Subject: re : var and credit meeting on wednesday , april 11 at 11 : 30 am
everybody ,
this week our regular meeting will be devoted primarily to 2 subjects :
1 . simulating power prices in var ;
2 . capturing correlations across commodities as well as across term structure
of
forward prices .
research will present some suggestions based on data analysis .
detailed agenda is enclosed .
please , let shirley crenshaw know if you are not planning to attend .
tanya .