Subject: re : powerisk 2001 - your invitation
angelika .
yes .
vince
angelika staude on 04 / 12 / 2001 03 : 01 : 25 am
to : " ' vince . j . kaminski @ enron . com ' "
cc :
subject : re : powerisk 2001 - your invitation
vince ,
brilliant , thanks . same sub points , same bio ?
best regards ,
angelika staude
director gas & powerisk 2001
tel : 0044 207 915 5675
fax : 0044 207 915 5101
www . icbi - uk . com / powerisk
- - - - - original message - - - - -
from : vince . j . kaminski @ enron . com [ mailto : vince . j . kaminski @ enron . com ]
sent : wednesday , april 11 , 2001 6 : 59 pm
to : astaude @ iirltd . co . uk
cc : vince . j . kaminski @ enron . com
subject : re : powerisk 2001 - your invitation
angelika ,
thanks for the invitation .
yes , i shall be glad to attend and repeat the same presentation .
vince
angelika staude on 04 / 09 / 2001 04 : 19 : 08 am
to : " ' vince . j . kaminski @ enron . com ' "
cc :
subject : powerisk 2001 - your invitation
powerisk 2001
the global premier forumforenergy trading & risk management
? 6 th - 9 th november 2001 , paris
dear mr kaminski ,
i am responsible for the programme of this year ' s powerisk conference in
paris . helyette geman has informed me that she has contacted you
concerning the workshop and that you are happy to do it with her again
this year - brilliant !
i would like to know if you are also interested in delivering a paper
again . the audience in previous years greatly appreciated your
contribution , and i would me more than happy if you could join us again .
to give you an idea of the programme so far , these are the ( " technical " )
topics that are already covered :
chris strickland : forward curve models with jumps for the pricing of
exotic energy contracts
multi - factor forward curve models for the valuation of energy contracts
adding jumps
applying the models to exotic energy options
extensions to multiple energy contracts
les clewlow : valuation and risk management of virtual power stations and
gas supply agreements
structures of gas supply agreements ( gsa )
relationships between physical and virtual power stations ( pps / vps )
valuation methods for gsa ' s and vps ' s
risk analysis of gsa ' s and vps ' s
derek bunn , professor of decision sciences , london business school :
analysing the impact of neta on market efficiency & volatility in the uk
energy market
chris harris , director of market development . operations and engineering ,
innogy : applying cutting - edge portfolio management theory in order to
optimise your risk exposure
establishing and valuing the key factors using a bottom up approach
looking at the interconnection between key factors
the treatment of the risk of infrequent but high impact events
peter nance , principal , teknecon : combining power systems and monte carlo
simulations for effective pricing
dan mansfeld , head of risk control , vattenfall : assessing the benefits
and risks of using derivatives as part of your risk management strategy
spyros maragos : analysing new approaches to building forward curves from
available market data
tamara weinert , credit and contracts manager , mirant energy :
successfully measuring limit
setting ; risk reducing structures
importance of credit in the organizational structure : reporting ;
dependence ; structure of credit department
brett humphreys : examining cutting - edge credit exposure mitigation tools :
combining counterparty and portfolio credit var techniques
helyette geman : pricing of exotic energy derivatives and structured
contracts
please let me know if you are interested in joining the powerisk 2001
speaker panel , and which topic you would like to cover . i think that
something along the lines of last year ' s talk ( state - of - the - art volatility
and correlation estimation techniques for multiple energy portfolios )
would be brilliant again , but please feel free to chose something else
that has not been covered yet .
i look forward to hearing from you ,
kind regards ,
angelika staude
director ? powerisk 2001
tel : 0044 207 915 5675
fax : 0044 207 915 5101
ps : for your information , please find enclosed a list of confirmed
speakers for powerisk 2001 .
( see attached file : confirmed speakers . doc )