Message-ID: <31863742.1075863431305.JavaMail.evans@thyme> Date: Tue, 17 Jul 2001 16:01:19 -0700 (PDT) From: j.kaminski@enron.com To: vkaminski@aol.com Subject: FW: Risk Traing Class Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Kaminski, Vince J X-To: 'vkaminski@aol.com' X-cc: X-bcc: X-Folder: \VKAMINS (Non-Privileged)\Kaminski, Vince J\Sent Items X-Origin: Kaminski-V X-FileName: VKAMINS (Non-Privileged).pst -----Original Message----- From: Lu, Zimin Sent: Friday, July 13, 2001 11:36 AM To: Kaminski, Vince J Subject: Risk Traing Class Vince, Here is your presentation on the exotic energy options with slightly modifications. I added a few slides about Asian options and spread options. I used the Asian strip options as an transition technique for the forward curve modeling. For the weather presentation I did a summary at the end. From the audience responses, it seemed the presentations went well. Zimin