Message-ID: <16394935.1075862460398.JavaMail.evans@thyme> Date: Wed, 7 Nov 2001 09:55:44 -0800 (PST) From: sfalbie@msn.com To: j.kaminski@enron.com Subject: Haas Referral from Richard Peyton George Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: "P. Albert Demery" @ENRON X-To: Kaminski, Vince J X-cc: X-bcc: X-Folder: \VKAMINS (Non-Privileged)\Kaminski, Vince J\Inbox X-Origin: Kaminski-V X-FileName: VKAMINS (Non-Privileged).pst Dr. Kaminski, Richard, who I understand is a previous intern at Enron in your group, suggested that I contact you. I'm Albert Demery and a 1st year MBA at Haas. I am writing a term paper on real options pricing methods and wanted to incorporate real-world examples (under a guise of anonymity, of course) and was wondering if you would mind answering a few questions regarding how Enron has tested, implemented and validated the methodology. Thank you in advance for your assistance, Albert Demery demery@haas.berkeley.edu