|
|
Enron Mail |
---------------------- Forwarded by Mike Maggi/Corp/Enron on 04/04/2001 03:19
PM --------------------------- Sharad Agnihotri@ECT 04/04/2001 12:44 PM To: Mike Maggi/Corp/Enron@Enron, John Arnold/HOU/ECT@ECT cc: Subject: Gas Implied Volatility Smile John, Mike I work for the London Research team and am looking at some option pricing problems for the UK gas desk. Dave Redmond the options trader told me that you had done some fundamental research regarding the gas implied volatility smiles and may be able to help. I would be grateful if you tell me what you have done or suggest someone else that I could ask. Regards Sharad Agnihtori
|