Message-ID: <22148252.1075856459586.JavaMail.evans@thyme> Date: Wed, 17 Jan 2001 05:43:00 -0800 (PST) From: vince.kaminski@enron.com To: ron.baker@enron.com Subject: HVince,edge effectiveness testing for FAS 133 Cc: vkaminski@aol.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: vkaminski@aol.com X-From: Vince J Kaminski X-To: Ron Baker X-cc: vkaminski@aol.com X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_3\Notes Folders\Sent X-Origin: Kaminski-V X-FileName: vkamins.nsf Ron, FYI Vince ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/17/2001 01:44 PM --------------------------- "Andrew Kalotay" on 01/16/2001 01:33:00 PM To: "Vincent Kaminski" cc: Subject: HVince,edge effectiveness testing for FAS 133 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