re : powerisk 2001 - your invitation angelika ,
thanks for the invitation .
yes , i shall be glad to attend and repeat the same presentation .
vince
angelika staude on 04 / 09 / 2001 04 : 19 : 08 am
to : " ' vince . j . kaminski @ enron . com ' "
cc :
subject : powerisk 2001 - your invitation
powerisk 2001
the global premier forumforenergy trading & risk management
6 th - 9 th november 2001 , paris
dear mr kaminski ,
i am responsible for the programme of this year ' s powerisk conference in paris . helyette geman has informed me that she has contacted you concerning the workshop and that you are happy to do it with her again this year - brilliant !
i would like to know if you are also interested in delivering a paper again . the audience in previous years greatly appreciated your contribution , and i would me more than happy if you could join us again .
to give you an idea of the programme so far , these are the ( " technical " ) topics that are already covered :
chris strickland : forward curve models with jumps for the pricing of exotic energy contracts
multi - factor forward curve models for the valuation of energy contracts
adding jumps
applying the models to exotic energy options
extensions to multiple energy contracts
les clewlow : valuation and risk management of virtual power stations and gas supply agreements
structures of gas supply agreements ( gsa )
relationships between physical and virtual power stations ( pps / vps )
valuation methods for gsa ' s and vps ' s
risk analysis of gsa ' s and vps ' s
derek bunn , professor of decision sciences , london business school : analysing the impact of neta on market efficiency & volatility in the uk energy market
chris harris , director of market development . operations and engineering , innogy : applying cutting - edge portfolio management theory in order to optimise your risk exposure
establishing and valuing the key factors using a bottom up approach
looking at the interconnection between key factors
the treatment of the risk of infrequent but high impact events
peter nance , principal , teknecon : combining power systems and monte carlo simulations for effective pricing
dan mansfeld , head of risk control , vattenfall : assessing the benefits and risks of using derivatives as part of your risk management strategy
spyros maragos : analysing new approaches to building forward curves from available market data
tamara weinert , credit and contracts manager , mirant energy : successfully measuring limit setting ; risk reducing structures
importance of credit in the organizational structure : reporting ; dependence ; structure of credit department
brett humphreys : examining cutting - edge credit exposure mitigation tools : combining counterparty and portfolio credit var techniques
helyette geman : pricing of exotic energy derivatives and structured contracts
please let me know if you are interested in joining the powerisk 2001 speaker panel , and which topic you would like to cover . i think that something along the lines of last year ' s talk ( state - of - the - art volatility and correlation estimation techniques for multiple energy portfolios ) would be brilliant again , but please feel free to chose something else that has not been covered yet .
i look forward to hearing from you ,
kind regards ,
angelika staude
director powerisk 2001
tel : 0044 207 915 5675
fax : 0044 207 915 5101
ps : for your information , please find enclosed a list of confirmed speakers for powerisk 2001 .
- confirmed speakers . doc
re : powerisk 2001 - your invitation
angelika ,
thanks for the invitation .
yes , i shall be glad to attend and repeat the same presentation .
vince
angelika staude on 04 / 09 / 2001 04 : 19 : 08 am
to : " ' vince . j . kaminski @ enron . com ' "
cc :
subject : powerisk 2001 - your invitation
powerisk 2001
the global premier forumforenergy trading & risk management
6 th - 9 th november 2001 , paris
dear mr kaminski ,
i am responsible for the programme of this year ' s powerisk conference in paris . helyette geman has informed me that she has contacted you concerning the workshop and that you are happy to do it with her again this year - brilliant !
i would like to know if you are also interested in delivering a paper again . the audience in previous years greatly appreciated your contribution , and i would me more than happy if you could join us again .
to give you an idea of the programme so far , these are the ( " technical " ) topics that are already covered :
chris strickland : forward curve models with jumps for the pricing of exotic energy contracts
multi - factor forward curve models for the valuation of energy contracts
adding jumps
applying the models to exotic energy options
extensions to multiple energy contracts
les clewlow : valuation and risk management of virtual power stations and gas supply agreements
structures of gas supply agreements ( gsa )
relationships between physical and virtual power stations ( pps / vps )
valuation methods for gsa ' s and vps ' s
risk analysis of gsa ' s and vps ' s
derek bunn , professor of decision sciences , london business school : analysing the impact of neta on market efficiency & volatility in the uk energy market
chris harris , director of market development . operations and engineering , innogy : applying cutting - edge portfolio management theory in order to optimise your risk exposure
establishing and valuing the key factors using a bottom up approach
looking at the interconnection between key factors
the treatment of the risk of infrequent but high impact events
peter nance , principal , teknecon : combining power systems and monte carlo simulations for effective pricing
dan mansfeld , head of risk control , vattenfall : assessing the benefits and risks of using derivatives as part of your risk management strategy
spyros maragos : analysing new approaches to building forward curves from available market data
tamara weinert , credit and contracts manager , mirant energy : successfully measuring limit setting ; risk reducing structures
importance of credit in the organizational structure : reporting ; dependence ; structure of credit department
brett humphreys : examining cutting - edge credit exposure mitigation tools : combining counterparty and portfolio credit var techniques
helyette geman : pricing of exotic energy derivatives and structured contracts
please let me know if you are interested in joining the powerisk 2001 speaker panel , and which topic you would like to cover . i think that something along the lines of last year ' s talk ( state - of - the - art volatility and correlation estimation techniques for multiple energy portfolios ) would be brilliant again , but please feel free to chose something else that has not been covered yet .
i look forward to hearing from you ,
kind regards ,
angelika staude
director powerisk 2001
tel : 0044 207 915 5675
fax : 0044 207 915 5101
ps : for your information , please find enclosed a list of confirmed speakers for powerisk 2001 .
- confirmed speakers . doc