Message-ID: <1568833.1075856386106.JavaMail.evans@thyme>
Date: Wed, 3 Jan 2001 09:43:00 -0800 (PST)
From: andreas.simou@garp.com
To: shirley.crenshaw@enron.com
Subject: The GARP Convention
Cc: vince.j.kaminski@enron.com
Mime-Version: 1.0
Content-Type: text/plain; charset=ANSI_X3.4-1968
Content-Transfer-Encoding: 7bit
Bcc: vince.j.kaminski@enron.com
X-From: "Andreas Simou" <andreas.simou@garp.com>
X-To: <shirley.crenshaw@enron.com>
X-cc: <Vince.J.Kaminski@enron.com>
X-bcc: 
X-Folder: \Vincent_Kaminski_Jun2001_2\Notes Folders\Discussion threads
X-Origin: Kaminski-V
X-FileName: vkamins.nsf

Dear Shirley
?
Further to our telephone conversation earlier  today, I am writing concerning 
the GARP 2001 Convention, which will be held in  New York between 13th and 
14th February.
?
I have set a new deadline for presentations to be  sent to me, which is 
Friday 5th January. I am sure you can appreciate that  collating, arranging, 
organising and printing over 80 presentations is a mammoth  logistical task, 
hence why I require the presentations as soon as  possible.
?
Can I please have an indication of when I am likely  to receive Vince's 
presentation? Below is the talk he has agreed to give (he has  also agreed to 
chair the stream on Energy & Corporate Risk on Tuesday 13th  February):
?
Measuring Energy Risk -  Tackling Price Volatility, Adapting VaR, Scenario 
Modeling and Regulatory  Requirements
- mean (or floor)  reversion

	
[IMAGE]	


The  challenge of modeling price dynamics in the energy markets	

 - bullit1.jpg