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---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/02/2001
04:56 PM --------------------------- Sajjad Rizvi <Sajjad.Rizvi@paconsulting.com< on 02/01/2001 11:48:20 AM To: "'vkamins@enron.com'" <vkamins@enron.com< cc: Subject: Volatility Presentation/Discussion Vince, it was an excellent presentation to get some discussion going among the practitioners on how to map the volatility process. I think we will never be able to build a single black box to value volatility, otherwise markets will cease to exist and we in risk will be out of business. However, it will be possible to build a framework to structure volatility modeling process. Like the general equilibrium modeling approach you proposed. Atleast we can agree on the key drivers of supply and demand and the significant variables of a fundamental model. I hope we get to have a continuing discussion on this topic. I would also request if you could please send me a copy of you power point presentation. Thanks Sajjad H. Rizvi Consultant PA Three RiverWay, Suite 300 Houston, TX 77056 +1 (713) 403-5250 office +1 (713) 403-5257 direct +1 (713) 851-9402 mobile +1 (713) 961-4153 fax Sajjad.Rizvi@paconsulting.com http://www.paconsulting.com This electronic message transmission, including any attachments, is intended only for the use of the individual or entity to which it is addressed and may contain information that is privileged, confidential and exempt from disclosure under applicable law. If you are not the intended recipient or the employee or agent responsible for delivering this transmission to the intended recipient, you are hereby notified that any review, copying, dissemination, distribution or the taking of any action in reliance on the contents of this transmission is strictly prohibited. If you have received this transmission in error please notify me immediately. <<Sajjad Rizvi.vcf<< - Sajjad Rizvi.vcf
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