summary of last 6 months projects dear dale , stinson & vince ,
i would like to take this opportunity to communicate some information to
summarise the projects of the past six months . firstly , by all accounts it
has been an amazing few months for me - i believe that i have kept a large
number of commercial group heads very happy . however , not all are aware of
my activities , so , many people ( e . g . john sherriff , richard lewis , steve
young etc . ) will not know of everything i have done . for example the amount
of work that i put into the inflation models and the extent to which i was
critical for the successful building of those curves and the consequent
impact ( o 7 + million for ql ) and similar large p & l swings for eastern contract
optionality ( short virtual power station ) based upon my uk power vol curve
generator .
for your benefit , i have compiled a shortlist of the main projects worked on
over the past five / six months :
1 ) inflation curve modelling ( february and march + april internal audit +
june external audit )
2 ) uk power monthly vol curve generator & ideas for half - hourly vol curve
3 ) nordic power monthly vol curve generator
4 ) energydesk . com models & support
5 ) real options : options to build / extend power stations ( e . g . wessex deal ,
anti - freeze project )
6 ) continental power non - generic options ( using arbitrary trader - specified
distributions )
7 ) global products : non - generic options modelling and new commodity forward
curve construction ( benzene fwd curve from naphtha )
8 ) exotic options library upgrade / model test / bug fixes ( e . g . testing new / old
asian models )
9 ) continental gas volatility curve construction
10 ) communication objective i : two presentations to enron europe staff , one
to oslo office
11 ) communication objective ii : meetings to gather information and present
results
12 ) fas 133 : working with internal and external auditors on matching
financial and physical ( accrual ) hedges - hedge effectiveness
13 ) oslo trip : bringing oslo up to speed on exotica and option valuation
14 ) houston research staff : co - ordinating communication / meetings to maximise
productivity
15 ) valuation / marketing of power put options for banks that hold senior and
sub debt in merchant power plant
meeting breakdown :
initiated by me it is
clear that i have been critical to large p & l sensitive projects and hope that
i can continue to help enhance earnings going forward .
regards ,
anjam
x 35383
summary of last 6 months projects
dear dale , stinson & vince ,
i would like to take this opportunity to communicate some information to
summarise the projects of the past six months . firstly , by all accounts it
has been an amazing few months for me - i believe that i have kept a large
number of commercial group heads very happy . however , not all are aware of
my activities , so , many people ( e . g . john sherriff , richard lewis , steve
young etc . ) will not know of everything i have done . for example the amount
of work that i put into the inflation models and the extent to which i was
critical for the successful building of those curves and the consequent
impact ( o 7 + million for ql ) and similar large p & l swings for eastern contract
optionality ( short virtual power station ) based upon my uk power vol curve
generator .
for your benefit , i have compiled a shortlist of the main projects worked on
over the past five / six months :
1 ) inflation curve modelling ( february and march + april internal audit +
june external audit )
2 ) uk power monthly vol curve generator & ideas for half - hourly vol curve
3 ) nordic power monthly vol curve generator
4 ) energydesk . com models & support
5 ) real options : options to build / extend power stations ( e . g . wessex deal ,
anti - freeze project )
6 ) continental power non - generic options ( using arbitrary trader - specified
distributions )
7 ) global products : non - generic options modelling and new commodity forward
curve construction ( benzene fwd curve from naphtha )
8 ) exotic options library upgrade / model test / bug fixes ( e . g . testing new / old
asian models )
9 ) continental gas volatility curve construction
10 ) communication objective i : two presentations to enron europe staff , one
to oslo office
11 ) communication objective ii : meetings to gather information and present
results
12 ) fas 133 : working with internal and external auditors on matching
financial and physical ( accrual ) hedges - hedge effectiveness
13 ) oslo trip : bringing oslo up to speed on exotica and option valuation
14 ) houston research staff : co - ordinating communication / meetings to maximise
productivity
15 ) valuation / marketing of power put options for banks that hold senior and
sub debt in merchant power plant
meeting breakdown :
initiated by me it is
clear that i have been critical to large p & l sensitive projects and hope that
i can continue to help enhance earnings going forward .
regards ,
anjam
x 35383