / 2000 08 : 21 pm
to : vince j kaminski @ ect
cc : paul quilkey / enron _ development , kirsty hogarth / enron _ development , elliott
katz / enron _ development , david gray / enron _ development
subject : your visit to sydney in july
dear vince ,
hi ! , it ' s only two weeks until the aust energy risk ( 17 - 19 july ) seminar in
sydney .
is risk organising your hotel ?
otherwise , kirsty can organise for you ,
eg harbour view at the regent or convenience to the seminar location at the
sheraton ?
we would like to make sure that you have all the necessary " comforts " of home
when you are with us ,
elliott & david can set up a desk for you in the office / trading room with
phone etc
so you can use one of our pc to access email or plug in your laptop .
please let elliott or david kmow your requirements .
how long will you be with us ?
is this your first trip to sydney ?
there are several of us in the office who would like to take you for a
meal ( s ) / show you the sights etc and
discuss the latest research findings with you whilst you are in sydney eg var .
hear from you soon .
raymond
725 pm 4 july