Message-ID: <11341471.1075840778217.JavaMail.evans@thyme>
Date: Wed, 2 May 2001 12:35:00 -0700 (PDT)
From: amitava.dhar@enron.com
To: vince.kaminski@enron.com
Subject: Position report for Dual trigger product
Cc: vasant.shanbhogue@enron.com
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X-From: Amitava Dhar <Amitava Dhar/Corp/Enron@ENRON>
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Vince,

I have enclosed a summary of our proposed approach on calculation of notional and the greeks for dual trigger option portfolio.  Please let us know your thoughts/comments.

Amitava

 