Enron Mail

From:paulo.issler@enron.com
To:vince.kaminski@enron.com
Subject:LJM Pricing
Cc:stinson.gibner@enron.com
Bcc:stinson.gibner@enron.com
Date:Mon, 14 Feb 2000 10:26:00 -0800 (PST)

Vince:
Here are the files for pricing the deal without and with Credit Risk:

1) Without Credit Risk:


2) With Credit Risk: (two factor model)


Talk to you tomorrow 1:00 PM.
Thanks.
Paulo Issler