Message-ID: <13345846.1075856944999.JavaMail.evans@thyme> Date: Tue, 1 Feb 2000 08:27:00 -0800 (PST) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Many 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_8\Notes Folders\Sent X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/01/2000 04:27 PM --------------------------- GemanIX@aol.com on 01/31/2000 02:50:22 PM To: Vince J Kaminski/HOU/ECT@ECT cc: Subject: Many Dear Vince, 1.Thanks for the beautiful"parchemin" 2.I am glad I bought some Enron shares after meeting Mr Skilling last April with Bob Merton 3.After a terrible month of January,we may have found a possible route to improve my son's health 4.We have added to our software forward start plain- vanilla and Asian options,caps,floors(consistently with the Asian options and swaptions);a whole variety of swings of different specifications. I really believe it is quite good(in particular the consistent modelling of forward &Futures price moves) I am putting a new brochure in the mail for you and would be delighted if you decided to use part of it (or the totality!)as a comparison with your own results. Kind regards Helyette Helyette Geman,PhD,PhD Professor of Finance