Message-ID: <3811720.1075856610132.JavaMail.evans@thyme> Date: Fri, 25 Aug 2000 03:41:00 -0700 (PDT) From: rodrigo.lamas@enron.com To: vince.kaminski@enron.com Subject: Re: Introduction meeting : RAC London Quants and Houston Research Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Rodrigo Lamas X-To: Vince J Kaminski X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\London X-Origin: Kaminski-V X-FileName: vkamins.nsf Hi Vince, Thanks for organizing the meetings,and a special thanks for organizing the reservations for the dinner. I am looking forward the visit to Houston. Rodrigo Vince J Kaminski 24/08/2000 20:25 To: Rodrigo Lamas/LON/ECT@ECT cc: Vince J Kaminski/HOU/ECT@ECT Subject: Re: Introduction meeting : RAC London Quants and Houston Research Rodrigo, I think it is Churrasco's, A South American restaurant. I shall make reservations for the 12th. I shall also arrange the meetings on Tuesday with different units of the Research group. Vince Rodrigo Lamas 08/24/2000 01:59 PM To: Vince J Kaminski/HOU/ECT@ECT cc: Subject: Re: Introduction meeting : RAC London Quants and Houston Research Vince, Thank you very much. I would rather talk to your group on Sep the 12th (Tuesday). I hope I will be entitled to disturb them again during the rest of the week as well. We can certainly go out for dinner. Steven mentioned a Brazilian restaurant he went to and I am looking forward going there. This in case you are not vegetarian. Thanks again, Rodrigo Vince J Kaminski 24/08/2000 19:54 To: Rodrigo Lamas/LON/ECT@ECT cc: Vince J Kaminski/HOU/ECT@ECT Subject: Re: Introduction meeting : RAC London Quants and Houston Research Rodrigo, We shall be very glad to meet you. If you can dedicate one day to meeting the members of the Research Group I could arrange a series of meetings with different units. What about Sep the 11th or Sep the 12th (Monday or Tuesday)? If you are free one evening we can have dinner together. Vince Rodrigo Lamas 08/24/2000 11:01 AM To: Vince J Kaminski/HOU/ECT@ECT cc: Subject: Introduction meeting : RAC London Quants and Houston Research Vince, I work for the Market Risk RAC London group. I review the quantitative issues arising from Enron Europe models. I am in this function given my background (PhD from Imperial College-London) and also due to my past experience as risk manager for a brazilian investment bank and Louis Dreyfus. My agenda includes the review of a number of deals (Wessex, TPL, Eastern, ...), as well as the review of the construction of european gas and power price curves and their respective volatility curves. Currently I am devoting most of my time to the analysis of the UK gas market, its respective price curve and term structure of volatility. Bjorn and David suggested it could be very productive if I had the chance to meet you and your team to discuss issues related to modelling prices and risk measurement tools. I will be in Houston from the 10th to 15th September. I wonder if you could book some time for me in your agenda and also ask some members of your team to do the same. Thanks, Rodrigo