Enron Mail

From:vince.kaminski@enron.com
To:brad.romine@enron.com, greg.whalley@enron.com
Subject:Brown Bag Dessert On Option Pricing
Cc:
Bcc:
Date:Thu, 8 Mar 2001 03:25:00 -0800 (PST)

FYI

Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/08/2001
11:25 AM ---------------------------


Alex Huang@ENRON
03/08/2001 10:04 AM
To: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Pinnamaneni
Krishnarao/HOU/ECT@ECT, Vasant Shanbhogue/HOU/ECT@ECT, Mike A
Roberts/HOU/ECT@ECT, Sandeep Kohli/ENRON_DEVELOPMENT@ENRON_DEVELOPMENT,
Joseph Hrgovcic/HOU/ECT@ECT, Tanya Tamarchenko/HOU/ECT@ECT, Zimin
Lu/HOU/ECT@ECT, Martin Lin/HOU/ECT@ECT, Maureen Raymond/HOU/ECT@ECT, Osman
Sezgen/HOU/EES@EES, Paulo Issler/HOU/ECT@ECT, Amitava Dhar/Corp/Enron@ENRON,
Alex Huang/Corp/Enron@ENRON, Kevin Kindall/Corp/Enron@ENRON, Kevin G
Moore/HOU/ECT@ECT, William Smith/Corp/Enron@ENRON, Jose
Marquez/Corp/Enron@ENRON, Chonawee Supatgiat/Corp/Enron@Enron, Shalesh
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Tamarchenko/NA/Enron@Enron, Bob Lee/NA/Enron@Enron, Gwyn
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Narongwanich/HOU/EES@EE, wlicon@enron.com, Naveen Andrews/Corp/Enron
cc:
Subject: Brown Bag Dessert On Option Pricing

Hi all,
Martin has kindly arranged the following presentation for us. Come and enjoy
it.

Zimin, Alex

Giuseppe Paleologo of Stanford and Enron Research Summer Intern fame will
present a talk on
IP Pricing
at 1pm in EB 46C2, Friday, March 9.

Below is a description of the topic.

Because of the bursty and intermittent nature of IP traffic,
"oversubscription" is possible.
In telephone or cell phone networks, selling more lines than the physical
capacity is
commonplace. When too many users access the lines at 5pm, busy signals
result. With service level agreements that call for damages to be paid when
capacity is unavailable, simple busy signals will not do. An approach to
this
issue and thoughts on the trade off between oversubscription and liquidated
damages will be the focus of this interesting talk.