Message-ID: <30547242.1075856987335.JavaMail.evans@thyme>
Date: Fri, 5 May 2000 10:24:00 -0700 (PDT)
From: vince.kaminski@enron.com
To: vkaminski@aol.com
Subject: Storage aduit letter
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---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/05/2000=
=20
05:26 PM ---------------------------


Zimin Lu
05/05/2000 10:23 AM
To: Stinson Gibner/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT=20
Subject: Storage aduit letter




Stinson,=20

This is the letter I am going to send out to Duffie.   Any comments ?
If you can think a better name for our model (ESVM), also let me know.

Zimin




Professor Darrel Duffie
450 Miramonte Avenue
Palo Alto, CA 94306

         May 5, 2000



Dear Professor Duffie,


I enclosed with this e-mail Enron Storage Valuation Model (ESVM) for your=
=20
review.  The attached files include:  1) a brief documentation of the model=
=20
(ESVM.doc), 2) c-code of the main routines, 3) Excel spreadsheet interface,=
=20
4) ESVM.dll .

Dr. Vince Kaminski, Dr. Stinson Gibner and myself have spent about one year=
=20
in developing this model.  With traders=01, feedback incorporated, the mode=
l=20
results are close to reality.  Although there are features to be included, =
we=20
believe the model is ready for your review.  We look forward to your commen=
ts=20
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