Subject: re : real options conference in cambridge
steve
given the practitioner audience , i would prefer a less technical
presentation . perhaps if you can talk about use of real options at enron in
general , and then give some examples ( graphically - - no notation ) of
diagrammatic representation might be good . remember there are many talks
and the capacity of the audience to absorb notation , grammar , and technical
detail is limited .
how about a more generic title " real options at enron ? "
please give me your title within enron please
at 11 : 07 d _ 04 / 25 / 00 + 0100 , steven . leppard @ enron . com wrote :
>
>
> lenos
>
> i ' d like to give a talk entitled " diagrammatic representation of real
> options in enron " , in which i will give a brief run - down of a diagrammatic
> technique i have developed for representing real option deals . my notation
> allows originators , managers and quants to communicate unambiguously , while
> still appreciating the complexity and subtlety of real optionality . i have
> defined a " diagrammatic grammar " which guarantees that the pricing of the
> deal follows immediately and automatically from the diagram .
>
> i propose to introduce the symbols and grammar , then go on to present some
> suitable examples of diagrams . if appropriate i ' ll talk about the links
> with dynamic programming . ( i will need some guidance as to how much
> technical detail i can go into based on the audience . )
>
> all the best ,
> steve
>
>
>
>
> ( embedded enron capital & trade resources corp .
> image moved
> to file : from : lenos trigeorgis
> pic 29415 . pcx )
> 04 / 20 / 2000 08 : 45 pm
>
>
>
>
>
>
> to : " steven leppard "
> cc : " vince j kaminski "
>
> subject : re : real options conference in cambridge
>
>
> steve
>
> thanks for agreeing to talk . i attach the program to see the other speakers
> and style ( it is addressed to a professional autience )
>
> please give me a suitable title for the talk ( replacing kaminski  % s slot on
> july 6 / energy session ) and the details of your position
>
> thanks
>
> lenos
>
> at 05 : 01 _ _ 04 / 20 / 00 + 0100 , steven leppard wrote :
> >
> >
> > dear prof trigeorgis
> >
> > vince kaminski has suggested that i would be a suitable speaker at your
> july
> > conference in cambridge , and i ' d be happy to come along if required .
> please
> > could you send me appropriate details , and the audience type expected .
> >
> > many thanks .
> >
> > yours sincerely ,
> > steve leppard
> >
> >
> >
> >
> ( see attached file : 4 thconfsessions . doc )
>
> lenos trigeorgis
> professor of finance
> university of cyprus
> dept of business
> 75 kallipoleos , po box 20537
> cy 1678 nicosia cyprus
>
> tel : + 357 2 892261
> fax : 339063
>
>
>
> attachment converted : " c : \ drive _ e \ eudora \ attach \ pic 29415 . pcx "
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> attachment converted : " c : \ drive _ e \ eudora \ attach \ 4 thconfsessionsl 7 . doc "
>
lenos trigeorgis
professor of finance
university of cyprus
dept of business
75 kallipoleos , po box 20537
cy 1678 nicosia cyprus
tel : + 357 2 892261
fax : 339063