enron storage analysis model audit professor darrel duffie 450 miramonte avenue palo alto ca 94306 may 8 2000 dear professor duffie enclosed e mail enron storage analysis model sam review attached files include 1 brief documentation model sam doc 2 c code main routines 3 excel spreadsheet interface 4 sam _ audit dll dr vince kaminski dr stinson gibner spent one year developing model traders feedback incorporated model results close reality although features included believe model ready review look forward comments suggestions please feel free contact need additional detail sincerely zimin lu director enron research zlu enron com 713 853 6388 enclosures