Message-ID: <18417130.1075856989672.JavaMail.evans@thyme> Date: Tue, 25 Apr 2000 01:00:00 -0700 (PDT) From: vince.kaminski@enron.com To: steven.leppard@enron.com Subject: Re: Real options conference in Cambridge 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: Steven Leppard X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_8\Notes Folders\'sent mail X-Origin: Kaminski-V X-FileName: vkamins.nsf Steve, How are the discussions with RISK about an article progressing? Vince Steven Leppard 04/25/2000 05:07 AM To: Lenos Trigeorgis @ ENRON cc: Vince J Kaminski/HOU/ECT@ECT=20 Subject: Re: Real options conference in Cambridge =20 Lenos I'd like to give a talk entitled "Diagrammatic Representation of Real Optio= ns=20 in Enron", in which I will give a brief run-down of a diagrammatic techniqu= e=20 I have developed for representing real option deals. My notation allows=20 originators, managers and quants to communicate unambiguously, while still= =20 appreciating the complexity and subtlety of real optionality. I have defin= ed=20 a "diagrammatic grammar" which guarantees that the pricing of the deal=20 follows immediately and automatically from the diagram. I propose to introduce the symbols and grammar, then go on to present some= =20 suitable examples of diagrams. If appropriate I'll talk about the links wi= th=20 dynamic programming. (I will need some guidance as to how much technical= =20 detail I can go into based on the audience.) All the best, Steve =20 =09Enron Capital & Trade Resources Corp. =09 =09From: Lenos Trigeorgis =20 04/20/2000 08:45 PM =09 To: "Steven Leppard" cc: "Vince J Kaminski" =20 Subject: Re: Real options conference in Cambridge Steve thanks for agreeing to talk. I attach the program to see the other speakers and style (it is addressed to a professional autience) Please give me a suitable title for the talk (replacing Kaminski=01%s slot = on July 6/Energy session) and the details of your position Thanks Lenos At 05:01 __ 04/20/00 +0100, Steven Leppard wrote: > > >Dear Prof Trigeorgis > >Vince Kaminski has suggested that I would be a suitable speaker at your Ju= ly >conference in Cambridge, and I'd be happy to come along if required. Plea= se >could you send me appropriate details, and the audience type expected. > >Many thanks. > >Yours sincerely, >Steve Leppard > > > > - 4thconfsessions.doc Lenos Trigeorgis Professor of Finance University of Cyprus Dept of Business 75 Kallipoleos, PO Box 20537 CY 1678 Nicosia CYPRUS Tel: +357 2 892261 Fax: 339063