Message-ID: <20001812.1075863444454.JavaMail.evans@thyme> Date: Mon, 20 Aug 2001 15:24:13 -0700 (PDT) From: zimin.lu@enron.com To: tom.halliburton@enron.com Subject: FW: @ENERGY/Storage Cc: j.kaminski@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: j.kaminski@enron.com X-From: Lu, Zimin X-To: Halliburton, Tom X-cc: Kaminski, Vince J X-bcc: X-Folder: \VKAMINS (Non-Privileged)\Kaminski, Vince J\Inbox X-Origin: Kaminski-V X-FileName: VKAMINS (Non-Privileged).pst FYI -----Original Message----- From: stacey scrima [mailto:stacey@fea.com] Sent: Monday, August 20, 2001 5:17 PM To: Lu, Zimin Subject: @ENERGY/Storage Dear Zimin, Please find attached a document explaining the three valuations of @ENERGY/Storage and a document containing speed enhancement suggestions. I am working on an optimal value/hedge example template now that I will send to you once completed. This will show the relationship between the optimal value and hedge strategy. I will talk with you soon. Regards, Stacey Scrima Financial Engineering Associates, Inc tel: 1.510.548.6200 dir: 1.510.549.8702 x215 fax:1.510.548.0332 mailto:stacey@fea.com www.fea.com