Message-ID: <3335277.1075856360400.JavaMail.evans@thyme>
Date: Thu, 19 Oct 2000 03:16:00 -0700 (PDT)
From: zimin.lu@enron.com
To: paulo.issler@enron.com
Subject: credit model
Cc: stinson.gibner@enron.com, vince.kaminski@enron.com
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Paulo,

I have talked to Vince and Stinson about the Credit Model enhancement and 
extension.

We will pull other reseource for the Potential Exposure model, so you will be 
relieved from this more 
challenging part of the project.

Due to our limited manpower, everyone is overloaded with multiple tasks.  So 
we still think you
are the best person for the short term project which is adding the asian 
option to the existing model (ask
Amitava for help if needed).

I do not mind if you want to re-negotiate with the customer about the 
delivery date, but keep in mind that EES
has done deals requiring the asian option valuation in the credit model. 


Zimin


