Message-ID: <4166723.1075856607817.JavaMail.evans@thyme> Date: Tue, 16 Jan 2001 06:33:00 -0800 (PST) From: andy@kalotay.com To: vkamins@enron.com Subject: HVince,edge effectiveness testing for FAS 133 Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: "Andrew Kalotay" X-To: "Vincent Kaminski" X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\Fasb133 X-Origin: Kaminski-V X-FileName: vkamins.nsf Vince, As we discussed, subject to minor changes the attached paper will appear in the J of Applied Corporate Planning. I'd be most interested in your comments. By the way, if you like the yield curve generation process described in the paper, we'd be happy to perform a simulation, so that you can compare the results based on the to the HJM procees. I look forward to getting together with you when you come to NY to attend the GARP conference, around February 13. Just give me a brief warning. Regards, Andy Andrew Kalotay Associates, Inc. (212) 482-0900 andy@kalotay.com Visit our web-site http://www.kalotay.com - FAS133 article.doc