Message-ID: <10735851.1075856517364.JavaMail.evans@thyme>
Date: Thu, 1 Mar 2001 01:02:00 -0800 (PST)
From: vince.kaminski@enron.com
To: bernard.murphy@caminus.com
Subject: RE: 1997 Risk paper on Pricing of Electricity Derivatives
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Bernard,

It seems the msg has been truncated.

Vince




"Murphy, Bernard" <Bernard.Murphy@caminus.com> on 03/01/2001 08:47:25 AM
To: "'Vince.J.Kaminski@enron.com'" <Vince.J.Kaminski@enron.com>
cc:  
Subject: RE: 1997 Risk paper on Pricing of Electricity Derivatives


V

-----Original Message-----
From: Vince.J.Kaminski@enron.com [mailto:Vince.J.Kaminski@enron.com]
Sent: 01 March 2001 14:54
To: Murphy, Bernard
Cc: Shirley.Crenshaw@enron.com; Vince.J.Kaminski@enron.com
Subject: Re: 1997 Risk paper on Pricing of Electricity Derivatives



Bernard,

I am forwarding your message to my assistant and she will mail you a
reprint.
I would be glad to take a look at your dissertation. Is it available as a
publication, working paper?

Vince





"Murphy, Bernard" <Bernard.Murphy@caminus.com> on 03/01/2001 02:17:39 AM

To:   "'Vince.J.Kaminski@enron.com'" <Vince.J.Kaminski@enron.com>
cc:
Subject:  1997 Risk paper on Pricing of Electricity Derivatives


Hello Vince,

My name is Bernard Murphy - I received your e-mail address from Les
Clewlow,
who was my PhD supervisor at the Financia Options Research Centre at
Warwick
Business School.  I've just finished my PhD on Electricity Price Jump
Diffusions :  A Theoretical and Empirical Study in Incomplete Markets -
hence my interest in electricity price modelling and derivative pricing.  I
was looking to get hold of a copy of your 1997 paper, which has recently
come to my attention :

"The Challenge of Pricing & Risk-Managing Electricity Derivatives", The US
POwer Market, Risk Publications, pp. 149-171.

and Les suggested that I contact you directly (Les is travelling at present
and doesn't have an electronic copy available) to request an e-copy.

Incidentally, I am Lecturer in Finance / Financial Mathematics at
University
of Limerick (Ireland) and have taken a year out to work for Caminus UK,
where I am working on introducing and developing a markets-based approach
(spark-spread) to real asset valuations in the UK power industry.

Thanks in advancve

Bernard Murphy