uk inflation and storage model hi zimin ,
inflation :
i am also spending a lot of time looking at short - term auto - regressive models
for ppi and long - term , more fundamentally - based models . this work is
important because we have potentially a large positive p & l that may be
unlocked by moving to our new indicative uk ppi curves . john sherriff and
trena are keen that any models i produce are vetted / approved in houston , so i
will forward to stinson or yourself initially for review once ready and
documented .
storage :
thanks for the current storage model . due to the complexity of the
modelling issues involved , i would strongly support a visit by you to help me
meet the needs of the london customers in this matter , and am happy to act as
the anchor for information flow in the mean time .
regards ,
anjam
x 35383
zimin lu
21 / 03 / 2000 19 : 31
to : anjam ahmad / lon / ect @ ect
cc : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect
subject : us inflation and storage model
anjam ,
thanks a lot . after getting that book i will redo the us inflation model .
our exposure
to cpi inflation risk is huge ( think about how many contracts signed by ees ) ,
so the
us model is very important .
the storage model is going through aduit by prof . d . duffie . we are adding
features
to it . i can send you the current version . maybe it is worthwhile for me to
go to london
to discuss with the users about the valuation .
zimin
anjam ahmad
03 / 21 / 2000 11 : 31 am
to : zimin lu / hou / ect @ ect
cc :
subject : book
hi zimin ,
you ' re book has arrived and i posted it today . also , wanted to ask what you
could give me and natasha regarding the new storage model ?
thanks ,
anjam
x 35383
uk inflation and storage model
hi zimin ,
inflation :
i am also spending a lot of time looking at short - term auto - regressive models
for ppi and long - term , more fundamentally - based models . this work is
important because we have potentially a large positive p & l that may be
unlocked by moving to our new indicative uk ppi curves . john sherriff and
trena are keen that any models i produce are vetted / approved in houston , so i
will forward to stinson or yourself initially for review once ready and
documented .
storage :
thanks for the current storage model . due to the complexity of the
modelling issues involved , i would strongly support a visit by you to help me
meet the needs of the london customers in this matter , and am happy to act as
the anchor for information flow in the mean time .
regards ,
anjam
x 35383
zimin lu
21 / 03 / 2000 19 : 31
to : anjam ahmad / lon / ect @ ect
cc : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect
subject : us inflation and storage model
anjam ,
thanks a lot . after getting that book i will redo the us inflation model .
our exposure
to cpi inflation risk is huge ( think about how many contracts signed by ees ) ,
so the
us model is very important .
the storage model is going through aduit by prof . d . duffie . we are adding
features
to it . i can send you the current version . maybe it is worthwhile for me to
go to london
to discuss with the users about the valuation .
zimin
anjam ahmad
03 / 21 / 2000 11 : 31 am
to : zimin lu / hou / ect @ ect
cc :
subject : book
hi zimin ,
you ' re book has arrived and i posted it today . also , wanted to ask what you
could give me and natasha regarding the new storage model ?
thanks ,
anjam
x 35383