|
|
Enron Mail |
Pierre-Philippe,
I was under the impression the presentation will be at 3:30. 11:30 is fine with me but want to confirm it. Vince "Pierre-Philippe Ste-Marie" <stemarie@icubed.com< on 10/28/2000 12:22:36 AM To: <jiangz@andrew.cmu.edu<, <tyap@andrew.cmu.edu<, <yangw@andrew.cmu.edu<, <htanaka@andrew.cmu.edu<, <heapho@andrew.cmu.edu<, <ginas@andrew.cmu.edu<, "Pierre-Philippe Ste-Marie" <ps5@andrew.cmu.edu<, <orchuma@andrew.cmu.edu<, "punit rawal" <prawal@andrew.cmu.edu<, <fqian@andrew.cmu.edu<, <pozgediz@andrew.cmu.edu<, <cwl@andrew.cmu.edu<, <hiroshi2@andrew.cmu.edu<, <sdj@andrew.cmu.edu<, <khowes@andrew.cmu.edu<, <tholden@andrew.cmu.edu<, <kheo@andrew.cmu.edu<, <aeh@andrew.cmu.edu<, <kgarrett@andrew.cmu.edu<, <ignaciod@andrew.cmu.edu<, <eac3@andrew.cmu.edu<, <ketan@andrew.cmu.edu<, <tb2p@andrew.cmu.edu< cc: Subject: MSCF Speaker Series MSCF SPEAKER SERIES OFFICIAL INVITATION ? ? IT IS WITH GREAT PLEASURE AND SOME AMOUNT OF PRIDE THAT I ANNOUNCE THE NEXT EVENT IN THE SPEAKER SERIES. NEXT FRIDAY WE WILL HAVE THE HONOR TO HOST A CONFERENCE GIVEN BY MR. VINCE KAMINSKI HEAD OF RESEARCH AT ENRON CORP.? ? THE?SIXTH EVENT IS?NEXT FRIDAY (Nov 3rd)!? From: 11.30-13.30 please attend!!! The Next Event in the Student Speaker Series is: Friday, November 3, 2000 11:30 a.m. to 12:30 p.m. Fast Lab [IMAGE]Vince Kaminski Enron Corp. Tentative Student Speaker Series Schedule 2000-2001 The following is a tentative schedule of the MSCF Student Speaker Series for the 2000-2001 academic year. All events take place from 11:30 a.m. to 12:30 p.m. in the Fast Lab (GSIA 229) unless otherwise noted. Updates are soon to follow. Volatility Curve and Bond Basis August 11, 2000 David Hartney & Jerry Hanweck Vice President, Futures and Option Sales & Head of North American Futures and Options Research; J. P. Morgan Price and Hedging Volatility Contracts September 1, 2000 Dmitry Pugachevsky Deutsche Bank Dmitry Pugachesky is a Director with OTC Derivatives Research of Deutsche Bank, where his research is primarily focussed on credit derivatives. Prior to joining Deutsche Bank, Dmitry worked for six years with Global Analytics Group of Bankers Trust. There he developed models for emerging markets, interest rates, and equity derivatives and also participated in actual trading and structuring of interest rate options. He received his PhD in applied mathematics from Carnegie Mellon University specializing in control theory for stochastic processes. He has published several papers on modelling in emerging markets and on valuation for passport options. A Measurement Framework for Bank Liquidity Risk September 15, 2000 Raymond Cote Vice President, FinRad Inc. Raymond Cote is Vice President, Financial Engineering at FinRad Inc., a Montreal-based consulting firm offering financial management solutions that combine advisory and systems development services to &corporations and financial institutions. Abstract: Liquidity risk, as opposed to credit and market risks, has received little attention in professional or academic journals. We argue that analyzing bank liquidity risk can be viewed as a variation of credit risk analysis. After introducing some concepts and definitions, the presentation defines a framework allowing to measure a bank's structural liquidity risk. It then shows that combining the framework with modern credit risk measurement tools leads to a liquidity risk VAR measure. The presentation then offers concluding comments on the integration of the liquidity risk measurement framework within enterprise-wide risk management. The Impact of Electronic Trading on the Uses of Quantitative Research in Equity Options September 22, 2000 Scott Morris Hull Group, Quantitative Research Department Quantitative Research in Investment Management October 6, 2000 Raman Srivastava & Anna Bulkovshteyn Assistant Vice President, & Fixed Income, Quantitative Analysts, Putman Investments [IMAGE] TBA November 3, 2000 Vince Kaminski Enron Corp. Fund Management and Market Efficiency November 10, 2000 Andrea Dalton Researcher, Friess Associates (advisor to the Brandywine Funds). TBA November 17, 2000 Jeff Keifer & Deb AEP Tutorial on BRIDGE November 24, 2000 Pierre Ste-Marie & Punit Rawal MSCF Students A Corporate Risk Management Framework December 8, 2000 Darin Aprati & Brian Moore McDonald's [IMAGE]Math Speaker Series Schedule 2000-2001 [IMAGE]Speaker Series Student Committee [IMAGE]Previous Speakers ? Pierre-Philippe Ste-Marie -------------------------------------- [IMAGE]http://pstemarie.homestead.com
|