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Enron Mail |
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 09/29/2000
05:04 PM --------------------------- Darrell Duffie <duffie@Stanford.EDU< on 09/19/2000 08:04:35 PM Please respond to Darrell Duffie <duffie@Stanford.EDU< To: hoshino@Stanford.EDU cc: vince@egs.com, Vince.J.Kaminski@enron.com Subject: review of valuation model for storage Taiichi: Here is the cover letter and report that I sent to Vince Kaminsky on June 26. As Zimin was the source of the model and code, I think Vince may not mind if you forward it directly to Zimin. Please wait 24 hours before doing so in order to give Vince a chance to countermand that. Thanks! Darrell ------------- Begin Forwarded Message ------------- Date: Mon, 26 Jun 2000 10:04:37 -0700 (PDT) From: Darrell Duffie <duffie@Stanford.EDU< Subject: review of valuation model for storage To: vince@egs.com Cc: duffie@Stanford.EDU MIME-Version: 1.0 X-UIDL: 6e99939f2365395c2accfdf2edb72b88 Vince: I attach a report, prepared under my direction by my research assistant, Dr. Taiichi Hoshino, now employed with Goldman Sachs, on the Enron storage valuation model that you asked me to review. This report contains some details that you didn't ask for, but that your research staff might appreciate. The model and software are appropriate to the task they are designed for, in my opinion, based on the code and the documentation that you sent. Some suggestions for potential improvement are noted in the attached report, but these are either minor or not critical to the current business objectives of the model, in my view. If this email is not sufficient, or you would prefer a hard-copy opinion letter, please let me know. Meanwhile, I hope life at Enron is as exciting as usual! Sincere regards, Darrell PS I will bill you separately for my time (1.5 hours) and the time of Dr. Hoshino. _____________________________________________ Darrell Duffie mail GSB Stanford CA 94305-5015 USA phone 650 723 1976 fax 650 725 7979 email duffie@stanford.edu web http://www.stanford.edu/~duffie/ _____________________________________________ ------------- End Forwarded Message ------------- _____________________________________________ Darrell Duffie mail GSB Stanford CA 94305-5015 USA phone 650 723 1976 fax 650 725 7979 email duffie@stanford.edu web http://www.stanford.edu/~duffie/ _____________________________________________ - SAM_rev6.doc
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