Message-ID: <4667899.1075860786327.JavaMail.evans@thyme>
Date: Wed, 27 Jun 2001 11:15:44 -0700 (PDT)
From: tom.barkley@enron.com
To: john.griffith@enron.com
Subject: Exponential Volatility
Cc: paulo.issler@enron.com
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John,

I am attaching a spreadsheet that outlines the exponential volatility concept we talked about yesterday. Paulo and I will give you a call after 3:00 PM, as we also have an short excerpt from a book that deals with this in a little more depth - you might be interested in reading it.

Tom