Message-ID: <6303619.1075856809361.JavaMail.evans@thyme>
Date: Tue, 7 Mar 2000 09:51:00 -0800 (PST)
From: alex.huang@enron.com
To: vince.kaminski@enron.com, stinson.gibner@enron.com, 
	pinnamaneni.krishnarao@enron.com, vasant.shanbhogue@enron.com, 
	mike.roberts@enron.com, joseph.hrgovcic@enron.com, 
	grant.masson@enron.com, tanya.tamarchenko@enron.com, 
	zimin.lu@enron.com, jason.sokolov@enron.com, vincent.tang@enron.com, 
	alexios.kollaros@enron.com, martin.lin@enron.com, 
	maureen.raymond@enron.com, osman.sezgen@enron.com, 
	paulo.issler@enron.com, michael.sergeev@enron.com, 
	patricia.tlapek@enron.com, farouk.lalji@enron.com, 
	amitava.dhar@enron.com, alex.huang@enron.com, 
	ronnie.chahal@enron.com, kevin.kindall@enron.com, 
	clayton.vernon@enron.com, william.smith@enron.com, 
	ravi.thuraisingham@enron.com, leandro.ibasco@enron.com, 
	yanna.crystal@enron.com, jose.marquez@enron.com, 
	samer.takriti@enron.com, chonawee.supatgiat@enron.com, 
	shalesh.ganjoo@enron.com
Subject: Friday Brown Bag On Derivative Pricing
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X-From: Alex Huang
X-To: Vince J Kaminski, Stinson Gibner, Pinnamaneni Krishnarao, Vasant Shanbhogue, Mike A Roberts, Joseph Hrgovcic, Grant Masson, Tanya Tamarchenko, Zimin Lu, Jason Sokolov, Vincent Tang, Alexios Kollaros, Martin Lin, Maureen Raymond, Osman Sezgen, Paulo Issler, Michael Sergeev, Patricia Tlapek, Farouk Lalji, Amitava Dhar, Alex Huang, Ronnie Chahal, Kevin Kindall, Clayton Vernon, William Smith, Ravi Thuraisingham, Leandro Ibasco, Yanna Crystal, Jose Marquez, Samer Takriti, Chonawee Supatgiat, Shalesh Ganjoo
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Dear everyone,=20

We understand the as members of Enron Research group, all of us are working=
=20
on very interesting projects, some of which are ground-breaking, and we all=
=20
keep a very keen mind on any development of new technology.  We also find=
=20
out, through our own experience, that at this age of information explosion,=
=20
it becomes more and more difficult to have enough time and energy to keep=
=20
abreast with most of the exciting stuff taking place in this department, le=
t=20
alone in the industry.  It is also our personal experience that many a=20
project we are working on has partially been attempted by other members of=
=20
this group.=20

As a remedy, we propose that the research group start an informal brown bag=
=20
lunch group meeting, once every two weeks on Friday, for about 50 minutes. =
=20
It is hoped that it will provide a forum for us to facilitate with new=20
technology and development, as well as with each other=01,s work, so that w=
e do=20
not have to reinvent the wheels. =20

We envision the following: In this meeting (or seminar), each one of us wil=
l=20
take turns to make presentations to the group. The topics could range from=
=20
theoretical consideration to practical implementation, be it option pricing=
,=20
process modelling, insurance issue, or Monte Carlo simulation, or anything=
=20
one finds fascinating.  The presentation material could be papers you have=
=20
been reading recently, projects you are working on,  some problem that=20
bothers you, or an idea that is fascinating. You  choose your own=20
presentation style.  It could be =20
everything-you-always-wanted-to-know-but-were-afraid-to-ask, hand waving=20
style, or it can involve nitty-gritty, detailed derivations, anyway a style=
=20
that suits you and the topic.  Or it can simply be a dry-run for your=20
presentation at the next Risk Conference.  Zimin and Alex will take upon th=
e=20
responsibility of organizing the seminar.=20

We hope the seminar will be up and running in two-three weeks. For that=20
purpose your support will be greatly appreciated. Please let either Zimin o=
r=20
Alex know if you are interested in giving a presentation to the group and=
=20
provide a tentative schedule. Surely the rest of the group will be happy to=
=20
hear your presentation.=20

We encourage everyone to participate this brown bag meeting, either to give=
 a=20
talk or just sit in.=20

Zimin Lu
Alex Huang