Message-ID: <33182340.1075856407211.JavaMail.evans@thyme>
Date: Thu, 8 Mar 2001 03:25:00 -0800 (PST)
From: vince.kaminski@enron.com
To: brad.romine@enron.com, greg.whalley@enron.com
Subject: Brown Bag Dessert On Option Pricing
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FYI

Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/08/2001 
11:25 AM ---------------------------


Alex Huang@ENRON
03/08/2001 10:04 AM
To: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Pinnamaneni 
Krishnarao/HOU/ECT@ECT, Vasant Shanbhogue/HOU/ECT@ECT, Mike A 
Roberts/HOU/ECT@ECT, Sandeep Kohli/ENRON_DEVELOPMENT@ENRON_DEVELOPMENT, 
Joseph Hrgovcic/HOU/ECT@ECT, Tanya Tamarchenko/HOU/ECT@ECT, Zimin 
Lu/HOU/ECT@ECT, Martin Lin/HOU/ECT@ECT, Maureen Raymond/HOU/ECT@ECT, Osman 
Sezgen/HOU/EES@EES, Paulo Issler/HOU/ECT@ECT, Amitava Dhar/Corp/Enron@ENRON, 
Alex Huang/Corp/Enron@ENRON, Kevin Kindall/Corp/Enron@ENRON, Kevin G 
Moore/HOU/ECT@ECT, William Smith/Corp/Enron@ENRON, Jose 
Marquez/Corp/Enron@ENRON, Chonawee Supatgiat/Corp/Enron@Enron, Shalesh 
Ganjoo/HOU/ECT@ECT, Tom Halliburton/Corp/Enron@Enron, Elena 
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Walton/NA/Enron@ENRON, Shane Green/HOU/EES@EES, Seksan 
Kiatsupaibul/HOU/EES@EES, Kate Lucas/HOU/ECT@ECT, Nelson 
Neale/NA/Enron@Enron, Rabi De/NA/Enron@ENRON, Kenneth 
Parkhill/NA/Enron@ENRON, Jaesoo Lew/NA/Enron@ENRON, Jason 
Sokolov/HOU/ECT@ECT, Steve Bigalow/NA/Enron@Enron, Tom 
Barkley/NA/Enron@Enron, Rakesh Bharati/NA/Enron@Enron, Wichai 
Narongwanich/HOU/EES@EE, wlicon@enron.com, Naveen Andrews/Corp/Enron
cc:  
Subject: Brown Bag Dessert On Option Pricing

Hi all,
Martin has kindly arranged the following presentation for us.  Come and enjoy 
it. 

Zimin, Alex

Giuseppe Paleologo of Stanford and Enron Research Summer Intern fame will 
present a talk on 
  IP Pricing 
at 1pm in EB 46C2, Friday, March 9.

Below is a description of the topic.

Because of the bursty and intermittent nature of IP traffic, 
"oversubscription" is possible.  
In telephone or cell phone networks, selling more lines than the physical 
capacity is 
commonplace.  When too many users access the lines at 5pm, busy signals 
result.  With service level agreements that call for damages to be paid when 
capacity is unavailable, simple busy signals will not do.  An approach to 
this 
issue and thoughts on the trade off between oversubscription and liquidated 
damages will be the focus of this interesting talk.
