Message-ID: <32467537.1075856932751.JavaMail.evans@thyme>
Date: Tue, 25 Apr 2000 01:00:00 -0700 (PDT)
From: vince.kaminski@enron.com
To: steven.leppard@enron.com
Subject: Re: Real options conference in Cambridge
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X-From: Vince J Kaminski
X-To: Steven Leppard
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Steve,

How are the discussions with RISK about an article progressing?

Vince





Steven Leppard
04/25/2000 05:07 AM
To: Lenos Trigeorgis <lenos@ucy.ac.cy> @ ENRON
cc: Vince J Kaminski/HOU/ECT@ECT=20
Subject: Re: Real options conference in Cambridge =20

Lenos

I'd like to give a talk entitled "Diagrammatic Representation of Real Optio=
ns=20
in Enron", in which I will give a brief run-down of a diagrammatic techniqu=
e=20
I have developed for representing real option deals.  My notation allows=20
originators, managers and quants to communicate unambiguously, while still=
=20
appreciating the complexity and subtlety of real optionality.  I have defin=
ed=20
a "diagrammatic grammar" which guarantees that the pricing of the deal=20
follows immediately and automatically from the diagram.

I propose to introduce the symbols and grammar, then go on to present some=
=20
suitable examples of diagrams.  If appropriate I'll talk about the links wi=
th=20
dynamic programming.  (I will need some guidance as to how much technical=
=20
detail I can go into based on the audience.)

All the best,
Steve


  =20
=09Enron Capital & Trade Resources Corp.
=09
=09From:  Lenos Trigeorgis <lenos@ucy.ac.cy>                          =20
04/20/2000 08:45 PM
=09

To: "Steven Leppard" <Steven.Leppard@enron.com>
cc: "Vince J Kaminski" <Vince.J.Kaminski@enron.com>=20

Subject: Re: Real options conference in Cambridge


Steve

thanks for agreeing to talk. I attach the program to see the other speakers
and style (it is addressed to a professional autience)

Please give me a suitable title for the talk (replacing Kaminski=01%s slot =
on
July 6/Energy session) and the details of your position

Thanks

Lenos

At 05:01 __ 04/20/00 +0100, Steven Leppard wrote:
>
>
>Dear Prof Trigeorgis
>
>Vince Kaminski has suggested that I would be a suitable speaker at your Ju=
ly
>conference in Cambridge, and I'd be happy to come along if required.  Plea=
se
>could you send me appropriate details, and the audience type expected.
>
>Many thanks.
>
>Yours sincerely,
>Steve Leppard
>
>
>
>
 - 4thconfsessions.doc

Lenos Trigeorgis
Professor of Finance
University of Cyprus
Dept of Business
75 Kallipoleos, PO Box 20537
CY 1678 Nicosia CYPRUS

Tel: +357 2 892261
Fax:        339063




