Subject: credit model
paulo ,
i have talked to vince and stinson about the credit model enhancement and
extension .
we will pull other reseource for the potential exposure model , so you will be
relieved from this more
challenging part of the project .
due to our limited manpower , everyone is overloaded with multiple tasks . so
we still think you
are the best person for the short term project which is adding the asian
option to the existing model ( ask
amitava for help if needed ) .
i do not mind if you want to re - negotiate with the customer about the
delivery date , but keep in mind that ees
has done deals requiring the asian option valuation in the credit model .
zimin