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Enron Mail |
Lenos
I'd like to give a talk entitled "Diagrammatic Representation of Real Optio= ns=20 in Enron", in which I will give a brief run-down of a diagrammatic techniqu= e=20 I have developed for representing real option deals. My notation allows=20 originators, managers and quants to communicate unambiguously, while still= =20 appreciating the complexity and subtlety of real optionality. I have defin= ed=20 a "diagrammatic grammar" which guarantees that the pricing of the deal=20 follows immediately and automatically from the diagram. I propose to introduce the symbols and grammar, then go on to present some= =20 suitable examples of diagrams. If appropriate I'll talk about the links wi= th=20 dynamic programming. (I will need some guidance as to how much technical= =20 detail I can go into based on the audience.) All the best, Steve =20 =09Enron Capital & Trade Resources Corp. =09 =09From: Lenos Trigeorgis <lenos@ucy.ac.cy< =20 04/20/2000 08:45 PM =09 To: "Steven Leppard" <Steven.Leppard@enron.com< cc: "Vince J Kaminski" <Vince.J.Kaminski@enron.com<=20 Subject: Re: Real options conference in Cambridge Steve thanks for agreeing to talk. I attach the program to see the other speakers and style (it is addressed to a professional autience) Please give me a suitable title for the talk (replacing Kaminski=01%s slot = on July 6/Energy session) and the details of your position Thanks Lenos At 05:01 __ 04/20/00 +0100, Steven Leppard wrote: < < <Dear Prof Trigeorgis < <Vince Kaminski has suggested that I would be a suitable speaker at your Ju= ly <conference in Cambridge, and I'd be happy to come along if required. Plea= se <could you send me appropriate details, and the audience type expected. < <Many thanks. < <Yours sincerely, <Steve Leppard < < < < - 4thconfsessions.doc Lenos Trigeorgis Professor of Finance University of Cyprus Dept of Business 75 Kallipoleos, PO Box 20537 CY 1678 Nicosia CYPRUS Tel: +357 2 892261 Fax: 339063
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