Subject: - - - - - - - - - - - - - - - - - - - - - - forwarded by vince j kaminski / hou / ect on 06 / 26 / 2000
10 : 56 am - - - - - - - - - - - - - - - - - - - - - - - - - - -
" gould , aaron " on 06 / 16 / 2000 02 : 54 : 03 pm
to : " ' vkamins @ enron . com ' "
cc :
subject :
dr . kaminski ,
on wednesday , june 14 th i attended your presentation entitled " the challenge
of valuation of energy related derivatives " at the risk 2000 conference in
boston . can you please e - mail me the slides you presented .
also , you mentioned that the method you used to calculate volatility for
energy prices was not the " normal " method . can you please tell me , or give
me a reference to the method that you did use .
thank you ,
aaron gould
senior risk management analyst
pseg services corporation
aaron . gould @ pseg . com
1 - 973 - 456 - 3527