Message-ID: <23922000.1075856987159.JavaMail.evans@thyme> Date: Mon, 8 May 2000 09:44:00 -0700 (PDT) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Enron Storage Analysis Model audit Mime-Version: 1.0 Content-Type: text/plain; charset=ANSI_X3.4-1968 Content-Transfer-Encoding: quoted-printable X-From: Vince J Kaminski X-To: vkaminski@aol.com X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_8\Notes Folders\'sent mail X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/08/2000= =20 04:46 PM --------------------------- Zimin Lu 05/08/2000 03:22 PM To: duffie@stanford.edu cc: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Zimin=20 Lu/HOU/ECT@ECT=20 Subject: Enron Storage Analysis Model audit Professor Darrel Duffie 450 Miramonte Avenue Palo Alto, CA 94306 May 8, 2000 Dear Professor Duffie, I enclosed with this e-mail Enron Storage Analysis Model (SAM) for your=20 review. The attached files include:=20 1) a brief documentation of the model (SAM.doc), 2) c-code of the main=20 routines, 3) Excel spreadsheet interface,=20 4) SAM_audit.dll . Dr. Vince Kaminski, Dr. Stinson Gibner and myself have spent about one year= =20 in developing this model. =20 With traders=01, feedback incorporated, the model results are close to real= ity. =20 Although there are features to be included,=20 we believe the model is ready for your review. We look forward to your=20 comments and suggestions.=20 Please feel free to contact me should you need additional detail. =20 Sincerely, Zimin Lu Director, Enron Research Zlu@enron.com 713-853-6388 Enclosures