Message-ID: <25063420.1075856992353.JavaMail.evans@thyme> Date: Wed, 12 Apr 2000 03:35:00 -0700 (PDT) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Maths course Mime-Version: 1.0 Content-Type: text/plain; charset=ANSI_X3.4-1968 Content-Transfer-Encoding: 7bit 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 04/12/2000 10:36 AM --------------------------- "Vicky Windsor" on 04/12/2000 09:50:24 AM Please respond to "Vicky Windsor" To: cc: Subject: Maths course Dear Vince, ? Further to our telephone conversation, that you very much for agreeing to participate in the financial mathematics training course. As discussed I would be delighted if you could present the following sessions: ? PRACTICAL TECHNIQUES TO PRICE EXOTIC ENERGY OPTIONS ? Evaluating methodologies for pricing exotics ??? assessing the pros and cons of a partial differential equation ??? applying multi-factor models to price exotic energy derivatives ??? building trees for pricing and hedging exotics Pricing ??? Asian options ??? Bermudan and american style options ??? spread and spark spread options ??? multi-commodity options Practical example:??? pricing swing options ??????????????????????????????? using Monte Carlo techniques to value swing options Practical example:??? pricing a multi-commodity option ? ANALYSING APPROACHES TO WEATHER DERIVATIVES VALUATION ? Understanding the mechanics of weather derivatives ??? heating and cooling degree day swaps ??? precipitation contracts Applying probablistic approaches to pricing weather derivatives ??? stochastics ??? Monte Carlo techniques Using historical methodologies and Black-Scholes for pricing weather derivatives Valusing long term transactions Practical example ? Please could you let me know by the close of business on Thursday if you would like to make any changes to the bullet points. I have printed out your biography below and please could you also let me know if you would like to make any changes to it. ? Vince Kaminski, ENRON CAPITAL & TRADE RESOURCES Vince Kaminski is Vice President and Head of Research at Enron Risk Management and Trading, a unit of Enron Capital & Trade Resources. Mr Kaminksi joined Enron in 1992. Previously he was Vice President in the research department at Salomon Brothers. ? Thanks again Vince and I? look forward to speaking to you on Friday. ? Best regards, ? Vicky