Message-ID: <10400363.1075856599298.JavaMail.evans@thyme> Date: Wed, 3 Jan 2001 09:43:00 -0800 (PST) From: andreas.simou@garp.com To: shirley.crenshaw@enron.com Subject: The GARP Convention Cc: vince.j.kaminski@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=ANSI_X3.4-1968 Content-Transfer-Encoding: 7bit Bcc: vince.j.kaminski@enron.com X-From: "Andreas Simou" X-To: X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\Conferences X-Origin: Kaminski-V X-FileName: vkamins.nsf Dear Shirley ? Further to our telephone conversation earlier today, I am writing concerning the GARP 2001 Convention, which will be held in New York between 13th and 14th February. ? I have set a new deadline for presentations to be sent to me, which is Friday 5th January. I am sure you can appreciate that collating, arranging, organising and printing over 80 presentations is a mammoth logistical task, hence why I require the presentations as soon as possible. ? Can I please have an indication of when I am likely to receive Vince's presentation? Below is the talk he has agreed to give (he has also agreed to chair the stream on Energy & Corporate Risk on Tuesday 13th February): ? Measuring Energy Risk - Tackling Price Volatility, Adapting VaR, Scenario Modeling and Regulatory Requirements - mean (or floor) reversion [IMAGE] The challenge of modeling price dynamics in the energy markets - bullit1.jpg