re : vol model from : pavel zadorozhny on 08 / 31 / 2000 06 : 45 pm
to : grant masson / hou / ect @ ect , tanya tamarchenko / hou / ect @ ect , naveen
andrews / corp / enron @ enron
cc :
subject : vol model
it ' s been a while since i put this together . some assumptions , such as those
about the current var methodology may not be correct . but my ideas and the
math involved are hopefully reasonable . let me know if you have any questions .
pavel , x 34778
re : vol model
from : pavel zadorozhny on 08 / 31 / 2000 06 : 45 pm
to : grant masson / hou / ect @ ect , tanya tamarchenko / hou / ect @ ect , naveen
andrews / corp / enron @ enron
cc :
subject : vol model
it ' s been a while since i put this together . some assumptions , such as those
about the current var methodology may not be correct . but my ideas and the
math involved are hopefully reasonable . let me know if you have any questions .
pavel , x 34778