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Date: Wed, 11 Apr 2001 18:22:00 -0700 (PDT)
From: vince.kaminski@enron.com
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Subject: Term Project:
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This is the list of projects for the members of the "quant" team.
If you are working on different project, please, ignore this message.

Please, develop in a spreadsheet solutions/examples for the following:

1. Black-Scholes formula
2. Black's formula
3. Develop a spreadsheet to simulate price trajectory using:
	a. GBM
	b. GBM + jump (Formula 2.16 in the book, Figure 2.7)
	c. Mean reversion + jump (Formula 2.17, Figure 2.8)
4. Schwartz Single Factor Model (Formula 6.12)
5. Develop models corresponding to the Figures 7.1, 7.3, 7.5, 7.6, 7.8

Vince