Message-ID: <14379001.1075841594744.JavaMail.evans@thyme>
Date: Tue, 15 May 2001 12:50:23 -0700 (PDT)
From: louis.dicarlo@enron.com
To: geoff.storey@enron.com
Subject: Sithe Spread Option Model
Cc: s..shively@enron.com
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
Bcc: s..shively@enron.com
X-From: Dicarlo, Louis </O=ENRON/OU=NA/CN=RECIPIENTS/CN=NOTESADDR/CN=2F76C708-591A053C-8625699E-6DC852>
X-To: Storey, Geoff </O=ENRON/OU=NA/CN=RECIPIENTS/CN=GSTOREY>
X-cc: Shively, Hunter S. </O=ENRON/OU=NA/CN=RECIPIENTS/CN=HSHIVEL>
X-bcc: 
X-Folder: \ExMerge - Storey, Geoff\central
X-Origin: STOREY-G
X-FileName: geoff storey 6-26-02.PST

Ed McMichael asked me to send you our spread option model.  It is attached below. The paths are based on what John Lavarato asked to see.

 

Let me know if you have questions.  Of course, your input is appreciated.

Thanks

Louis
x-54666