Subject: re : real options conference in cambridge
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
enron capital & trade resources corp .
from : lenos trigeorgis
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
>
>
>
>
- 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