Message-ID: <29619585.1075856442974.JavaMail.evans@thyme> Date: Fri, 6 Apr 2001 10:45:00 -0700 (PDT) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Model for Harry Arora Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: vkaminski@aol.com X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_3\Notes Folders\Sent X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/06/2001 05:46 PM --------------------------- Alex Huang@ENRON 04/02/2001 10:42 AM To: Berney C Aucoin/HOU/ECT@ECT, Edith Cross/HOU/ECT@ECT cc: Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT Subject: Model for Harry Arora Hi guys, We have put together an option pricing model (using exotic library) for Harry Arora. I figure you may want to have the same model in case questions arise. Best, Alex