Subject: re : a request
zimin ,
i also enjoyed our talk . thanks very much . i ' ll send you the paper as soon
as its done .
duane
- - on thursday , march 15 , 2001 , 1 : 58 pm - 0600 zimin . lu @ enron . com wrote :
>
>
> dr . seppi ,
>
> nice talking to you about swing contracts and your recent work on
> american - monte
> carlo approach . i am interested to read your preprint papers .
>
> my address is
>
> zimin lu
> enron corp , eb 1967
> 1400 smith street
> houston , tx 77002 - 7361
>
>
> zimin
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> ds 64 @ cyrus . andrew . cmu . edu on 03 / 15 / 2001 11 : 59 : 59 am
>
> to : zimin . lu @ enron . com
> cc :
> subject : re : a request
>
>
> great . i ' ll be in my office . my number is 412 - 268 - 2298 .
>
> duane
>
>
> - - on wednesday , march 14 , 2001 , 3 : 57 pm - 0600 zimin . lu @ enron . com wrote :
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> >
> >
> > dr . seppi ,
> >
> > my phone number is 713 - 853 - 6388 . i will call you
> > tomorrow afternoon around 1 : 30 pm houston time .
> >
> > zimin
> >
> >
> >
> >
> >
> >
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> > ds 64 @ cyrus . andrew . cmu . edu on 03 / 14 / 2001 03 : 15 : 02 pm
> >
> > to : zimin . lu @ enron . com
> > cc : vince . j . kaminski @ enron . com
> > subject : re : a request
> >
> >
> > dr . lu ,
> >
> > i would be grateful if i could talk with you some time about the typical
> > terms one sees in swing , take or pay , virtual storage , etc . options .
> this
> > is related to some research some colleagues and i are doing applying
> recent
> > innovations in monte carlo valuation of options with early exercise . we
> > would like to illustrate our techniques on some examples which look
> > realistic . when would be convenient for you ?
> >
> > i look forward to talking with you .
> > duane seppi
> >
> > - - on wednesday , march 14 , 2001 , 8 : 44 am - 0600 vince . j . kaminski @ enron . com
> > wrote :
> >
> > >
> > > duane ,
> > >
> > > i shall be traveling for the rest of the week but my colleague
> > > dr . zimin lu will call you to talk about different
> > > structures .
> > >
> > > vince
> > >
> > >
> > >
> > >
> > >
> > > ds 64 @ cyrus . andrew . cmu . edu on 03 / 13 / 2001 09 : 54 : 24 am
> > >
> > > to : " vince j kaminski "
> > > cc :
> > > subject : re : a request
> > >
> > >
> > > vince ,
> > >
> > > sorry that i missed your call yesterday . i have a meeting from 2 - 3
> today
> > > ( tuesday ) , but otherwise any time in the afternoon works for me . let me
> > > know what is convenient for you . thanks for your help .
> > >
> > > duane
> > >
> > > * * * * * * * *
> > > duane seppi
> > >
> > > graduate school of industrial administration
> > > carnegie mellon university
> > > pittsburgh pa 15213 - 3890
> > >
> > > tel . ( 412 ) 268 - 2298
> > > fax ( 412 ) 268 - 8896
> > >
> > > email ds 64 + @ andrew . cmu . edu
> > >
> > >
> > >
> > >
> > >
> >
> >
> >
> > * * * * * * * *
> > duane seppi
> >
> > graduate school of industrial administration
> > carnegie mellon university
> > pittsburgh pa 15213 - 3890
> >
> > tel . ( 412 ) 268 - 2298
> > fax ( 412 ) 268 - 8896
> >
> > email ds 64 + @ andrew . cmu . edu
> >
> >
> >
> >
> >
>
>
>
> * * * * * * * *
> duane seppi
>
> graduate school of industrial administration
> carnegie mellon university
> pittsburgh pa 15213 - 3890
>
> tel . ( 412 ) 268 - 2298
> fax ( 412 ) 268 - 8896
>
> email ds 64 + @ andrew . cmu . edu
>
>
>
>
>
* * * * * * * *
duane seppi
graduate school of industrial administration
carnegie mellon university
pittsburgh pa 15213 - 3890
tel . ( 412 ) 268 - 2298
fax ( 412 ) 268 - 8896
email ds 64 + @ andrew . cmu . edu