text
stringlengths 22
2.01M
|
|---|
Sam,
Good thinking. I shall also write an article over the weekend so we shall
have one in reserve.
Vince
Enron North America Corp.
From: William Smith @ ENRON 11/15/2000 07:17 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Elena Chilkina/Corp/Enron@Enron
Subject: the next newsletter
Good Morning, Vince!
As I will be on vacation (tomorrow until Monday the 27th), I'm enlisting
Elena Chilkina's help in producing this Monday's (20 Nov.) newsletter.
Here's how I hope it will work:
I've asked Alex Huang to try to get his article to you by Friday for your
review.
I'm attempting to get with Sharad today to get his photo and remind him about
the bio piece for page one. He should be the feature for Monday.
I will also schedule a person and an article (probably from Charlie Weldon)
for the 27th. If Alex's article is a two-parter, we'll just do part 2 that
day instead.
For all submissions for this coming Monday's issue, I would ask that they be
e-mailed to Elena Chilkina
If you notice something I may have missed, would you please let me know?
Thank You!
Sam
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/17/2000
05:39 PM ---------------------------
Alex Huang@ENRON
11/15/2000 04:03 PM
To: Vince J Kaminski/HOU/ECT@ECT, William Smith/Corp/Enron@ENRON
cc: Kevin Kindall/Corp/Enron@ENRON
Subject: Technical Corner article
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/17/2000
11:02 AM ---------------------------
Anjam Ahmad
02/14/2000 09:48 AM
To: Steven Leppard/LON/ECT@ECT, Benjamin Parsons/LON/ECT@ECT
cc: Shirley Crenshaw/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT
Subject: Invitation to Sunday Dinner with Vince @ 6.30pm
Hi Steve & Ben,
We are planning an early Sunday dinner (one of the few evening slots that are
free in Vince's schedule) at:
Diverso Restaurant
85 Piccadilly
London W1V 9HD
Tel: 020 7491 2222
It's just a few yards to the left of Park Lane hotel on Park Lane, close to
Hyde Park Corner underground and we've been there before. Vince would like
to discuss the latest developments and it seems like the best opportunity to
do so. Please let me know if you can make it and I can make sure the table
is booked accordingly.
Regards,
Anjam
x35383
P.S. Vince will be staying at the Park Lane Hotel, telephone number 0171 499
6321
|
Shirley,
Please register me for this.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/16/2001
12:02 PM ---------------------------
Lance Cunningham@ENRON on 04/16/2001 10:08:12 AM
To: Doug Gilbert-Smith/Corp/Enron@ENRON, Clint Dean/Corp/Enron@Enron, Smith L
Day/HOU/ECT@ECT, Eric Saibi/Corp/Enron@ENRON, Mike Curry/HOU/ECT, Martin
Lin/HOU/ECT@ECT, Ron McNamara/NA/Enron@Enron, Thane
Twiggs/ENRON_DEVELOPMENT@ENRON_DEVELOPMENT, Jean Ryall/NA/Enron@ENRON, Vasant
Shanbhogue/HOU/ECT@ECT, Sevil Yaman/Corp/Enron@Enron, Larry
Jester/Corp/Enron@ENRON, Keller Mayeaux/Corp/Enron@Enron, Michelle
Parks/Corp/Enron
cc: Vince J Kaminski/HOU/ECT@ECT
Subject: 1/2 Day seminar: THE NEW TEXAS ELECTRIC MARKET
FYI,
I thought some of you might be interested in this half day seminar at UT.
Bill Hogan, as well as speakers from the ISO and PUC are scheduled to speak.
I plan to attend. If we have more than 3, we can register as a group for
$145/person - if more than 10 attend, the price is $100/person. Ross
Baldick, one of Martin Lin's and my advisor is the moderator. It may prove
both interesting and contentious will Hogan being there.
http://lifelong.engr.utexas.edu/courses/short/shortcourse.cfm?course_num=425
Lance
---------------------- Forwarded by Lance Cunningham/NA/Enron on 04/16/2001
09:51 AM ---------------------------
"Lance B. Cunningham" <lbcunningham@mail.utexas.edu> on 04/15/2001 05:06:06 PM
To: lance.cunningham@enron.com
cc:
Subject: Fwd: THE NEW TEXAS ELECTRIC MARKET
>Delivered-To: LBCUNNINGHAM@MAIL.UTEXAS.EDU
>Date: Tuesday, 10 Apr 2001 23:30:14 CST
>To: LBCUNNINGHAM@MAIL.UTEXAS.EDU
>From: Engineering Foundation <envip@utxdp.dp.utexas.edu>
>Subject: THE NEW TEXAS ELECTRIC MARKET
>
>Dear Mr. Cunningham,
>
>
>"The New Texas Electric Market and How It
>Compares to the California Market"
>
>May 2, 2001 - 1:00 to 5:00 p.m.
>
>Seminar presented by the College of Engineering,
>The University of Texas at Austin.
>
>Electric Reliability Council of Texas (ERCOT)
>plans to open a pilot retail market in most areas
>of the Texas region on June 1, 2001. This
>presentation will address aspects of the ERCOT
>market and how Texas will avoid experiencing the
>same problems as California. UT Austin's Center
>for Lifelong Engineering is introducing a 1/2 day
>seminar to provide an overview of how this market
>will be structured.
>
>Presenters will include officials from Harvard,
>University of California Energy Institute, ERCOT,
>and The Public Utility Commission of Texas.
>
>For more information or to register, please visit
>our website at www.lifelong.engr.utexas.edu, or
>contact Sharon Campos at 512-471-3506, or
>scampos@mail.utexas.edu.
>
>(This announcement was sent as a courtesy
>from UT-Austin College of Engineering to
>UT Engineering alumni. It was e-mailed
>from the College's general e-mail address,
>which is flagged as 'Engineering
>Foundation.' If you wish to discontinue
>further email messages from the College of
>Engineering, please reply to this message
>with your full name, degree information
>and "Unsubscribe." Thank you!)
|
Hi Jana,
I would like to invite you to visit us in the Woodlands one weekend in July.
My wife wants to make the house presentable after her long absence
and the months of my neglect.
I think I need the coming long weekend to clean up all the papers
and we shall be ready. What about the following weekend or the next one?
Vince
Jlpnymex@aol.com on 06/26/2000 08:23:02 AM
To: vkamins@enron.com
cc:
Subject: contact
Vince,
How are you? I hope you and your family had a lovely trip.
I just came back from a Series 3 prep class in NY last week. One of my
classmates is the new President and CEO of the Montreal Exchange in Canada.
(He thought this class was going to be more advanced)
He told me his exchange is interested in derivatives, and I immediately
thought of you. I am going to email him your info, so that he might contact
you. His name is Luc Bertrand.
Let me know when we might all get together. I am sure your work schedule is
hectic after being out for awhile.
Look forward to hearing from you.
Jana
|
Lonny,
My phone number is 713 853 3848. In London this week,
I shall come back next week.
Vince
"Linder, Lonny D." <ldlinde@nppd.com> on 03/16/2001 02:26:19 PM
To: "'Vince J Kaminski'" <vkamins@ect.enron.com>
cc:
Subject: Enterprise Risk Management
Good afternoon Vince. You and I corresponded over a year ago on the
subject of Enterprise Risk Management. I would like to bounce a couple of
thoughts off of you about this subject from my perspective as the Audit
Manager, but also at an enterprise level as well. I don't have a phone
number for you, just an email address. If you could send me a phone number
I would like to give you a cal sometime next week. If you would like to
give me a call, that would be fine also.
If you are not involved in the ERM process at this time and there is someone
else I could visit with, I would appreciate their name and phone number.
Thanks Vince.
Lonny D. Linder
Internal Audit Services Manager
Nebraska Public Power District
ldlinde@nppd.com
402-563-5435
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 09/27/2000
05:35 PM ---------------------------
Pinnamaneni Krishnarao
09/27/2000 04:17 PM
To: Vince J Kaminski/HOU/ECT@ECT, kaminski@aol.com
cc:
Subject: presentation files
Vince:
FYI, Grant has gone through slides 4-9 (option premium definition in GBM-BS
presentation) last time. I will copy these files to my Laptop and a floppy to
take to the Hotel tomorrow. Bring your laptop also though, just in case ...
Krishna.
|
Lance,
Can you attend this conference?
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/06/2000
01:09 PM ---------------------------
"Dennis Ray" <djray@engr.wisc.edu> on 11/06/2000 12:48:08 PM
To: <vkamins@enron.com>
cc:
Subject: Invitation
Dear Mr. Kaminski:
?
Shmuel Oren indicated that you said that you were interested in learning more
about the Power Systems Engineering Research Center,s upcoming Industrial
Advisory Board meeting. Thanks for your interest.
?
Attached is file that describes the meeting,s objectives, agenda and
attendees. It will be a very stimulating meeting given the mix of academic
and industry attendees. We,re looking forward to the attendance by people
from several ISO,s around the country as well ) a new addition to our
attendee list.
?
I hope you will consider joining us. If you,d like more information about
PSERC, you can find it on the web at www.pserc.wisc.edu. We,ll also be
sending you some information.
?
By the way, you might be interested in an internet seminar we,re running
tomorrow. The information is given below. It,s free except for the cost of
learning how to use NetMeeting if you,ve not already been using it.
?
Please do not hesitate to contact me if you have any questions.
?
Regards,
?
Dennis Ray
Executive Director
608-265-3808
?
?
PSerc Internet Seminar
November 7, 2000
?
Time 1.10-2.00 PM Central Time (connection can be checked at 1.00)
?
Efficient Available Transfer Capability Analysis using Linear Methods
Jamie Weber
PowerWorld Corporation
2004 S. Wright St, Suite 102, Urbana, IL? 61801
weber@powerworld.com
?
Abstract
?
While the concept of ATC has been around for decades, the desire to
calculate its value on a large scale is new.? Organizations responsible for
the reliable operation of the transmission system are given the task of
determining ATC values on a daily basis.? ATC calculations typically include
a large number of contingencies as well as multiple transfer directions and
multiple system conditions.? This presents a labor-intensive task for those
required to calculate ATC values.
?
Because of these circumstances, Powerworld Corporation was approached by the
Bonneville Power Administration (BPA) to develop a new software product for
their use in calculating ATC values.? The new ATC tool, integrated into the
Simulator OPF/ATC software product, was the culmination of this work.? This
talk will cover the basic engineering requirements and mathematics that
governed the development of the ATC tool.? The concept of Linear ATC
analysis will be introduced, along with the underlying mathematics of Linear
ATC analysis including
?
*? Power Transfer Distribution Factors (PTDFs)
*? Line Outage and Closure Distribution Factors (LODFs/LCDFs)
*? Outage Transfer Distribution Factors (OTDFs)
?
Attention will be paid to demonstrating the accuracy of Linear ATC on large
systems as well as demonstrating what Linear ATC does not model.? Examples
will be shown on both small and large-scale systems using Simulator OPF/ATC.
?
Other special topics integrated into PowerWorld Simulator OPF/ATC will also
be discussed such as (1) the inclusion of phase-shifting transformers
directly in linear analysis, and (2) the iteration of linear ATC for use in
modeling controller changes.
?
?
Instructions for Audio Connection
?
Dail in #:??? (505) 242-2420? you will then be prompted to enter the
participant code.? At that time punch in the number below.
?
Participant code:?? 193953
?
?
IP Address for Netmeeting
?
Read the instructions to down load and install Netmeeting.? At about 12.50
PM Central Time on November 7, 2000, dial the following IP address in
Netmeeting?? 128.174.115.8.? Please make sure the resolution on your machine
is set to 1024 x 768 .? This will be the setting on the machine at which the
Power Point slides originate.? If your machine is not set to the same
resolution, the slides on your machine during the seminar will lose
information.
?
Jamie Weber was born in Platteville, Wisconsin, on June 13, 1973.? He
received his B.S. degree in electrical engineering from the University of
Wisconsin - Platteville in May 1995 and his M.S. and Ph.D. degrees in
electrical engineering from the University of Illinois in January 1997 and
October 1999.? He has worked part-time as a software developer at PowerWorld
?
Corporation since the company's inception in 1996, and has been employed
full-time at PowerWorld Corporation since February 1999.? His primary duties
include software development, consulting activities, and software training.
His research interests include power systems, economics, and computer
visualization.
- Invitation.doc
|
Brad,
He is a great kid. I hope his interviews go well tomorrow.
Vince
From: Brad McSherry on 12/08/2000 12:19 PM
To: Vince J Kaminski/HOU/ECT@ECT, Paul Racicot/Enron Communications@Enron
Communications
cc:
Subject: Clay Gran visit
Vince/Paul,
Thank you for visiting with Clay Gran this morning.
Brad
|
FYI
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/14/2000
09:55 AM ---------------------------
Dorothy Youngblood
12/13/2000 05:43 PM
To: Rick Buy/HOU/ECT@ECT, Sally Beck/HOU/ECT@ECT, William S
Bradford/HOU/ECT@ECT, Debbie R Brackett/HOU/ECT@ECT, Vince J
Kaminski/HOU/ECT@ECT, Ted Murphy/HOU/ECT@ECT, Beth Perlman/HOU/ECT@ECT, David
Port/Market Risk/Corp/Enron@ENRON, David Port/Market Risk/Corp/Enron@ENRON,
Stephen Stock/HOU/ECT@ECT, Steve W Young/LON/ECT@ECT, David
Hardy/LON/ECT@ECT, John Paskin/LON/ECT@ECT, Oliver Gaylard/LON/ECT@ECT
cc: Karen K Heathman/HOU/ECT@ECT, Peggy McCurley/HOU/ECT@ECT, Patti
Thompson/HOU/ECT@ECT, Shirley Crenshaw/HOU/ECT@ECT, Rita
Hennessy/NA/Enron@Enron, Araceli Romero/NA/Enron@Enron, Cherylene R
Westbrook/HOU/ECT@ECT, Giselle James/Corp/Enron@ENRON, Claire
Dunnett/LON/ECT@ECT, Lauren Dromgool/LON/ECT@ECT, Debbie R
Brackett/HOU/ECT@ECT
Subject: Risk Systems Enhancements Meeting 12/14/2000 - 9:00 a.m. - 10:00
EB2868
This memo will confirm the above referenced meeting will be held in Room
EB2868 tomorrow morning, 12/14/2000 at 9:00 a.m. Houston Time and 3:00 p.m.
London Time. Next Thursday, December 21, it will be held in Room 50M03.
Claire/Lauren
For everyone calling in from the London office, please advise them to dial
the following number: 713-345-3324. Also, since I was unable to find James
Nu on the email address, will you make sure he is aware of the room change?
Thank you in advance.
Dorothy
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/22/2000
05:33 PM ---------------------------
Vince J Kaminski
12/19/2000 08:46 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: DPC Memo
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/19/2000
08:47 PM ---------------------------
Sandeep Kohli@ENRON_DEVELOPMENT
12/17/2000 06:42 AM
To: Vince J Kaminski@ECT
cc:
Subject: DPC Memo
Vince,
I am in Houston (rrived Satruday), and will be in office on Monday (though
officially, I am on vacation). Would like to catch up with you if possible.
It looks like your team will be getting involved in some form on the DPC
side. I have already made a recommendation to Wade.
I am attaching a small memo that I have addressed to Wade on the DPC position
and possible workout. This is still a draft and will likely get shared later
with others. I would love to get your comments on the same. At the same
time, this also will give you some idea of the problem, in conjunction with
the other Plan presentation I had sent you.
Look forward to touching base with you.
Regards,
Sandeep.
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/05/2000
04:58 PM ---------------------------
VKaminski@aol.com on 03/27/2000 10:52:42 PM
To: vkamins@enron.com
cc:
Subject: Fwd: this and that
Return-path: Argo713@aol.com
From: Argo713@aol.com
Full-name: Argo713
Message-ID: <4b.224b470.260e7ef9@aol.com>
Date: Sat, 25 Mar 2000 15:43:37 EST
Subject: Fwd: this and that
To: VKaminski@aol.com
MIME-Version: 1.0
Content-Type: multipart/mixed; boundary="part2_6a.161e150.260e7ef9_boundary"
X-Mailer: AOL 5.0 for Windows sub 67
Return-path: VKaminski@aol.com
From: VKaminski@aol.com
Full-name: VKaminski
Message-ID: <e0.26709c8.26065fcf@aol.com>
Date: Sun, 19 Mar 2000 11:52:31 EST
Subject: Fwd: this and that
To: VKaminski@aol.com
CC: Argo713@aol.com
MIME-Version: 1.0
Content-Type: multipart/mixed; boundary="part3_6a.161e150.26065fcf_boundary"
X-Mailer: AOL 5.0 for Windows sub 67
Content-Transfer-Encoding: 7bit
Return-Path: <Vince.J.Kaminski@enron.com>
Received: from rly-zd01.mx.aol.com (rly-zd01.mail.aol.com [172.31.33.225])
by air-zd05.mail.aol.com (v69.28) with ESMTP; Mon, 13 Mar 2000 15:03:32 -0500
Received: from mailman.enron.com (mailman.enron.com [192.152.140.66]) by
rly-zd01.mx.aol.com (v69.17) with ESMTP; Mon, 13 Mar 2000 15:03:06 -0500
Received: from dserv1.ect.enron.com (dserv1.ect.enron.com [172.16.1.37]) by
mailman.enron.com (8.8.8/8.8.8/corp-1.03) with ESMTP id UAA26181 for
<vkaminski@aol.com>; Mon, 13 Mar 2000 20:02:25 GMT
Received: from notes.ect.enron.com (notes.ect.enron.com [172.16.4.33]) by
dserv1.ect.enron.com (8.8.8/8.8.8) with SMTP id OAA27548 for
<vkaminski@aol.com>; Mon, 13 Mar 2000 14:03:04 -0600 (CST)
Received: by notes.ect.enron.com(Lotus SMTP MTA v4.6.5 (863.2 5-20-1999))
id 862568A1.006E21F6 ; Mon, 13 Mar 2000 14:02:56 -0600
X-Lotus-FromDomain: ECT
From: "Vince J Kaminski" <Vince.J.Kaminski@enron.com>
To: vkaminski@aol.com
Message-ID: <862568A1.006E1FFA.00@notes.ect.enron.com>
Date: Mon, 13 Mar 2000 14:02:50 -0600
Subject: this and that
Mime-Version: 1.0
Content-type: text/plain; charset=us-ascii
Content-Disposition: inline
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/13/2000
02:03
PM ---------------------------
Sheridan Titman <titman@mail.utexas.edu> on 02/29/2000 05:29:19 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: this and that
Hi Vince:
I haven't talked to you in a while and wanted to touch base with you on a
couple of issues.
1. Is there someone at Enron who would be interested in speaking to our
MBAs about real options? Jim Dyer from our management science group is
interested in having someone for his decision analysis class this spring.
Also, I am thinking about having a panel discussion in the Fall on
valuation issues.
2. I recently received a phone call from the editor of the Journal of
Applied Corporate Finance, which is a practioner journal sponsored by the
Bank of America and Stern Stewart which is distributed to academics and
major corporations. They are doing a special issue on Energy and are
interested in an article on how energy derivatives are used for risk
management. Are you aware of anyone from Enron who has written such an
article?
3. Last fall when you visited us at UT we discussed the possibility of
giving lectures to Enron employees on valuation. Ehud and I sent you a
proposal but didn't get a response. Is there still an interest in this.
4. Murray Carlson and I are developing a general equilibrium model that we
think is potentially useful for valuing oil and gas derivatives as well as
real investments. If you think this approach might be potentially useful
for Enron, we would be interested in presenting our model to your research
group.
I look forward to hearing from you soon.
Best regards,
Sheridan
Sheridan Titman
Department of Finance
College of Business Administration
University of Texas
Austin, Texas 78712-1179
512-232-2787 (phone)
512-471-5073 (fax)
titman@mail.utexas.edu
|
Becky,
I have finished my budget but before I send it out,
I would like to run it by you. I made a few assumptions and changes
to the template.
Can you find 15 minutes today or tomorrow? I can walk you through the
spreadsheet.
Vince
|
Michael,
Please, contact Zimin Lu.
Vince Kaminski
Michael Danielson
06/30/2000 01:10 PM
To: Vince J Kaminski/HOU/ECT@ECT, Mike A Roberts/HOU/ECT@ECT
cc: Angela Connelly/LON/ECT@ECT, Savita Puthigai/NA/Enron@Enron
Subject: EOL Phase 2
Thanks for your help on content for EOL phase 2.
An additional piece of content that we are trying to include in our scope is
an options calculator. This would be an interactive tool to teach less
sophisticated counterparties about options. We would like to collaborate
with someone in research to refine our approach (and make sure we're using
the right formulas). Who should we contact in research for this?
Attached is a mock-up of what we have in mind...
- Calculator Prototype.ppt
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 07/10/2000
03:06 PM ---------------------------
Pinnamaneni Krishnarao
07/10/2000 02:03 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject:
Free Seminar: "Optimization Model for Capital Investment Decisions
Using Option Pricing", by INFORMS President John Birge
You are invited to attend a free, 45-minute online seminar on
"Optimization model for capital investment decisions using option
pricing".
When: Wednesday, July 19, at 2:00 PM EDT
Where: Right from your desktop! You can participate using your office
computer and telephone.
How: <http://www.e-optimization.com/resources/web_realoptions.cfm>
Real-option valuation incorporates the opportunities a company may enjoy
using either new knowledge or changes in the marketplace for making
capital investments. The talk focuses on optimization models for
determining best investment levels and demonstrates how stochastic
(involving random variables) programs consider risk without creating
unwieldy formulations. Hear how Hewlett-Packard, Intel, and General
Motors are using this process successfully.
INFORMS President John Birge, Dean of the McCormick School of
Engineering and Applied Science at the Northwestern University in
Illinois, will give the seminar. John is a popular author and speaker
and during the past five years has been in demand for his talks on
stochastic programming and optimization.
Who should attend: OR analysts, strategic planners, financial analysts,
consultants and financial decision makers or anyone interested in
hearing about innovative, exciting, practical decision-making tools.
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/02/2001
09:14 AM ---------------------------
Shirley Crenshaw
05/02/2001 08:55 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, Joseph Hrgovcic/HOU/ECT@ECT, Tanya
Tamarchenko/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT, Martin Lin/HOU/ECT@ECT,
Maureen Raymond/HOU/ECT, Osman Sezgen/HOU/EES@EES, Paulo Issler/HOU/ECT@ECT,
Amitava Dhar/Corp/Enron@ENRON, Alex Huang/Corp/Enron@ENRON, Kevin G
Moore/HOU/ECT@ECT, William Smith/Corp/Enron@Enron, Jose
Marquez/Corp/Enron@ENRON, Chonawee Supatgiat/Corp/Enron@Enron, Tom
Halliburton/Corp/Enron@Enron, Elena Chilkina/Corp/Enron@Enron, Sevil
Yaman/Corp/Enron@Enron, Sofya Tamarchenko/NA/Enron@Enron, Bob
Lee/NA/Enron@Enron, Gwyn Koepke/NA/Enron@Enron, Anita DuPont/NA/Enron@ENRON,
Youyi Feng/NA/Enron@Enron, Praveen Mellacheruvu/HOU/EES@EES, Stephen
Bennett/NA/Enron@ENRON, Roman Zadorozhny/HOU/EES@EES, Lance
Cunningham/NA/Enron@ENRON, Leann 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@EES, Sandeep Kohli@Enron, Iris Mack/ENRON@enronXgate,
Mitra Mujica/ENRON@enronXgate, Pamela Davis/ENRON@enronXgate
cc:
Subject: Rice University Map (Piano Concert on Saturday Evening)
In case you plan on attending the piano recital of Vince's friend on Saturday
evening, I am attaching a map to the Sheperd School of Music at Rice
University.
Cheers!
|
Dale,
Confirmed.
Vince
"Dale M. Nesbitt" <dale.nesbitt@worldnet.att.net> on 07/05/2000 11:03:19 PM
To: <Vince.J.Kaminski@enron.com>
cc:
Subject: RE: Friday Morning Meeting?
Vince:
7am at Hyatt Regency Downtown would be perfect. I will see you in the lobby
at 7am.
Best regards, Dale
-----Original Message-----
From: Vince.J.Kaminski@enron.com [mailto:Vince.J.Kaminski@enron.com]
Sent: Wednesday, July 05, 2000 3:23 PM
To: dale.nesbitt@marketpointinc.com
Cc: Vince.J.Kaminski@enron.com; Shirley.Crenshaw@enron.com
Subject: Re: Friday Morning Meeting?
Dale,
Friday is a bad day (Performance Review Committee all day).
What about 7:00 at the office or breakfast meeting at 7:00? We can meet
at Hyatt Regency Downtown (Smith Street).
Vince
"Dale Nesbitt" <dale.nesbitt@marketpointinc.com> on 07/05/2000 12:13:59 AM
To: "Vince. J. Kaminski" <Vince.J.Kaminski@enron.com>
cc:
Subject: Friday Morning Meeting?
Vince:
Can we get together Friday morning July 7 at 800 am at your office? That
would be particularly convenient for me. I will have to leave downtown at
about 945 to catch a plane. That will ensure that I wont take up too much
of your time!! Thanks for your efforts here, and thanks for being patient
with me.
Dale Nesbitt
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 06/02/2000
05:20 PM ---------------------------
"Chris Strickland" <chris@lacima.co.uk> on 06/01/2000 07:45:53 AM
Please respond to "Chris Strickland" <chris@lacima.co.uk>
To: "VinceJKaminski" <Vince.J.Kaminski@enron.com>
cc: "Julie" <julie@lacima.co.uk>
Subject: Energy Conference - Sydney
Hi Vince,
?
Just a friendly reminder that the hired guns are making their way up to
Houston to visit with you and Grant.
?
I was reading the promotional material for the EPRM conference here in July.
I wanted to invite you to dinner at my apartment on the evening between the
main conference and the post-conference seminars (18th July). We have a
pretty spectacular view of the Harbour here that you might enjoy.
?
Best regards.
?
Chris.
?
------------------------------------------
Dr Chris Strickland
?
School of Finance and Economics, University of Technology, Sydney
Financial Options Research Centre, University of Warwick, UK
?
Director, Lacima Consultants Ltd
www.lacima.co.uk
|
Jeff,
I am sending you a recommendation regarding our cooperation with the Wharton
School, following my visit with Tom Piazze in May. Tom is a Corporate
Relations Officer
at Wharton.
Recommendation.
I am writing to you to recommend joining The Wharton Partnership.
The Partnership is an umbrella program established to coordinate
Wharton School initiatives for industry-academic cooperation. Currently,
the partnership supports alliances with approximately 200 companies
worldwide.
The recommended annual contribution by Enron is between $100K-150K,
that puts us in the top bracket of contributing companies, such as GE,
Citigroup,
Goldman, Sachs & Co., Intel, and many others. The contribution is executed
through
grants to different research projects that would directly benefit Enron. The
choice
of the projects is at our discretion and can be changed over time
depending on the business needs.
Benefits to Enron.
Enron can benefit from the Partnership by:
- gaining advance access to current academic research
- significantly increasing our presence and visibility on the campus,
enhancing our recruiting efforts
- taking our message directly to influential academics who have significant
influence on public opinion
- gaining access to high quality executive education programs
Specific Programs.
The Partnership functions through involvement in different research projects.
I have
identified a few projects that will maximize the benefit to Enron.
1. WeBI (Wharton e-Business Initiative). This programs provides an umbrella
for different initiatives in the area of curriculum development, research
and
corporate engagement related to e-commerce.
Main benefits: access to e-commerce research and
enhanced recruitment opportunities.
2. Emerging Technologies Management Research Program. Interdisciplinary
program addressing issues facing companies in new markets: managing
intellectual
property, participating in emerging technologies, selecting the optimal
organizational structures.
Benefits to Enron: access to financial technology in the area of
valuation of
intangible assets and new forms of business organizations.
3. Risk Management and Decision Process Center. Development of techniques for
assessment and management of non-traditional risks (risks outside the
scope
of traditional insurance contracts and capital markets instruments).
Benefits to Enron: access to new risk management tools, dissemination
of information about our capabilities in this area.
Potential users of the program at Enron.
My group could coordinate the cooperation with the Risk Management and
Decision Process Center.
Greg Whalley is a potential customer for WeBI. Several different units of
Enron can be involved
with Emerging Technologies Management Research Program.
Vince |
Jeff,
Correction. Tom Costantino's phone number:
Phone: (713) 680 8687 (h)
My previous message had a typo.
Vince |
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/04/2001
03:27 PM ---------------------------
Ben Parsons
04/04/2001 08:47 AM
To: Iris Mack/ENRON@enronXgate
cc: Vasant Shanbhogue/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT, Scott
Salmon/EU/Enron@Enron, Bryan Seyfried/LON/ECT@ECT, Nigel Price/LON/ECT@ECT,
Tomas Valnek/LON/ECT@ECT
Subject: Enron Credit Model Docs
Iris
Vasant informed me that you would be helping the quant efforts of Enron
Credit, with the first job to be compiling model documentation to be sent to
Darrell Duffie. I've attached below a pretty complete set of current docs we
have produced, in no particular order:
Nigel's doc on FMC curve generation (he claims it is out of date now though):
FMCMATHS.DOC
My doc on general theory we're using for pricing and default probability
generation:
CREDIT PRICING 2.1.DOC
My doc on asset swap calculation (there is one error to correct)
ASSET SWAP DFIS.PDF
My doc on Placement Model (a second version of the model incorporating
ratings has yet to be documented)
PLACEMENT MODEL 1.0.1.DOC
George's doc on the neural network placement model:
NEURAL NETWORK 1.0.DOC
My doc on the VAR model used for credit:
VAR MODEL 1.0 .DOC
and Kirstee's which preceded it:
CREDITVAR2.DOC
Nigel's doc on the portfolio model used for CDOs and basket trades:
SYNTHETICCDOS.DOC
Katherine's doc on correlations:
CORRELATIONS.DOC
Let me know if you need any more information about these models and their
applications.
Regards
Ben
PS I've had to zip the files up as they were too big:
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/15/2000
10:04 AM ---------------------------
Sevil Yaman@ENRON
11/15/2000 09:40 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Robert Mccullough speech
Vince,
Here is a speech of Robert that I recently received.
Sevil,
|
Margaret,
Thanks
Vince
Margaret Carson@ENRON
04/19/2000 08:16 AM
To: Doug Leach/HOU/ECT@ECT, Bruce N Stram/HOU/EES@EES, Vince J
Kaminski/HOU/ECT@ECT
cc:
Subject: PRESENTATION ON CURRENT OIL AND GAS MARKETS
Good stuff here..Margaret
---------------------- Forwarded by Margaret Carson/Corp/Enron on 04/19/2000
08:15 AM ---------------------------
Joe Hillings
04/19/2000 03:29 AM
To: Margaret Carson/Corp/Enron@ENRON
cc:
Subject: POWER POINT PRESENTATION ON CURRENT OIL AND GAS MARKETS
---------------------- Forwarded by Joe Hillings/Corp/Enron on 04/19/2000
03:34 AM ---------------------------
Dobpetroad@aol.com on 04/18/2000 07:18:26 PM
To: aalhajji@mines.edu, theabrams@attglobal.net, saltman@irex.org,
alatau@hotmail.com, arild.nystad@rcgruppen.no, bigg8888@incom.net,
bobb@bullwinkle.econ.usyd.edu.au, mbauer@www.imp.mx, DELTACB@aol.com,
caspian@altinet.net, markb@pecc.org, jean-marie.bourdaire@wanadoo.fr,
breipohl@mailhost.ecn.ou.edu, food@pecc.org, sfbrown@ibm.net,
GCaruso@csis.org, Peter.Catania@uregina.ca, gatelyd@fasecon.econ.nyu.edu,
geaton@elyenergy.com, ecssrconf@ecssr.ac.ae, ralf.gronych@basf-ag.de,
mhamly@MAROC1.GCN.ou.edu, iceed@stripe.colorado.edu, jhillin@enron.com,
rpankau@enron.com, michael.a.ehlers@enron.com, ttalley@ect.enron.com,
dterlip@ei.enron.com, Franz.B.Ehrhardt@usa.conoco.com,
mike.g.gaskins@exxon.sprint.com, mmfoss@uh.edu, HFranssen@aol.com,
nblackburn@ou.edu, jblose79@hotmail.com, Ronnie.A.Brown-1@ou.edu,
lbrunken@chesapeake-energy.com, jebuckley@ou.edu, emmanuelc@ou.edu,
chapulin78@hotmail.com, jhcalhoun@ou.edu, jeremya@ou.edu, AAGlover@aol.com,
modoc@mmcable.com, MH71711@aol.com, ckusiak@mmcable.com, deuces@ou.edu,
jimmyt@ou.edu, kevdonahue@hotmail.com, dannyhurpin@hotmail.com, hixon@ou.edu,
brandon.s.stephens-1@ou.edu, ftkryza@metronet.com, George.Zeigler@hq.doe.gov,
ggertsch@ou.edu, aghamarian@iie.org, Narsi@www.dci.co.ir,
codygraves@netscape.net, tg@petrolaw.com, mcb@tkd.att.ne.jp,
Ronald.Hagen@eia.doe.gov, sbender@metr.ou.edu, ddemko@ou.edu, tami@ou.edu,
thomas.a.jones-1@ou.edu, delsol9976@hotmail.com, rolldog@ou.edu,
vorticity@ou.edu, dbz70echo@hotmail.com, silv1600@ou.edu, plamb@ou.edu,
dobrien@ou.edu, dpursell@simmonsco-intl.com, wjc@basil.stthom.edu,
mshaigh@tamu.edu, kchenry@ibm.net, bhare@vastar.com, epd@rice.edu,
fbh@bakerobrien.com, bobw@pennwell.com, congenih@accesscomm.net,
michael.howard@enspmfi.com, vahutchinson@caltex.com, daviespa@bp.com,
spierer@cgi.ch, hoesung@unitel.co.kr, iaee@iaee.org, iden.mark@preussag.de,
LHJack1113@aol.com, tjacobs@ou.edu, JAI-Energy@worldnet.net,
jsmith@realtors.org, felmyj@api.org, joliverE@ect.enron.com,
rjones@cwlaw.com, tkinsey@ou.edu, rkoo@lubrizol.com, jkwan@ou.edu,
rkruiz@post.cis.smu.edu, redeco@redecoenergy.com, tim.mackey@isr.gov.au,
kmalloy@energymarkets.org, mallinson@ou.edu, omar2@sprynet.com,
jean.masseron@ifp.fr, RichardMcKean@thefinancials.com, elmorse@hess.com,
Vimla@cconnection.org, barrykmurphy@hotmail.com, bnitzov@ou.edu,
knixon@ou.edu, nongnuch@abf-asia.com, Arild.Nystad@rcc.no, aoi@home.com,
paob@pacbell.net, mthompson@oipa.com, cpt@brashear-group.com,
ed.hendrix@parkerdrilling.com, RichardBSpears@cs.com,
kerry-sublette@utulsa.edu, jim.linn@parkerdrilling.com,
codygraves@statesource.com, shaunl@chguernsey.com, gldmark@telepath.com,
mpenn@ou.edu, gjt2@engr.uark.edu, John.Oliver@enron.com, reortiz@ecnet.ec,
A.Owen@unsw.edu.au, BQP@ppco.com, ptaylor@nada.org, eperkins@ou.edu,
rhpahl@ppco.com, gasteph@ppco.com, jrsoybe@ppco.com, wbberry@ppco.com,
awrisle@ppco.com, tgerick@ppco.com, ekgrigs@ppco.com,
msaidkhodjaeva@hotmail.com, akekilova@hotmail.com, bukara58@hotmail.com,
aijianhua@hotmail.com, bshook@energyintel.com, gfroach@turnermason.com,
dmroutt@hotmail.com, mruiz@www.imp.mx, igorsalazar@usa.net,
ashgarsa@aramco.com.sa, munirasa@hotmail.com, es.kensis@pacific.net.sg,
dcshaw@usa.net, bshoup@samson.com, bgazhrad@mbox.infotel.bg,
mdshpi@ionet.net, gtdmark@telepath.com, 1874@mathtechinc.com,
p.j.stevens@dundee.ac.uk, tstreit@usaid.gov, subroto@cbn.net.id,
jsuflita@ou.edu, chuck.sullivan@parkerdrilling.com,
kevin_swift@mail.cmahq.com, CTYTANIC@kmg.com, joe.monroe@unocal.com,
dhopgood@unocal.com, steve.long@unocal.com, gwhitney@usgs.gov, EXSAM@aol.com,
JPVenners@aol.com, bobw@pennwell.com, herndon_blake@wes.twc.com,
mitchell_callie@wes.twc.com, awebb@fin.twc.com, ccampel@wes.twc.com,
whit9280@msmailhub.oulan.ou.edu, msharma1@worldbank.org,
sstreifel@worldbank.org, hrazavi@worldbank.org, ysumi@worldbank.org,
yokobori@aperc.ieej.or.jp, jmulva@ppco.com
cc:
Subject: POWER POINT PRESENTATION ON CURRENT OIL AND GAS MARKETS
Dear Friends of the Institute for Energy Economics and Policy
The attached power point presentation "Oil and Gas Markets: Myth and Reality"
was given today to a major luncheon (April 18th) meeting of the American
Association for Petroleum Geology Annual Conference in New Orleans. The
presentation looks at current oil and gas markets during the last year and
the next twelve months.
IEEP makes occasional papers, research, and analysis available to the friends
and supporters. This work asks the question of whether current prices are
sustainable and examines the impact of weather and non market factors on the
market. If you would like to know more about our efforts to develop EWxAS,
our analytical and risk managment product, please contact us.
I thought you might find the attached presentation interesting and perhaqps
useful.
Regards
Dennis O'Brien
Director, Institute for Energy Economics and Policy
Sarkeys Energy Center
University of Oklahoma
- dob=presentation.ppt
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/19/2001
04:59 PM ---------------------------
Tom Halliburton@ENRON
01/19/2001 03:19 PM
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, 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, Clayton Vernon/Corp/Enron@ENRON, 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 Chilkina/Corp/Enron@Enron, Sevil
Yaman/Corp/Enron@Enron, Sofya Tamarchenko/NA/Enron@Enron, Bob
Lee/NA/Enron@Enron, Gwyn Koepke/NA/Enron@Enron, Hector Campos/HOU/ECT@ECT,
Anita DuPont/NA/Enron@ENRON, Youyi Feng/NA/Enron@Enron, V Charles
Weldon/HOU/ECT@ECT, Praveen Mellacheruvu/HOU/EES@EES, Li Sun/NA/Enron@Enron,
Stephen Bennett/NA/Enron@ENRON, Roman Zadorozhny/HOU/EES@EES, Lance
Cunningham/NA/Enron@ENRON, Leann 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
cc:
Subject: Non Linear Optimization - Friday 19 January Brown Bag
Leon Lasdon from UT Austin has been involved in the development of non-linear
optimization algorithms for many years. He is the author of the non linear
solver embedded in Excel. Leon will be visiting on Friday 19th and will give
a talk at 11:30 in 19c2. See the attached abstract for in-depth details.
Tom Halliburton
|
Christie,
What about the invitation to dinner for Gillis and Whitaker?
Vince
Christie Patrick
04/10/2001 06:01 PM
To: mgillis@rice.edu, grwhit@rice.edu
cc: Vince J Kaminski/HOU/ECT@ECT, Steven J Kean/NA/Enron@Enron
Subject: ALP presentation
President Gillis and Dean Whitaker,
Enron would be honored with your presense at the presentation set forth
below.
Under the guidance of Vince Kaminski and his team here at Enron, we are
thoroughly enjoying working with this group of bright and enthusiastic Rice
students. We hope you can join us for the culmination of their significant
efforts.
Please let me know--Thanks!!
--Christie.
---------------------- Forwarded by Christie Patrick/HOU/ECT on 04/10/2001
05:52 PM ---------------------------
Vince J Kaminski
04/10/2001 08:13 AM
To: barrett@rice.edu, uecker@rice.edu, cmiller@rice.edu, lounghrid@rice.edu,
luigical@rice.edu
cc: Vince J Kaminski/HOU/ECT@ECT, Christie Patrick/HOU/ECT@ECT, Shirley
Crenshaw/HOU/ECT@ECT, Kenneth Parkhill/NA/Enron@ENRON
Subject: ALP presentation
On behalf of Enron Corp. I would like to invite you to an ALP Project
presentation by a group of students
of Jesse H. Jones Graduate School of Management, Rice University.
The students will present the results of a research project regarding
electronic trading
platforms in the energy industry.
The presentation will be held on May 7, at 4:00 p.m. at Enron, 1400 Smith.
We would also like to invite you to dinner, following the presentation.
Vince Kaminski
Vincent Kaminski
Managing Director - Research
Enron Corp.
1400 Smith Street
Room EB1962
Houston, TX 77002-7361
Phone: (713) 853 3848
(713) 410 5396 (cell)
Fax : (713) 646 2503
E-mail: vkamins@enron.com
|
Paul,
Thanks for your message. Look fwd to your call.
Vince
"Paul Bristow" <pbristow@riskwaters.com> on 10/19/2000 07:25:21 AM
Please respond to "Paul Bristow" <pbristow@riskwaters.com>
To: <pbristow@riskwaters.com>
cc:
Subject: Power 2000/EPRM 2001
As a speaker at EPRM's highly successful Power 2000 event in Houston, I am
writing to inform you of our 2001 annual congress and to introduce myself. I
will be responsible for the production of all North American EPRM events
having moved from our banking conference and training course division in
July. Just to update you on the whereabouts of the EPRM team, Emma Wolfin is
developing our technology events for Waters conferences and Joel Hanley will
be starting his new role as an EPRM journalist from November 1st.
EPRM 2001 will be held in Houston on the 14th, 15th & 16th of May and I am
keen to start the initial research as soon as possible. I intend to call
each Power 2000 speaker within the next two weeks. Initially, I would like
to provide you with advanced notice of the event and wish to clarify some
issues.
What current industry developments merit streams or pre/post conference
seminars at EPRM 2001?
What research are you or your company involved in that would justify
inclusion in EPRM 2001?
Aside from your own work, what subjects are currently at the cutting-edge of
energy risk management?
Who else would you recommend as a potential speaker? (Regulatory bodies,
academics, practitioners)
Any assistance at this initial stage of research is appreciated. You can
email me or call on +44 20 7484 9883. I look forward to working with you on
this event.
Paul Bristow
Senior Conference Producer, EPRM Conferences
|
Dale,
Please, call me on Tuesday. My morning schedule is full but I am open in the
afternoon.
Vince
"Dale M. Nesbitt" <dale.nesbitt@marketpointinc.com> on 04/30/2001 01:51:21 AM
Please respond to <dale.nesbitt@marketpointinc.com>
To: "Vincent Kaminski" <Vince.J.Kaminski@enron.com>, "Kimberly S. Watson"
<kwatson@enron.com>
cc:
Subject: Get Together This Coming Tuesday?
Vince/Kim:
I am flying to Houston tonight and wondered if it would fit one or both of
your schedules to get together this coming Tuesday sometime for 1/2 hour or
so. I really want to reinitiate the conversations MarketPoint was having
with John Goodpasture and you, and he said either or both of you were the
right people to continue after his responsibility shift. John was quite
positive about the idea of Enron acquiring MarketPoint NARG through license,
and he implied that one or both of you would be carrying the ball in that
direction after he handed it to you.
Would this coming Tuesday morning at 930 am be a good time for you guys? If
so, please give me an email shout at the above address or leave a message on
my voicemail at (650)218-3069. I think you will be truly impressed with the
scope and progress we have been able to make with both the short run NARG
and the long run NARG in which you were interested (not to mention our power
model). The progress is noticeable since you saw it. Both long and short
term NARG are having quite an impact on a number of gas decisions at the
moment ranging from Venezuelan LNG, North American LNG import terminals and
term, gas basis calculations, trading support, power plant development,
gas-to-power price spreads in key markets, veracity of heat rate trades,
bank financings, storage field evaluation, and which new pipelines we can
expect to see enter and which are dogs.
I really hope we can fit it in and get our discussions moving in a mutually
productive direction again. I think NARG can help you become even more
successful, and I look forward to working with you.
We have a new office address and new phone number as well. (We move in May
1.)
Altos Management Partners
95 Main Street, Suite 10
Los Altos, CA 94022
(650)948-8830 voice
(650)948-8850 FAX
(650)218-3069 Cellular
Give the phones a week or so to get "debugged" and then switch over.
Dale
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/23/2001
04:52 PM ---------------------------
From: David Port/ENRON@enronXgate on 03/23/2001 08:56 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Raptor
Vince
How do we cope with the ethical issues this presents ?
Rgds
DP
|
Darrell,
Thanks a lot.
A quick question: we haven't
received your invoice for the last few model / paper reviews.
Please, make sure that we are billed.
Clewlow/Strickland book is out. I shall send you a copy today.
Vince
Darrell Duffie <duffie@Stanford.EDU> on 01/24/2001 03:17:01 PM
Please respond to Darrell Duffie <duffie@Stanford.EDU>
To: Vince.J.Kaminski@enron.com
cc: hoshino@Stanford.EDU
Subject: Re:
Vince/ Taiichi
In case you are interested, I attach
this paper on gas Storage value modeling.
Best, Darrell
_____________________________________________
Darrell Duffie
mail GSB Stanford CA 94305-5015 USA
phone 650 723 1976
fax 650 725 7979
email duffie@stanford.edu
web http://www.stanford.edu/~duffie/
_____________________________________________
- Paper4.pdf
|
Jennifer,
I am available for 30 minutes on Fri, Oct 30.. A meeting at 8:30 would work
better for me.
Vince
Jennifer Burns
10/24/2000 04:14 PM
To: Michele Nezi Marvin/Enron Communications@Enron Communications, Mark
Palmer/Corp/Enron@ENRON, Cindy Derecskey/Corp/Enron@Enron, Vince J
Kaminski/HOU/ECT@ECT, Shirley Crenshaw/HOU/ECT@ECT, Beth
Miertschin/HOU/ECT@ECT, Christie Patrick/HOU/ECT@ECT, Kristin
Gandy/NA/Enron@Enron
cc:
Subject: Meeting RE: Wharton Strategy
Lets try for Friday, October 27 @ 9:00AM, Please let me know if you are
available. Thanks!
---------------------- Forwarded by Jennifer Burns/HOU/ECT on 10/24/2000
04:07 PM ---------------------------
Jennifer Burns
10/23/2000 11:08 AM
To: Michele Nezi Marvin/Enron Communications@Enron Communications, Sarah
Mulholland/HOU/ECT@ECT, Mark Palmer/Corp/Enron@ENRON, Kristin
Gandy/NA/Enron@Enron, Beth Miertschin/HOU/ECT@ECT, Christie
Patrick/HOU/ECT@ECT, Jeffrey A Shankman/HOU/ECT@ECT, Vince J
Kaminski/HOU/ECT@ECT
cc:
Subject: Meeting RE: Wharton Strategy
Jeff Shankman would like to have a meeting RE: Wharton Strategy. Please let
me know if you would be available Thursday, October 26 @ 3:00. I will get
back with everyone to confirm a location. Thanks!
Jennifer
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/10/2000
12:42 PM ---------------------------
Enron North America Corp.
From: Corporate Benefits @ ENRON 01/10/2000 08:27
AM
Sent by: Enron Announcements@ENRON
To: All Enron Houston
cc:
Subject: THE DOCTOR,S OFFICE
THE DOCTOR,S OFFICE
The Doctor,s Office, located on the 3rd floor of the Enron Building, offers
convenient on-site medical care for all Active Enron employees who are
enrolled in any of the Enron Corp. Medical Plan options (except the "No
Coverage" option). Dependents of employees, contractors and visitors are not
eligible to receive these services, as well as employees not eligible for
"Enron Corp." benefits.
Hours of Operation are:
Monday through Friday
7:30 am - 12:30 pm
1:30 pm - 2:30 pm (Closed for lunch from 12:30-1:30 pm)
Appointments are encouraged, but walk-ins are accepted. To call for an
appointment, call (713) 750-7074.
A $10 copayment is required for a visit at The Doctor's Office, regardless of
the Medical Plan option you have elected. You will be required to present
your Medical Plan ID card on your first visit each year, so that your file
may be updated. Please bring cash or check covering your $10 copayment each
time you visit The Doctor's Office. (The Doctor's Office is not equipped to
bill you for the copayment - please be prepared to make your copayment when
you arrive for your appointment or you may have to return to your work
location without receiving service.) The Doctor's Office will also require
you to update your patient information form each year so your file is
complete.
If you are prescribed medications at The Doctor's Office, they can be ordered
through Maxor Pharmacy (located at Christus/St. Joseph Hospital) and
delivered to The Doctor's Office twice daily. You will be contacted when
your order has arrived and you may pick it up from The Doctor's Office during
their normal business hours. PLEASE BE PROMPT IN PICKING UP YOUR MEDICATION,
AS ALL PRESCRIPTIONS WILL BE RETURNED TO THE PHARMACY IF NOT PICKED UP WITHIN
24 HOURS. You may pay for your order by cash, check or credit card.
Remember, prescription drug copayments are changing effective 1-1-2000:
Generic medications are $8.00 and Name Brand medications are $16.00 for a
30-day supply. (If the medication prescribed has a generic equivalent but
you receive the name brand medication, you must pay the difference in
ingredient cost plus the generic copayment.)
|
Barbara,
My apologies. I was traveling and then we had the usual end of the quarter
pandemonium.
I am sending you my presentations and would like to get back to you with
some questions regarding your products.
Vince
"Barbara E. Brandfass" <bbrandfass@panalytix.com> on 07/10/2000 04:15:33 PM
To: <vkamins@enron.com>
cc: "Amir Sadr" <asadr@panalytix.com>
Subject: B. Brandfass
Hello Vince,
?
Sorry to be a bother but do you have those materials from your talk in May?
?
I look forward to hearing from you.
?
Thank You,
?
Barbara E. Brandfass, Chief of Business Development
Panalytix, Inc., www.panalytix.com
212 974 1022, b@panalytix.com
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/16/2001
10:11 AM ---------------------------
"John H Herbert" <jhh1@email.msn.com> on 02/15/2001 11:04:45 PM
To: "Vince J Kaminski" <Vince_J_Kaminski@enron.com>
cc:
Subject: A present
Best regards,
JHHerbert
- ts2142001.pdf
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 06/06/2000
10:05 AM ---------------------------
Vince J Kaminski
06/06/2000 09:25 AM
To: "Bramlett, Stephen" <SBramlet@utilicorp.com> @ ENRON
cc: JefferiD@kochind.co, oliver@risk.co.uk, Vince J Kaminski/HOU/ECT@ECT
Subject: RE: Risk 2000 panel discussion
Steve,
A meeting at 8:00 - 8:15 is fine with me.
Vince
"Bramlett, Stephen" <SBramlet@utilicorp.com> on 06/06/2000 08:24:08 AM
To: "'Vince J Kaminski'" <Vince.J.Kaminski@enron.com>, "Bramlett, Stephen"
<SBramlet@utilicorp.com>
cc: JefferiD@kochind.com, oliver@risk.co.uk
Subject: RE: Risk 2000 panel discussion
Vince - Thanks for the update. I've been pulled into a 7:00 am breakfast
which I must attend. Chances are I could catch up with everyone between
8:00 and 8:15. I apologize, but two of my breakfast dates are taking
special flights in just for the breakfast - or I wouldn't inconvenience
everyone.
-----Original Message-----
From: Vince J Kaminski [mailto:Vince.J.Kaminski@enron.com]
Sent: Tuesday, June 06, 2000 8:11 AM
To: Bramlett, Stephen
Cc: JefferiD@kochind.com; oliver@risk.co.uk; Vince J Kaminski
Subject: RE: Risk 2000 panel discussion
Steve,
This looks fine. I think we are meeting at 7:45 a.m. on the 14th
next to the general reception area.
Vince
"Bramlett, Stephen" <SBramlet@utilicorp.com> on 06/05/2000 06:28:36 PM
To: "'Jefferis, Dick'" <JefferiD@kochind.com>, "Bramlett, Stephen"
<SBramlet@utilicorp.com>, Vince J Kaminski/HOU/ECT@ECT,
"'oliver@risk.co.uk'" <oliver@risk.co.uk>
cc:
Subject: RE: Risk 2000 panel discussion
Gentlemen,
Please see the edit of my outline below.
Also, What time did we agree to meet on the 14th?
Successes and Failures (Stephen Bramlett)
Risk consideration directed at the enterprise level. What makes for a
successful application?
Long-term view of managing weather
Identifying the corporate objectives
Lost opportunities
Trading desks at utilities
Insurance comparisons
Product Managers
Target Audience Scale of the failure
Treasury
Enterprise risk management
CFO
Assistance of Wall Street
Link to stock prices
Earnings smoothing
|
Krishna,
FYI
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/13/2000
08:26 AM ---------------------------
Michael Vrtis <michael.vrtis@realgy.com> on 11/13/2000 06:58:19 AM
Please respond to Realgy<support@realgy.com>
To: Vince.J.Kaminski@enron.com
cc:
Subject: Retail energy proposal generator and sales management solution.
Selling retail energy?
Consider the advantages of a proposal generator that can . . .
R
Sell energy anywhere your customer would ask.
R
Automatically update each proposal with real-time pricing and the latest
tariff updates.
R
Centralize your control over all proposal activity, sales, and third party
suppliers.
R
Enable energy sales across any platform or through any channel.
R
Allow each sales channel to personalize content, proposals, and embedded
collateral.
R
Competitively solicit third party suppliers to serve your customers.
R
Electronically complete and present all the documents necessary to "book" the
deal.
R
Incorporate the most comprehensive tariff rate analysis, document library,
and pricing feed available.
R
Delivered today. Complete integration usually takes less than 2 weeks.
RealgyViewv
Your on-line proposal manager.
For more information:
Please visit us at http://www.realgy.com and tour RealgyView
or contact Michael Vrtis or call 860-286-8243 for a personal tour.
Available exclusively from:[IMAGE]
To have your name removed from our mailing list, please hit "reply" and type
"REMOVE" into the subject line.
|
Steve,
I am glad you feel better.
Please, let Debbie know that she should not hesitate
to call on me or Paula (or the rest of he Woodlands
crowd if she needs help).
Vince
stevestock@pagenetips.com on 01/31/2001 06:16:13 AM
To: vince.j.kaminski@enron.com
cc:
Subject: Status
Vince,
First, thank you for the get well gift... It was a pleasant suprise.
Its been a fairly rough time here, with the extra complication of having
pnemonia on top of the Appendisitus. I've spent most of my stay in ICU so
have reakk slept since Thursday. My breathing has been of highest concern.
Yeserday, I had my tube removed from ny nose, which was very unpleasant but
long awated!!
I'm off to the OR this moring to have my open wound stiched up and then I'll
probably be sent to a generall ward.
Thanks again
Steve
-----------------
Tel: 713-345-8980
Cell: 713-598-0732
|
Nurit,
We shall schedule a phone interview for you sometimes next week.
My assistant, Shirley Crenshaw (713 853 5290), will call you to discuss the
timing.
Vince Kaminski
Nurit Krausz <nurit@fireant.ma.utexas.edu> on 03/01/2000 10:44:00 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Nurit Krausz <nurit@fireant.ma.utexas.edu>
Subject: Job application
Dear Dr. Kaminski,
I currently hold a post-doctorate position in the Mathematics
Department at the University of Texas at Austin (with a Ph.D.
in theoretical physics). Although my position here is renewable
until summer 2001, I would like to move on to a more dynamic field
where I can still use my analytical skills and mathematical knowledge.
Since attending a series of lectures on mathematical finance given
by Dr. Marc Potters last summer I started studying the subject on my
own and found it intriguing and challenging.
I am interested in a position in your group (RAC) at Enron.
Last fall in a Career seminar at UT you mentioned that people who are
interested can send you their resume. If this is still relevant, please
find below my resume (in Word 97 and text formats).
Thank you for your time.
Yours,
Nurit Krausz
***********************************************************************
Nurit Krausz, Ph.D. http://www.ma.utexas.edu/users/nurit/
Dept. of Mathematics Phone: (512) 471-7170
University of Texas at Austin Office: RLM 11.170 Hours:MWF 8:30-10
***********************************************************************
RESUME
Nurit Krausz
University of Texas
Department of Mathematics
Austin, TX 78712
Phone: (512) 471-7170
E-mail: nurit@math.utexas.edu
http://rene.ma.utexas.edu/users/nurit/
Objective
A position in the field of mathematical finance utilizing broad
mathematical knowledge, innovative thinking and creativity.
Summary of Qualifications
With extensive academic background and research experience,
combined with experience as an engineer in the Israeli Air Force,
I possess the following:
* Deep mathematical and scientific knowledge.
* Strong analytical and problem-solving skills.
* Proven ability to quickly become an expert in new subjects.
* Ability to present clearly and effectively complicated subjects.
* Ability to work productively both independently and in teams.
Academic Positions
1998-present: Post-doctorate position at the University of Texas
at Austin, Department of Mathematics.
Education
1994-1998: D.Sc. in Physics at the Technion - Israel Inst. of Tech.
Research Thesis: Quantum Dynamics on Non-compact Group Manifolds.
Supervisor: Prof. M. Marinov.
1992-1994: M.Sc. in Physics at the Technion - Israel Inst. of Tech.
Research Thesis: A Study of Scintillation in Doped Silica Glass
for Detection of Neutrino Oscillation.
Supervisor: Prof. J. Goldberg.
The experiments were performed at CERN during the summer of 1993.
* Performed the design, testing, and installation of the experimental
setup from remote-controlled mechanical equipment to sophisticated
electronics.
* Performed statistical data analysis and critical interpretation of
results using software developed at CERN (PAW).
* Solved a complicated problem of track reconstruction through an
unusually shaped magnet for the CHORUS collaboration at CERN, and
delivered a computer code ready for implementation, still in use
today.
1985-1989: B.Sc. in Aeronautical Engineering Cum Laude at the
Technion - Israel Institute of Technology.
Military Service
1989-1992: Aeronautic design engineer in the Israeli Air Force.
Rank: First Lieutenant.
* Designed and supervised numerous prototype installations of
electronic equipment and changes in combat planes.
* Wrote procedures for harsh environmental durability tests for cockpit
and avionics bay-mounted equipment.
* Negotiated and supervised manufacturing of parts with contractors.
* Attended Project Management, Engineering and Product Reliability
and Maintenance courses.
* Programmed simulations of ammunition trajectories from moving
aircrafts.
Teaching Experience:
1998-present: Lecturer at the University of Texas
Undergraduate courses: Precalculus, Calculus, Linear Algebra
Graduate course: Theory of Lie Groups
1992-1997 Physics Department, Technion, Teaching Assistant
Undergraduate course: Elementary Lab in Mechanics
Graduate courses: Group Theory for Physics,
Introduction to Particle Physics, Relativistic Quantum Mechanics.
Computer knowledge:
UNIX and Windows OS, most common word processors, Excel,
MAPLE, MATHEMATICA, FORTRAN, HTML, LaTeX.
Publications:
1. J. Goldberg and N. Krausz, Response of Cerium-Doped Silica Glass
in a beam at CERN, Proceedings of the SCIFI conference, Notre Dame
University, Notre Dame, Indiana (1993).
2. N. Krausz and M. S. Marinov, Quantal Dynamics on Non-compact
Groups, Proceedings of the 5th International Wigner Symposium,
World Scientific (1998), 398.
3. N. Krausz and M. S. Marinov, Exact evolution operator on
Non-Compact Group Manifolds, quant-ph/9709050,
submitted to J. of Math. Phys.
4. N. Krausz, Spherical averages in Minkowski space, In preparation.
5. N. Krausz, Quantum Field Theory in Minkowski space, In preparation.
- RESUME.DOC
|
Christian,
About two years ago I asked Joe Hrgovcic
to look tinto EVT applications. As far as I know
he is the only person in the group, in addition to me, looking at EVT.
Vince
Christian Werner@ENRON_DEVELOPMENT on 08/18/2000 07:00:42 PM
To: Vince J Kaminski@ECT
cc:
Subject: extreme value theory applied to weathet
---------------------- Forwarded by Christian Werner/ENRON_DEVELOPMENT on
19/08/2000 10:06 ---------------------------
Christian Werner on 19/08/2000 02:08:56
To: Vince.Kaminski@enron.com
cc:
Subject: extreme value theory applied to weather
---------------------- Forwarded by Christian Werner/ENRON_DEVELOPMENT on
19/08/2000 01:15 ---------------------------
Christian Werner on 19/08/2000 01:55:56
To: vkamins@enron.com
cc:
Subject: extreme value theory applied to weather
Dear Vince,
Back in July, when you visited our Sydney office you mentioned extreme value
theory. I am wondering whether research is looking into the application
of extreme value theory to power and esp. to weather. In a recent news
article it was highlighted that a trend in the industry towards t_max, t_min,
etc.
I am in particular referring to the news article below:
http://213.219.22.254/i-wex/resources/ef290600.htm
In the past we have observed a similar trend where customers are asking for
t_max, t_min, or below or above precipitation structures. The choice in the
past has been the burn analysis on historical data. However, we are in
particular interested in the extreme events, and the application of EVT could
provide a meaningful tool for the analysis.
Has the research group looked into the application of EVT to weather? EVT has
a long history of application in hydrology (which would cover parts
of the precipitation structures...). Also, research (esp. at ETH in Zuerich)
is indicating the application of EVT to V@R....
Thank you!
Regards,
Christian
|
Hello,
This is regarding my mentee. I talked to him today. Giuseppe did not receive
the invitation to the Thursday
reception.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 06/20/2000
02:58 PM ---------------------------
Vince J Kaminski
06/12/2000 08:29 AM
To: Ginger B Gamble/HOU/ECT@ECT
cc: Cheryl Kuehl/Corp/Enron@ENRON, Vince J Kaminski/HOU/ECT@ECT, Shirley
Crenshaw/HOU/ECT@ECT
Subject: Re: Summer Associate Mentor
Ginger & Cheryl,
I will attend.
Vince Kaminski
P.S. Shirley, please put it on my schedule.
From: Ginger B Gamble 06/08/2000 06:20 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Summer Associate Mentor
The Summer Associate Program is a critical component of our recruiting
efforts. We appreciate you acting as a Mentor for the following Summer
Associate.
Vince,
A reception to introduce you to the Summer Associates is scheduled for June
22nd. The reception will be held from 6:00 PM until 7:30 PM at Sierra's
Grill located at 4704 Montrose (713-942-7757). We have also provided the
Summer Associate with your name and phone number; however, we encourage you
to contact Guiseppe prior to the reception if possible.
Please RSVP your attendance to Cheryl Kuehl at x39804 or by email.
Thank you
Charlene Jackson
|
Vasant,
Thanks for the invitation. It works for me.
Vince
Vasant Shanbhogue
10/27/2000 01:49 PM
To: massong@epenergy.com, Vince J Kaminski/HOU/ECT@ECT, Stinson
Gibner/HOU/ECT@ECT, Pinnamaneni Krishnarao/HOU/ECT@ECT
cc:
Subject: Get together for dinner
Hi everyone,
before Grant leaves Houston, I wanted to have a small get-together at my
house for dinner. Since everybody is very busy, I want to schedule a date
well in advance, so I am suggesting Saturday, Dec 2. This will be dinner
with family. Please let me know if this works for you.
Thanks,
Vasant
|
Krishna,
Any interest?
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/19/2000
08:45 AM ---------------------------
Robert Brooks <rebrooks@earthlink.net> on 04/18/2000 02:40:15 PM
Please respond to "rebrooks@rbac.com" <rebrooks@rbac.com>
To: "'GPCM Distribution'" <rebrooks@rbac.com>
cc: "Michael Farina (E-mail)" <mfarina@resdata.com>
Subject: RDI Conference - May 17-19, 2000
Hi,
I'd like to make a personal invitation to you to attend RDI's annual user
conference at Torrey Pines in La Jolla, just north of San Diego. We are
planning two sessions for GPCM users (and prospective users) which I think
you will find very interesting and useful. Plus we are also going to
schedule individual sessions for those that would like them, as was quite
successful last year. The details are included in the attached Word file
below. I've also included the program in pdf format. The last page is a
signup form you can fill out and fax in to RDI if you haven't already done
so.
Please let me and Mike know how many are coming from your team. You can
reply to this e-mail to let us know.
Looking forward to seeing you there.
I think it's going to be fun.
Bob Brooks
Mike Farina
- RDI_conference_GPCM_breakout.doc
- RDI User Conf.pdf
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/03/2001
03:34 PM ---------------------------
Zimin Lu
05/03/2001 03:31 PM
To: Stinson Gibner/HOU/ECT@ECT, Bob Lee/NA/Enron@Enron
cc: Vince J Kaminski/HOU/ECT@ECT
Subject: high frequency market data analysis
Stinson,
We are going to update you and Vince the progress of the EOL George project.
Friday, 9:30AM - 10:00AM in EB 1938.
Bob,
We may get some other ideas from the following book, take a look to see if it
is worth to buy one.
---------------------------------------
http://www.riskpublications.com/books/index.html
Risk Executive Reports ? ?
? High-Frequency Financial Market Data
Sources, Applications and Market Microstructure
By Dr Owain ap Gwilym and Professor Charles Sutcliffe, School of Management,
University of Southampton, UK
A high-quality, non-technical resource on an increasingly invaluable topic
for all users of high-frequency data.
10 sections cover the many aspects of high-frequency data by covering a broad
set of information ranging from data suppliers to detailed research angles
Topics covered include: managing HFD; arbitrage opportunities; intra-day
seasonalities; regulation; market efficiency and market making.
Format
Price
Report
o175/US$280
A4, 162pp
Published: August 1999
Review | Table of Contents | Order Now in o | Order Now in $
For other titles of interest please click here:
Risk Executive Reports
Send this page to a colleague
High-Frequency Financial Market Data
CONTENTS
1. Introduction and overview
Overview and background
The motivation and demand for high-frequency data
The uses of high-frequency data
Structure of this report
2. Sources and Types of High-Frequency Data
Types of data
Data supplied by exchanges
Panel 2.1 (by Paul MacGregor, Liffe) - The sourcing and preparation of Liffe
tick data
Specialist data providers
Real-time data providers
Summary
3. Managing and Exploiting High-Frequency Data
Panel 3.1 - Illustrative high-frequency data
Data storage, filtering and cleaning
The treatment of time
Panel 3.2 - Olsen filtering system
Constructing continuous series
Key considerations in manipulating high-frequency data
Modelling issues
Summary of chapter
4. Arbitrage Opportunities in Equity Markets
What is arbitrage?
Empirical studies of arbitrage opportunities
Arbitrage in equity markets
Individual arbitrage trades
5. Intra-Day Seasonalities
Intra-day patterns in returns
Intra-day patterns in volume
Intra-day patterns in volatility
Intra-day patterns in the bid-ask spread
Intra-day patterns in the autocorrelation of returns
Intra-day patterns in hedge ratios
Other intra-day patterns
Effects of news announcements on intra-day patterns
The turn-of-the-year effect and high-frequency data
Conclusions
6. Links Between Markets
Leads and lags in prices between different types of market based on the same
asset
The 1987 stock market crash
Leads and lags in price volatility
Links between geographically separated markets
Rival markets
7. Destabilisation of Markets
Relative volatility
Programme trading and volatility
Price movements at expiration
Conclusions
8. Regulations Governing the Markets
Regulation of dual capacity
Circuit breakers
Restrictions on short selling
Taxes on transactions
Tick size and price clustering
Delayed publication of trades
Conclusions
9. Market Efficiency
Weak-form efficiency
Semi-strong-form efficiency
Conclusions
10. Market MakingRevision of prices
Other aspects of financial markets
Determinants of the bid-ask spread
Block trades
Conclusions
11. Conclusion and Future Developments
References
? ? ?
|
Stinson,
Who coukd help with curve extraction?
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 10/30/2000
04:07 PM ---------------------------
Vince J Kaminski
10/30/2000 08:20 AM
To: John L Nowlan/HOU/ECT@ECT
cc: Stefan-Jorg Gobel/FRA/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT, Stinson
Gibner/HOU/ECT@ECT
Subject: Re: Forward oil prices
John,
I can extract the curves from the database.
Thanks.
Vince
John L Nowlan
10/30/2000 07:28 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: Forward oil prices
Vince , I would have no problem in giving these numbers, do you have the
numbers to forward or would someone in our group need to help him?
Vince J Kaminski
10/27/2000 04:24 PM
To: John L Nowlan/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Stefan-Jorg Gobel/FRA/ECT@ECT
Subject: Forward oil prices
John,
I am forwarding to you the request by Jens. We gave in the past
our forward oil curves (with approval of Greg Whalley) to some academics.
What is your position on this request?
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 10/27/2000
04:29 PM ---------------------------
Jens Gobel@ENRON
10/26/2000 12:06 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Forward oil prices
Vince,
As discussed on the phone, I am sending you the request that I have received
from Prof. Buehler. Prof. Buehler is the
head of the faculty of finance at Mannheim University in Germany. Currently,
he is writing a study about the hedging
strategy that led to the Metallgesellschaft debacle. For this study he would
like to get forward oil prices form us.
The forward oil prices should be for WTI with Cushing as the delivery point
for the time period July 1986 and December 1996
with remaining contract durations between one and ten years. It would be
ideal to get this data on a daily basis. Weekly
or monthly data is helpful as well, of course.
Since Mannheim University is among Enron's tier one recruiting universities
in Germany, it would be great if we could help
him with some data. Thanks a lot for your help.
Jens
o.korn@uni-mannheim.de on 10/10/2000 11:44:57 AM
To: Jens.Gobel@enron.com
cc:
Subject: Daten
Sehr geehrter Herr Goebel,
bezugnehmend auf Ihr heutiges Telefongespraech mit Herrn Prof.
Buehler hat mich Prof. Buehler gebeten, Ihnen genauer
darzustellen, welche Daten idealerweise fuer unsere Studie
benoetigt wuerden.
Zunaechst zum Hintergrund. Wir sind auf ENRON gestossen, weil
Eduardo Schwartz in einer seiner Arbeiten die folgende Datenquelle
angibt:
" In addition to the publicly available futures data described above,
for the purpose of this study Enron Capital and Trade Resources
made available some proprietary historical forward price curves
from 1/15/93 to 5/16/96. From these data ten forward prices were
used in estimation, ranging in maturities from two months to nine
years"
Dies laesst uns annehmen, dass Enron bestimmte Daten
verfuegbar hat.
Nun zum idealen Datensatz:
Forwardoelpreise (am besten WTI mit Lieferung in Cushing) fuer
Restlaufzeiten zwischen einem und zehn Jahren fuer den Zeitraum
Juli 1986 bis Dezember 1996. Dabei waere eine hohe
Datenfrequenz ideal (taeglich, ansonsten woechentlich oder
monatlich). Zusaetzlich waeren auch Spotpreise fuer WTI mit
Lieferung in Cushing nuetzlich.
Diese idealen Datenanforderungen werden sich vermutlich nicht
erfuellen lassen. Jedoch waere uns auch schon geholfen, wenn ein
kuerzerer Zeitraum oder eine niedrigere Datenfrequenz vorlaege.
Wir waernen Ihnen sehr dankbar, wenn Sie in Erfahrung bringen
koennten, inwiefern solche Daten von Enron zu erhalten sind.
Herzlichen Dank fuer Ihre Muehe und beste Gruesse
Olaf Korn
p.s. Bei Rueckfragen stehe ich Ihnen jederzeit gern zur Verfuegung
__________________________________________________________
Dr. Olaf Korn
University of Mannheim
Chair of Finance
D-68131 Mannheim
Germany
Tel.: ++49/621/181-1487
Fax.: ++49/621/181-1519
e-mail: o.korn@uni-mannheim.de
|
Thanks.
Vince
From: Dolores Muzzy 08/30/2000 08:54 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re:
I have you scheduled.
Dolores
Vince J Kaminski
08/30/2000 08:13 AM
To: Dolores Muzzy/HOU/ECT@ECT
cc: Shirley Crenshaw/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT
Subject: Re:
Dolores
Please, register me for a session on 9/29/2000 at 12:45.
Vince Kaminski
Celeste Roberts
08/29/2000 06:21 PM
To: Celeste Roberts/HOU/ECT@ECT
cc: (bcc: Vince J Kaminski/HOU/ECT)
Subject:
URGENT
The Associate and Analyst Recruiting Department will be conducting a number
of two hour workshops to review our recruiting and interview process for the
fall on-campus recruiting effort. Critical information regarding our
on-campus interview process, revised evaluation forms and program structure
will be reviewed during these two hours sessions.
It is mandatory that all team members attend these workshops. All team
members must attend in order to articulate and demonstrate the Enron
recruiting process. Knowing how busy schedules are, we have made
arrangements to present these workshops in two hours sessions for a total of
40 workshops that will run during the last week of August, through the month
of September and end at mid October.
Listed below are the dates, location and times for each session. Please
select a date and time and e-mail this information to my assistant, Dolores
Muzzy. We can accommodate 25 participants at a time. Dolores will take
dates and times on a first come, first serve basis. We have scheduled enough
sessions to accommodate every member of both the Associate and Analyst
recruiting teams.
In order to participate in the recruiting process, you must attend one of
these sessions. We will be tracking participation. CPE credits will also be
given for attending this workshop.
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 10/17/2000
04:32 PM ---------------------------
Shirley Crenshaw
10/16/2000 11:02 AM
To: FAP@management.wharton.upenn.edu
cc: Piazze@management.wharton.upenn.edu (bcc: Vince J Kaminski/HOU/ECT)
Subject: Tiger Team
Mr. Bayne:
Attached is the updated document. If you need anything else, please let
me know.
|
Beth,
I would appreciate it. See you at 11:45 tomorrow.
Vince
From: Beth Miertschin 07/11/2000 03:05 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: Baylor Professors Lunch
Yes Vince, I will drive and you are welcome to ride with me if you would
like. I can meet you in the lobby about 11:45 tomorrow.
Beth
Vince J Kaminski
07/11/2000 02:51 PM
To: Beth Miertschin/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT
Subject: Re: Baylor Professors Lunch
Beth,
Thanks. You can always track me down on my cell phone
713 410 5396 in case I am MIA.
Also, will you drive? Please, let me know.
Vince
From: Beth Miertschin 07/11/2000 02:26 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Baylor Professors Lunch
Try this Vince and I'm sorry!
Beth
---------------------- Forwarded by Beth Miertschin/HOU/ECT on 07/11/2000
02:26 PM ---------------------------
From: Beth Miertschin 07/11/2000 09:40 AM
To: Mitchell Taylor/Corp/Enron@ENRON, Bill W Brown/HOU/ECT@ECT, Vince J
Kaminski/HOU/ECT@ECT
cc: Shelly Jones/HOU/ECT@ECT, Geynille Dillingham/HOU/ECT@ECT, Sheila
Pardo/HOU/ECT@ECT
Subject: Baylor Professors Lunch
The lunch with the Baylor professors will be tomorrow, July 12th, at
Damian's. The reservation is for 12:00 PM and you are welcome to meet us in
the lobby around 11:45 or meet us at the restaurant. Please let me know
where we should look for you so we don't inadvertently leave you.
I look forward to seeing you all then and thanks for your support and
participation.
Beth Miertschin
---------------------- Forwarded by Beth Miertschin/HOU/ECT on 07/11/2000
09:27 AM ---------------------------
From: Beth Miertschin 07/07/2000 05:01 PM
To: Mitchell Taylor/Corp/Enron@ENRON, Bill W Brown/HOU/ECT@ECT, Vince J
Kaminski/HOU/ECT@ECT
cc: Shelly Jones/HOU/ECT@ECT, Geynille Dillingham/HOU/ECT@ECT
Subject: Baylor Professors Lunch
On Wednesday, July 12 Dr. John Martin, Chair of Finance Department, and Dr.
Bill Petty, Chair of Entrepreneurship Department, of Baylor University will
be at the Enron building to discuss future sponsorship of The Texas Finance
Festival and to talk about recruiting.
They have asked me to invite all of you to lunch with us on that day so that
they might have a chance to visit with you all as well. Please let me know
if you are available for lunch on July 12 at noon.
|
Gentlemen,
I recommend that we purchase this package and split the cost 3 ways between 3
power trading desks.
I think that we should go for option 3 (~ $15,000).
Lance Cunningham in my group looked at this software package and found it
very useful for modeling transmission problems.
Please, feel free to ask him for technical details in support of this
recommendation.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/10/2000
09:17 AM ---------------------------
Lance Cunningham@ENRON on 11/09/2000 06:15:14 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Vasant Shanbhogue/HOU/ECT@ECT
Subject: Site License for Power World
Vince,
We have three options to increase our availability across Enron for the Power
World load flow software.
Option 1, Upgrade to a site license for the load flow software only. Price
$9,990.00
This would give all of Enron the ability to perform load flows, but not
determine marginal cost or available transfer capacity (ATC) because only the
Optimal Power Flow (OPF) version can perform that task.
Option 2, Site license for the load flow and purchase 1 OPF package for
Walter Coffer's group. Price $11,240.
This would give all of Enron the ability to perform load flows and one other
group the ability to determine marginal cost and ATC.
Option 3, Site license for load flows, OPF and ATC. Price $14,990.00
This would give all of Enron the ability to perform load flows, marginal
cost, and ATC.
Regards,
Lance
|
Dillard, Barbara
Enron
150 North Michigan (and Randolph)
Suite 3064
Chicago
Phone: (312) 541 1232
Pager: (800) 917 0654 |
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/23/2000
08:40 AM ---------------------------
Pinnamaneni Krishnarao
02/22/2000 01:10 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: News article on Enron
India: Enron aftermath
Business Line - 02/21/2000
Abhay Mehta
Copyright (C) 2000 Kasturi & Sons Ltd (KSL); Source: World Reporter (TM) -
Asia Intelligence Wire
Power Play
A Study of the Enron Project
* Publishers: Orient Longman, New Delhi * Price: Rs. 195
THE Enron power project at Dabhol in Ratnagiri district of Maharashtra has
been mired in nationwide controversy ever since the
inception of the project proposal in 1992; and the sordid tale ends only
in 1997, with the Supreme Court of India refusing to even
admit an appeal against the Bombay High Court decision, of December 1996,
which while commenting that "This case has
highlighted to the people as to how even after 50 years of Independence,
political considerations outweigh the public interest and
the interest of the State and to what extent the Government can go to
justify its actions not only before the public but even before
the courts of law" - yet dismissed a public interest petition against the
project on the (purely technical) ground of res judicata, even
though new facts, new arguments, new evidence of the violation of the laws
of the land had been advanced by the petitioners.
The fact that the fresh violations of the law were not even considered and
recorded, despite the petitioners adducing the required
evidence, can only be termed as strange, perhaps bizarre.
Abhay Mehta's simple, factual documentation - in fact a chronological
narration - of all events, including the process of bending all
rules, of subverting the law for promoting a project involving
unparalleled future liabilities for Maharashtra, indeed for the whole of
India - is not only masterly, it is devastating.
It is a short, pithy book which deserves to be read from cover to cover by
all thinking citizens of this country. Barring the
concluding chapter, the epilogue, there are no personal comments, only
facts, disseminated from the original papers, mostly 'secret'
documents.
All documentation has been carefully, faithfully recorded, including
extracts from supposedly 'top secret' minutes of cabinet
committee meetings; and the specific violations of the law (which were
opposed by a few public spirited civil servants, much to
their disadvantage) have been pointed up. Apart from an introductory
'Primer on Electricity' - introduced for the benefit of the
layman, explaining some technical issues relating to electricity
generation, transmission and distribution - and the background of the
events of 1991, the foreign exchange crisis, and the aftermath of the
crisis, the other fifteen chapters, three appendices and fourteen
annexes of the small book (of 226 pages) packs in an enormous volume of
factual information. The strange saga of the Enron
project, and the sheer magnitude of the future problems this one single
project poses for the country, need to be briefly recounted
here, for essentially, it is the coming generation which would have to
face the problem.
The MSEB has contracted to buy - and if not used, to pay for - 2000 MW of
electricity (for a period of 20 years) from the
Dabhol Power Company (the legal entity set up by Enron, as an unlimited
liability company registered in India, through a maze of
intricate crossholdings of equity by half a dozen or more 'front'
companies registered in various tax-free havens.
Abhay Mehta has indicated the total payments to Enron over 20 years amount
to $ 35 billion (at 1998 exchange rates, around Rs.
1,25,000 crores) over the life of the project. One must record that: (a)
crude oil/oil product prices have as of writing, more than
doubled since the above calculations were made. A per the 'doctored'
figures presented by the company (and its advocate), the
charge per unit of electricity supplied, at the 1998 level of prices, was
to 4.39 cent (per unit) as 'capacity charge' and 3.43 cents
(per unit) for 'energy costs'.
The former is indexed to the US inflation rate, and the latter to
international fuel prices. The former may be assumed to have gone
up only marginally (rounded to 4.4 cents per unit); we know that fuel
prices have more than doubled internationally over 1999.
Assuming the 'fuel costs' to have increased less than 100 per cent - even
though international prices have more than doubled - we
may assume (for 1999) energy costs of 6.85 cents per units, making for a
total payment of 11.25 US cents per unit of electricity
supplied by the Dabhol Power Company (DPC) to MSEB in late 1999, in Phase
I of the project.
Within another two years, at 2000 MW, the annual offtake (for 365 days X
24 hours/day) would be 17.52 billion KWH; and at
11.25 cents per unit, the total payment amounts to $1.97 billion annually;
for 20 years, this workout to $ 39.4 billion.
This is not counting any further inflation in either energy costs or
capacity charge. At today's exchange rate - about Rs.43.5 per US
dollar - in rupee terms this works out to wore than Rs. 175,000 crores (as
compared to Rs. 125,000 crores indicated by Abhay
Mehta). This is the cost to MSEB in rupee; and to the country in foreign
exchange as payment to just one project authority, for
supply of part of the power required in Maharashtra.
The really significant point to note in this connection is that this
payment - and considerably more, depending on (a) future increase
in'capacity charges' depending on US inflation rate, and international
prices of LNGaphtha (for 'fuel costs'), and (b) depreciation of
the exchange rate of the rupee vis-a-vis the US dollar - is obligatory;
the assets of the MSEB, the Maharashtra government
indeed, all assets of the Government of India (present and future) are
mortgaged to Enron, by way of sovereign guarantees
extended by both governments.
The other significant point in this connection is that - as predicted by
all independent Indian experts as well as the World Bank -the
Enron project he forced the MSEB to cut its offtake of Tata Electric
Company's and its own much cheaper thermal power
already; in a postscript dated August 1999, Abhay Mehta has indicated that
already, the MSEB had stopped buying between 200
and 250 MW of power from Tata Electric (available at Rs. 1.80 per unit)
and has had to backdown its own Chandrapur thermal
power station (cost of this power being Rs. 1.20 per unit), while forced
to buy more expensive Enron power at Rs. 5 per unit.
The loss to MSEB on this count alone comes to Rs. 460 crore per year.
This had in fact, been predicted earlier even by the World Bank.
It is pointless here to go into the details of how precisely all this was
contrived, by a deliberate campaign of 'disinformation', of
blatant lies, of sidelining of expert opinion, not only of independent
experts but also the GOI's own official advisers in this matter,
namely, the Central Electricity Authority as well as that of the World
Bank, which was resolutely opposed to this project. The
detailed facts, the letters exchanged in the above context, the pressure
tactics adopted, the flouting of all procedures norms, even
statutory provisions of the Electricity (Supply) Act, are all carefully
documented by Abhay Mehta.
Mehta correctly concludes: "We frequently blame external agencies - like
the World Bank - for all our problems, when, as a
matter of fact, we ourselves are our own worst enemies. In the instant
case, the World Bank not only advised the Government of
India against the project, it stood resolutely firm in its assessment of
the total inadvisability of this project. In fact, one must note
here that in 1996, neighbouring Pakistan, which had entered into a
somewhat similar MoU with Enron, cancelled the project (and
the Power Purchase Agreement with Enron), for a $ 670 million, 782 MW
residual oil-fuelled power plant, even though that
Agreement had stipulated Enron power supply at a fixed rate of 6.4 US
cents per KWH over a 30 year period. (Note the
estimated rate of 11.25 cents per KWH for Dabhol power for the MSEB in
December 1999, which works out to around Rs. 5
per unit).
One could go on; but one must leave the reader to go through Abhay Mehta's
crisp, factual, matter of fact narration of the Enron
saga, and switch over to the point made by him in the epilogue to the
story, about 'The Next Round of Scams'.
For quite some time, the ruling elite in India has been intent on
'privatising' all public enterprises; and even 'utilities' are no
exception. The 'unbundling' of infrastructure with a view to privatisation
of all the 'profitable' segments. All this - as per the current
'disinformation campaign' - is supposedly in the interest of
rationalisation and greater efficiency of poorer supply.
The author has referred in this context to the acquisition from the
Government - by the Torrent Group - of the Ahmedabad and
Surat Electricity companies at less than one-tenth of the market value of
the assets of thee facilities. Again, much like the Enron
saga, all objections by the Finance Department of the Gujarat government
were overruled.
And, Abhay Mehta has predicated that this onslaught - the break-up of
power utilities into three segments, generation, transmission
and distribution, - with a view to their privatisation is likely to be the
new thrust by the ruling elite, for reasons that do not require to
be spelt out.
Though Mehta had the examples of the Torrent Group takeover of Ahmedabad
and Surat Electricity companies, and of the break
up of the Orissa State Electricity Board before him, yet his statement can
be stated today to be prophetic; the UPSEB is now on
the firing line. The recent strike by the workers and engineers of the
UPSEB in protest of the announced UP government decision
to trifurcate the UPSEB; and the Union Minister of Power, Mr. Rangarajan
Kumaramangalam's statement that the UPSEB is a
loss making, inefficient unit and that privatisation of the facilities
after the trifurcation - need to be noted.
That 40 per cent of the dues of the UPSEB are from the UP Government; that
tariffs for UP electricity supply are fixed by the UP
government and not by the UPSEB; that the UPSEB does not have the cash
even for routine maintenance as a result of the above
- these are facts that nobody is prepared even to consider. That the
remedy for UPSEB lies in a different kind of reform and
restructuring, is not even to be debated. The whole idea is to privatise
the profitable segments, and to leave the public sector entity
with all the problem areas, including rural energy supply. It is against
this background that Abhay Mehta's book needs to be widely
disseminated, read, and its implications understood.
What is at stake is not a 'utility' here or a PSU there. What is at stake
is the future of some 80 per cent of the have-nots in this
country.
What is at stake is the 'pillory' of the assets of the nation for private
aggrandisement.
Arun Ghosh
|
FYI
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 06/29/2000
10:41 AM ---------------------------
VKaminski@aol.com on 06/28/2000 11:11:37 PM
To: vkamins@enron.com
cc:
Subject: Control
<A HREF="http://www.europarl.eu.int/dg4/stoa/en/publi/166499/execsum.htm">STO
A: Political control technologies - Summary of Interim Study</A>
|
Al,
I have spoken with Mark Lay and he is interested.
Even if we cannot help you here in Enron, he may be able
to put you in touch with other CV groups in town.
Please, call him directly and give my name as a reference.
(713) 853-7408
Good luck.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/24/2001
02:20 PM ---------------------------
Vince J Kaminski
01/24/2001 11:21 AM
To: Al Arfsten <arfsten@bflassociates.com> @ ENRON
cc:
Subject: Re: Next Step
Al,
I have called Mark Lay and left a message on his voice mail.
Vince
Al Arfsten <arfsten@bflassociates.com> on 01/24/2001 11:16:25 AM
To: vkamins@enron.com
cc:
Subject: Next Step
Vince: Your suggestion to introduce the concept discussed with one of
the Lays is welcomed. I hope that this would mean that you would remain
involved at some level. The design of the model and its potential
economics could be key to how worthy the effort might be. Enron could
be an ideal environment from which to the concept enhancement through to
commercialization could be successfully accomplished. Please
confidentially share matters as you think best and advise me of the
interest generated. I am ready to meet there at your building or
elsewhere that is appropriate. Best regards, Al Arfsten 713 965 2158
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 09/08/2000
08:25 AM ---------------------------
Shirley Crenshaw
09/06/2000 12:56 PM
To: ludkam@aol.com
cc: (bcc: Vince J Kaminski/HOU/ECT)
Subject: Vince's Travel Itinerary
Ludmilla:
Here is Vince's travel itinerary for Sunday to New York.
DATE 06SEPTEMBER00
BOOKING REF ZE56TX
KAMINSKI/WINCENTY S0C0011R10
ENRON CORP KAMINSKI/WINCENTY
EB 1962
E-TKT RECEIPT
**REVIEW UPGRADE BELOW**
SERVICE DATE FROM TO DEPART ARRIVE
CONTINENTAL AIRLINES 10SEP HOUSTON TX NEW YORK NY 539P 1000P
CO 1672 A SUN G.BUSH INTERCO LA GUARDIA
TERMINAL C TERMINAL M
DINNER NON STOP
RESERVATION CONFIRMED 3:21 DURATION
AIRCRAFT: BOEING 737-800
SEAT 01F NO SMOKING CONFIRMED KAMINSKI/WINCEN
FIRST CLASS UPGRADE IS CONFIRMED
HOTEL 10SEP HILTON MILLENIUM
11SEP 55 CHURCH STREET
NEW YORK, NY 10007
UNITED STATES OF AMERICA
TELEPHONE: 212-693-2001
FAX: 212-571-2316
TELEX: TLX NONE
CONFIRMATION: 3110994415
SINGLE ROOM QUEEN SIZE BED
RATE: RA1 USD 339.00 PER NIGHT
GUARANTEE GIVEN
NONSMOKING KING ENRON CORP
TO AVOID BILLING CANCEL 24 HOURS PRIOR TO ARRIVAL HOTEL TIME
CONTINENTAL AIRLINES 11SEP NEW YORK NY HOUSTON TX 745P 1033P
CO 1963 A MON LA GUARDIA G.BUSH INTERCO
TERMINAL M TERMINAL C
SNACK NON STOP
RESERVATION CONFIRMED 3:48 DURATION
AIRCRAFT: BOEING 737-300
SEAT 01F NO SMOKING CONFIRMED KAMINSKI/WINCEN
FIRST CLASS UPGRADE IS CONFIRMED
MISCELLANEOUS 10NOV HOUSTON TX
FRI ** THANK YOU FOR USING THE TAP **
KAMINSKI/WINCENTY S0C0011R1000
CO FREQUENT FLYER COWT472179
SHIRLEY CRENSHAW: 853-5290
INTL TVLRS: CARRY SOS WALLET CARD W/ENRONASSISTANCE INFO
CALL SOS: IN U.S 800 523-6586/INTL 215 245-4707 (COLLECT)
*******************************************
THIS IS THE PASSENGER RECEIPT FOR YOUR ELECTRONIC TICKET
|
Stinson,
Let's talk about it. It seems like an open personality clash developing
for the first time in the history of the group.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/02/2001
03:12 PM ---------------------------
Zimin Lu
05/02/2001 01:41 PM
To: Paulo Issler/HOU/ECT@ECT
cc: (bcc: Vince J Kaminski/HOU/ECT)
Subject: Re: Asian Option for Pavel
Our convention is whoever finalizes the model should write the
documentation. It does not make sense
to write one when changes are anticipated. You have been working on this
almost a year, it never
strikes you that we need a documentation ?
I created Exotica.xll, does that also give you an excuse not working on
Exotica documentation ?
Zimin
Paulo Issler
05/02/2001 11:52 AM
To: Zimin Lu/HOU/ECT@ECT
cc: Tai Woo/ENRON@enronXgate @ ENRON, Pavel Zadorozhny/Enron@EnronXGate
Subject: Re: Asian Option for Pavel
I am surprised that we do not have the documentation ready.
I can make that for you. It is not there because you did not put that
together by the time it was created and all the changes I have made did not
required changes on the functionality.
Paulo Issler
Zimin Lu
05/02/2001 11:29 AM
To: Tai Woo/ENRON@enronXgate @ ENRON, Paulo Issler/HOU/ECT@ECT
cc: Pavel Zadorozhny/Enron@EnronXGate
Subject: Re: Asian Option for Pavel
Tai Woo,
Here are the c-codes for the CrudeAPO. 'Sig' is the spot
volatility meaning the price volatility within the delivery period.
You should consult with Pavel for the definition of this "extra"
parameters. We
would like to see the Position Monitor once you get it running.
We might have some additional suggestions.
Paulo,
Why don't we have a documentation on CrudeAPO you worked on ?
I can not find it in Exotica help file. Please supply that to Tai, thanks.
--------------------------------------
From: Tai Woo/ENRON@enronXgate on 05/02/2001 09:55 AM
To: Paulo Issler/HOU/ECT@ECT
cc: Kara Maloney/ENRON@enronXgate, Zimin Lu/HOU/ECT@ECT
Subject: Asian Option for Pavel
This morning, Zimin told me that Pavel is using a special model in evaluating
his Asian option portfolio.
He asked me to talk to you in order to access to the code so that I can see
the difference made to the model.
As I cannot find the doc. describing this model, please tell me what that new
input parameter 'Sig' is.
Thanks,
|
Tony,
Thanks for the invitation. I shall be glad to meet your wife and havea dinner
at your house.
Take care
Vince
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Thanks
Vince,
Thank you for a very wonderful dinner. I thoroughly enjoyed it and hope you
did too. We should do this again. Elisabeth and I would be very pleased to
have you for dinner at our house one day soon. I shall let you know.
Meanwhile let's have coffee when I move over to EBS.
Below is the URL for TotalE the disc and video company.
www.totale.com Hope you find it useful.
Tony
|
Mark,
Thanks. Vince
From: Mark Lay/ENRON@enronXgate on 02/16/2001 10:55 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: RE: Blood Bank
Vince,
I must apologize. I have not had time to look over the proposal in any
detail. When I first spoke with your friend, it was apparent that he was
still pre-business plan stage. He has since sent me some ideas and
information. I think the concept has merit, but there are so many political
issues that I am concerned about the ultimate business viability.
Give me the weekend to look over the information.
Thanks,
Mark
-----Original Message-----
From: Kaminski, Vince
Sent: Friday, February 16, 2001 10:00 AM
To: Mark Lay/HOU/ECT@ENRON
Subject: Blood Bank
Mark,
Any further thoughts on the blood bank concept?
Please, let me know if I can be helpful?
Vince
|
Scott,
Please stop by when you visit Houston.
Give me a few days' warning to set up a meeting.
Vince
Scott Wakefield <scottw@mathworks.com> on 08/09/2000 06:38:47 AM
To: vkamins@enron.com
cc:
Subject: MATLAB at Enron
Hello Vince :
I'm the Territory Manager for the MathWorks, we develop MATLAB technical
software. We've recently developed tools well suited for Energy Trading
Industry.
Enron has used our products in the past, but all of those end-users have
left Enron.
Risk Management and Research groups at Southern Energy, TXU, Dynegy, El
Paso Energy, Koch, Calpine, Reliant and others have recently started using
our products in the following ways.
1. Create sophisticated option pricing models, risk analysis models, and
stress analysis models. Creating GUI front ends for the end-users.
2. Pull in Data from ODBC, Corba, and SAS databases to evaluate.
3. Visualize the results and quantify the solution.
4. Compile these models and distribute these applications to their
Traders, Analysists and Managers with no distribution costs.
Who should I contact at your company to discuss Enron's situation to see if
our can help Enron as it has with our other Energy customers?
Thank you for your time and help.
==================================
Scott Wakefield
The MathWorks, Inc.
Phone: (508) 647-7282
Fax: (508) 647-4275
E-mail: swakefield@mathworks.com
http://www.mathworks.com
==================================
MATLAB News Group:
news:comp.soft-sys.matlab
==================================
Visit the new MathWorks Store and buy MATLAB, Simulink
and all of our products online
http://www.mathworks.com/store/
|
Shirley,
Please, register me for this.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/31/2001
09:41 AM ---------------------------
David Ikenberry <daveike@rice.edu> on 03/30/2001 07:21:11 PM
To: DAVEIKE@rice.edu
cc: Sheridan Titman <titman@mail.utexas.edu>, "parrino@mail.utexas.edu"
<parrino@mail.utexas.edu>
Subject: Registration materials for NFCF
To:
Andres Almazan
Don Chew
John Freeman
Geoge Gau
Vince Kaminski
Bob Marchesi
John Martin
Vojislav Maksimovic
Laura Starks
Art Warga
Michael Weisbach
Dear Friends
Attached is some registration and logistical information relating to the
upcoming corporate finance conference on May 4-5 in Houston. If you have
any questions, please don't hesitate to contact Sheridan, Bob or myself.
The program is shaping up nicely, however one of us may draft to serve in
some small, but helpful capacity.
Sheridan Titman, 512.232.2787, titman@mail.utexas.edu ,
Bob Parrino at parrino@mail.utexas.edu
Dave Ikenberry, 713.348.5385 , daveike@rice.edu
As of today, the list of firms sending a representative include:
Pfizer
Pacificare
Cooper Industries
RadioShack
Pepsi
Delphi Automotive
Microsoft
Whirlpool
Enron
Johnson Controls
Airgas
Sara Lee
Dell
Conoco
- particpate registation details.doc
***********************************
Prof. David Ikenberry
Jones Graduate School of Management
Rice University
713-348-5385
|
Celeste,
We can use this guy as a help for Enron Broad band Svc's.
We are getting many projects in this area.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/24/2000
07:38 AM ---------------------------
Konstantin Mardanov <mardanov@physics.utexas.edu> on 01/24/2000 12:06:42 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: resume from a neural networks zealot
On Wed, 20 Oct 1999, Vince J Kaminski wrote:
>Konstantin,
>
>I am sending your resume to the Analyst / Associate program
>with the recommendation to accept you as an intern in my group.
>
>Vince
Dear Dr.Kaminski,
it has been a long time since I contacted you so I was wondering if
my resume had been considered for an internship in your group.
I will appreciate it very much if you let me know when I should expect
to learn about a decision on the issue.
Thank you for you time.
Sincerely,
Konstantin.
--------------------------------------------------------------
Konstantin Mardanov
Department of Physics, | 5012 Duval St, Apt.206
University of Texas @ Austin, | Austin, TX 78751, U.S.A.
RLM 7.316, Austin, TX 78712 |
U.S.A. | phone: 001 (512)374-1097
---------------------------------------------------------------
e-mail: mardanov@physics.utexas.edu
URL(almost obsolete): http://www.niif.spb.su/~mardanov
--------------------------------------
|
Sevil,
Yes, please, go ahead. We shall pay for the trip.
Vince
Sevil Yaman@ENRON
10/24/2000 02:24 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Electricity Summit at U.C. Berkeley
Vince,
I just received this message. What do you think? Should I register to attend
it?
Sevil,
---------------------- Forwarded by Sevil Yaman/Corp/Enron on 10/24/2000
02:20 PM ---------------------------
pwpens <pwpens@socrates.Berkeley.EDU> on 10/24/2000 12:16:14 PM
To: (Recipient list suppressed)
cc:
Subject: Electricity Summit at U.C. Berkeley
Register now to attend the
ELECTRICITY SUMMIT AT U.C. BERKELEY, NOVEMBER 13, 2000
U.C. Berkeley's Goldman School of Public Policy, with additional support
from the U.C. Berkeley's Competition Policy Center and the U.C. Energy
Institute, will host a meeting of industry representatives, policy makers,
consumers representatives, legislators and researchers to discuss the
electricity restructuring experience and potential solutions to the
difficulties that California and other governments have encountered. The
summit will run from 12:30-6pm with two roundtable discussions that will
include a wide variety of viewpoints.
For registration information and further details, go to
http://gspp.berkeley.edu/events/electricity_summit_conference.htm
|
CO 1051 Fri 2:22 p.m. departure
CO 488 Sun 10:55 p.m. arrival Sun
Breckenridge phone # 970 453 3156
|
Kristin
Another Tiger.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/05/2001
09:47 AM ---------------------------
FAP <FAP@management.wharton.upenn.edu> on 02/05/2001 08:34:26 AM
To: "'vkamins@enron.com'" <vkamins@enron.com>
cc: FAP <FAP@management.wharton.upenn.edu>, "'mvittal@wharton.upenn.edu'"
<mvittal@wharton.upenn.edu>
Subject: addition to Enron-summer internships
Vince:
Please include Ram Vittal to the summer internship list, if you have not
already done so.
According to my count, that make a total of 8 students from the Enron Tiger
Team who have a desire to work with Enron.
Thanks,
Donna
-----Original Message-----
From: Vittal, Maheshram [mailto:mvittal@wharton.upenn.edu]
Sent: Friday, February 02, 2001 10:17 PM
To: 'FAP '
Subject: RE: Call from Enron
Donna:
I had submitted my resume directly to their recruiting office and haven't
heard from them. I would be very willing to reforward my resume, if
required.
Thanks,
Ram
|
Jeff,
It seems that NYMEX will not make a decision any time soon
or they rejected Tom. I think the latter is the case.
Tom is looking for a trading or origination job with Enron.
I think that we can use his expertise here.
Vince
From: Jeffrey A Shankman on 01/29/2001 03:50 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: Tom Costantino
I thought he was in the running for the President position, after Pat died.
He phoned me today--did he indicate to you in what he is interested?
Jeff
Vince J Kaminski
01/29/2001 02:12 PM
To: Jeffrey A Shankman/HOU/ECT@ECT, Greg Whalley/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, John J Lavorato/Corp/Enron
Subject: Tom Costantino
Jeff, Greg and John,
Our old friend Tom Costantino is interested in coming back
to Enron. It seems that his move to NYMEX either will not happen
or will not happen for some time.
You can contact him at home:
Phone: (713) 860 8687 (h)
Vince
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/06/2001
02:44 PM ---------------------------
Enron North America Corp.
From: William Smith @ ENRON 04/06/2001 01:54 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Revised from Steve Bigalow
Vince,
I just got this from Steve. It is his latest version.
Sam
---------------------- Forwarded by William Smith/Corp/Enron on 04/06/2001
01:53 PM ---------------------------
Steve Bigalow
04/06/2001 01:51 PM
To: William.Smith@Enron.com
cc:
Subject: 3rd
|
Jennifer,
I cannot attend.
Vince
Jennifer Burns
02/06/2001 02:02 PM
To: Phillip K Allen/HOU/ECT@ECT, John Arnold/HOU/ECT@ECT, Michael W
Bradley/HOU/ECT@ECT, Jennifer Fraser/HOU/ECT@ECT, Mike Grigsby/HOU/ECT@ECT,
Adam Gross/HOU/ECT@ECT, Rogers Herndon/HOU/ECT@ect, Kevin
McGowan/Corp/Enron@ENRON, Vince J Kaminski/HOU/ECT@ECT, John L
Nowlan/HOU/ECT@ECT, Kevin M Presto/HOU/ECT@ECT, Fletcher J Sturm/HOU/ECT@ECT,
Hunter S Shively/HOU/ECT@ECT, Bill White/NA/Enron@Enron, Gary
Hickerson/HOU/ECT@ECT, Jeffrey A Shankman/HOU/ECT@ECT
cc: Ina Rangel/HOU/ECT@ECT, Judy Zoch/NA/Enron@ENRON, Gloria
Solis/HOU/ECT@ECT, Helen Marie Taylor/HOU/ECT@ECT, Tamara Jae
Black/HOU/ECT@ECT, Shirley Crenshaw/HOU/ECT@ECT, Angie Collins/HOU/ECT@ECT,
Airam Arteaga/HOU/ECT@ECT
Subject: REMINDER - Trader's Roundtable Meeting
There will be a Trader's Roundtable meeting today at 4:00PM in EB3321.
Please let me know if you are unable to attend.
Thanks!
Jennifer
3-9440
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/19/2001
08:07 PM ---------------------------
"Dennis Ray" <djray@engr.wisc.edu> on 02/19/2001 01:51:42 PM
To: "Vince Kaminski" <Vince.J.Kaminski@enron.com>
cc:
Subject: PSERC Internet Seminar on California
Please feel free to join us if you can. Let me know if you have any
questions about how to connect on-line.
Dennis
----
Dennis Ray
Executive Director
608-265-3808
PSerc Internet Seminar
February 20, 2001
Time 1.10 PM Central Time
Black and Blue: The California Electricity Restructuring Saga
George Gross
Professor
Department of Electrical and Computer Engineering
University of Illinois at Urbana ) Champaign
Abstract
California led the nation in the electricity restructuring arena. Starting
with the various and numerous forums of all the stakeholders at the
California Public Utility Commission, a wide ) sweeping regulatory reform
act giving customer choice to everyone was enacted in 1996. The
implementation of the restructuring began in 1998. Since May 2000, the
prices in the wholesale California electricity markets have stayed at
extremely high levels. Since the restructuring has frozen the prices at the
retail level, the market developments have put the two largest California
utilities on the verge of bankruptcy. In addition, the state has suffered
major impacts due to the shortage of electricity in the past 9 months. There
are key developments at both the state and federal levels impacting the
California situation. This presentation will review the major reasons for
this &dismal and
dangerous situation8 in California. The focus will be on the market
developments and their interaction with the regulatory initiatives. The
experience to date will be assessed in terms of key issues in market
redesign and supply availability. The importance of the California
developments to the restructuring across the nation will be discussed.
George Gross is Professor of Electrical and Computer Engineering and
Professor, Institute of Government and Public Affairs, at the University of
Illinois at Urbana-Champaign. His research and teaching activities are in
the areas of power system analysis, economics and operations, utility
regulatory policy and industry restructuring. Formerly with the Pacific Gas
and Electric Company, Dr. Gross founded the company's Management Science
Department and held other key management and policy positions. A Fellow of
IEEE, Dr. Gross was awarded the Franz Edelman Management Science Achievement
Award by the Institute of Management Science.
Instructions for Audio Connection
Dial the number given below and enter the participant code when asked to do
so.
Dial In Number: (865) 523-8587
Participant Code: 105600
IP Address for Netmeeting
Read the instructions to down load and install Netmeeting. At about 12.50 PM
Central Time on February 20, 2001, dial the following IP address in
Netmeeting 128.174.115.17
Please make sure the resolution on your machine is set to 1024 x 768 . This
will be the setting on the machine at which the Power Point slides
originate. If your machine is not set to the same resolution, the slides on
your
machine during the seminar will lose information.
|
FYI
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/27/2000
09:22 AM ---------------------------
Lacima <Lacima@compuserve.com> on 03/27/2000 04:45:43 AM
To: Blind.Copy.Receiver@compuserve.com
cc: (bcc: Vince J Kaminski/HOU/ECT)
Subject: final details for energy course
Hi,
Just wanted to let you know some final details about the course:
Course Titles: "Energy Derivatives: Pricing and Risk Management" and/or
"VaR for Energy Markets"
Venue Details:
Dates: 29-31 March
Location: Hyatt Regency downtown Houston, 1200 Louisiana Street, Houston
Phone: 713-654-1234
Schedule:
continental breakfast: 8.30am
Start: 9am
Beverage break: 10.30-11.00
Buffet lunch served in course room: 12.30-1.30pm
Snack break: 3.30-4.00pm
End: approx. 5.30pm
Course Leaders: Dr Les Clewlow and Dr Chris Strickland, Lacima Consultants
Please let me know if you need anything further.
Thanks and enjoy the course!
Sincerely,
Julie
Lacima Consultants
|
Soma,
Yes, no problem.
Vince
Soma Ghosh
05/26/2000 08:43 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Mid Year PRC
Vince,
May I put you down as one of my reviewers for my final PRC within RAC?
Soma
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/04/2000
06:12 PM ---------------------------
ENRON
From: Office of the Chairman@ENRON on 02/02/2000 06:18 PM
To: Enron Corporate News/Enron@Gateway, All_Enron_North America,
All_Enron_International, EC Employees -- All@Enron Communications, EI Mass
Mailing List - ALL@Enron_Development, EES_Employees@EES, ECT- Notes
Domain-All@ECT
cc:
Subject: Organization Announcement
Enron purchases billions of dollars of products through its wholly owned
subsidiaries and venture companies worldwide. Historically, the Company has
conducted these purchases in a highly fragmented, decentralized manner
allowing each of the operating units the discretion to source their
requirements in a manner that optimizes unit performance. Today, however,
with the implementation of SAP and the profound explosion in
internet/intranet-based technologies, we believe the Company should change
its direction and focus on aggregating its demand for goods and strategically
sourcing these requirements on a global basis. We believe that there are
significant cash savings to be extracted by the Company and also commercial
potential for the formation of a highly profitable, business-to-business
e-Commerce venture.
Effective February 1, 2000, Enron will form a new Global Strategic Sourcing
unit. This new unit will consolidate the current successful strategic
sourcing initiatives underway in the Gas Pipeline Group, Global Asset
Operations and Enron Corp. Initially, Global Strategic Sourcing will focus
on aggregating Enron,s internal, joint venture and business partner demand
for products and services with the objective of creating a future
business-to-business e-Commerce venture.
It gives us great pleasure to announce that George Wasaff, Managing Director,
will lead this new global initiative. George will report directly to Mike
McConnell, Chief Executive Officer for Global Technology.
George has been with Enron for fourteen years and has held many senior
executive positions, the most recent of which was Managing Director of ENRON
South America's Wholesale Operations. George was also the Interim Chief
Executive Officer of Elektro from July 1998 through June 1999 and Chief
Executive Officer of Transportadora de Gas del Sur S.A. ("TGS") from June
1995 through February 1998. George has also held numerous commercial
positions including Vice President and Country Manager, Mexico for Enron
International and Vice President of Marketing for Transwestern Pipeline
Company.
Please join us in supporting this new global initiative and congratulating
George in his new role with the Company.
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/09/2000
11:11 AM ---------------------------
"NW on Application Service Providers" <ApplicationService@bdcimail.com> on
03/09/2000 11:01:47 AM
Please respond to "Application Service Providers Help"
<NWReplies@bellevue.com>
To: <vkamins@enron.com>
cc:
Subject: What,s holding back ASP adoption?
NETWORK WORLD FUSION FOCUS: MIKE JUDE and NANCY MEACHIM
on APPLICATION SERVICE PROVIDERS
Today's focus: What,s holding back ASP adoption?
03/08/00
Dear Wincenty Kaminski,
Today's focus: What,s holding back ASP
adoption?
---------------------------------------------
By Mike Jude and Nancy Meachim
The application service provider (ASP) market has been growing by leaps
and bounds. What used to be a nascent market has expanded from
addressing niche enterprise needs to providing significant IT support
for many Fortune 500 companies.
However, there are still significant impediments to wide acceptance of
applications outsourcing. Two major deterrents have to do with older
business concerns.
One significant problem that has been addressed only tangentially by
ASPs is the fact that corporate IT departments are, more often that not,
dependent on less than cutting edge technologies. Many established
companies have, over the years, made significant investments in legacy
technologies. The fury over Y2K attests to the high number of mainframe
computers still using first-generation code. Such organizations may
have added a great deal of newer technology, but concerns over the older
applications may be preventing them from taking advantage of application
hosting. Even if there were an ASP willing to address the entire
solution, including legacy systems, doubt about the viability of handing
off archaic yet mission-essential systems may prevent an enterprise from
handing over support of these applications. While the ASP may offer a
more cost-effective solution, the fear is that it may not be able to
offer the depth of experience necessary to work with older technology.
Security is the second dynamic that tends to retard ASP acceptance.
Although most ASPs are able to maintain the proper level of security
necessary for critical information, many IT departments find the idea of
putting that information in the hands of a third party too daunting.
There are some businesses with huge IT investments that absolutely
cannot take chances with information leakage. Local telephone service
providers, because of their Federal Communication Commission regulators,
come to mind.
A simple pitch of cost avoidance or cost reduction is rarely sufficient
to sway IT mangers in such organizations. They are thinking about the
care and feeding of cranky old mainframes that run a million lines of
COBOL and manage highly proprietary customer information. Only when
ASPs are willing to spend the time to understand the needs of such a
complex IT environment will they truly be able to introduce services
fully capable of addressing all the security and legacy issues involved.
Until such an enlightened ASP comes along, there are still several ways
to start moving to outsourcing for IT managers coping with a legacy or
highly sensitive environment. First, consider whether a full
outsourcing solution is the only option. It may be that there,s a
subset of the IT architecture that is appropriate for an ASP to take on.
It may also be possible to find an ASP to partner with and gradually
migrate support of legacy systems as the ASP learns the systems and
their requirements.
One thing is certain: legacy systems are not going away anytime soon.
It,s also just as certain that application service provision is the way
of the future. ASPs let enterprises offload an expensive and time-
consuming technical function.
As the ASP market matures, this column will examine issues such as these
from both the user and the vendor perspectives. To ensure we address
the topics you are interested in, we invite your comments and questions.
Please contact us at the e-mail addresses listed below.
To contact Mike Jude and Nancy Meachim:
---------------------------------------
Senior consultant Michael Jude and research director Nancy Meachim are
with Enterprise Management Associates in Boulder, Colo.,
(http://www.enterprisemanagement.com), a leading analyst and market
research firm focusing exclusively on all aspects of enterprise
management. Jude has over 18 years of experience in the
telecommunications industry, most recently with US West, where he was a
manager of public policy. Mike can be reached at
mailto:jude@enterprisemanagement.com. Meachim focuses on e-business
management. She is currently conducting a research study on ASP
management that is due to be released in April. Nancy's email address is
mailto:meachim@enterprisemanagement.com.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
FOR RELATED LINKS -- Click here for Network World's home page:
http://www.nwfusion.com
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
The ASPs' Impact on the IT Industry, International Data Corporation
A report offering definitions, identifying trends and issues, and
highlighting the implications for software and hardware vendors,
services firms, communications companies, and channels partners.
http://www.idc.com/Data/Software/content/offer/asp/default.htm
ASP Industry Portal
Contains ASP providers database, ASP-enabled software database, ASP
industry news
http://www.webharbor.com/
ASP News Review
http://www.aspnews.com/
*********************************************************
Subscription Services
To subscribe or unsubscribe to any Network World e-mail newsletters,
go to:
http://www.nwwsubscribe.com/news/scripts/notprinteditnews.asp
To change your email address, go to:
http://www.nwwsubscribe.com/news/scripts/changeemail.asp
Subscription questions? Contact Customer Service by replying to this
message.
Other Questions/Comments
Have editorial comments? Write Jeff Caruso, Newsletter Editor, at:
mailto:jcaruso@nww.com
For advertising information, write Jamie Kalbach, Account Executive,
at: mailto:jkalbach@nww.com
Network World Fusion is part of IDG.net, the IDG Online Network.
IT All Starts Here:
http://www.idg.com
Copyright Network World, Inc., 2000
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 10/27/2000
04:26 PM ---------------------------
Kevin Kindall@ENRON
10/27/2000 10:08 AM
To: Vince J Kaminski/HOU/ECT@ECT, Rick L Carson/HOU/ECT@ECT
cc: Vasant Shanbhogue/HOU/ECT@ECT
Subject: Weekly report
|
David,
Please, call Shirley Crenshaw (my assistant),
extension 5-5290 to set it up.
Vince
David P Dupre
06/15/2000 05:18 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: interest
What time(s) are you available over the next few days?
Thanks
David
3-3528
Vince J Kaminski
06/15/2000 05:16 PM
To: David P Dupre/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT
Subject: Re: interest
David,
Please, stop by to chat about it for a few minutes.
Vince
David P Dupre
06/15/2000 11:57 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: interest
May we meet to discuss my interest in joining your group?
I have a strong quantitative discipline and am highly numerate.
Thanks
David 3-3528
---------------------- Forwarded by David P Dupre/HOU/ECT on 06/15/2000 11:53
AM ---------------------------
To: David P Dupre/HOU/ECT@ECT
cc:
Subject: Re: interest
Vince Kaminski
|
Ehud,
November 15 is a bad day for me. I shall be in San Antonio for our
annual management conference.
Practically everybody who counts in Enron will be there.
Still no response from Louise. I shall catch her tomorrow
in person.
Vince
"Ehud I. Ronn" <eronn@mail.utexas.edu> on 11/07/2000 09:04:36 AM
To: Vince.J.Kaminski@enron.com
cc:
Subject: Dinner with Your Training Colleague 11/15?
Vince,
Good morning.
Further to our conversation thereon during your Austin visit 10/11, I am
writing at this time to inquire whether we might schedule a circa 7 p.m.
dinner next Wed. 11/15, to include the participation of your Enron Training
arm colleague. We could then discuss UT partcipation in Enron training
activities, as well as the forthcoming Spring 2001 Conference.
Best,
Ehud
==============================================
Ehud I. Ronn
Jack S. Josey Professor in Energy Studies
Department of Finance
McCombs School of Business
University of Texas at Austin
Austin, TX. 78712-1179
Voice: (512) 471-5853
FAX: (512) 471-5073
Internet: eronn@mail.utexas.edu
=================================================
|
Shane,
Monday would work for us.
My assistant will contact you Wednesday to arrange the interviews.
Vince
"Shane Green" <shanecgreen@earthlink.net> on 06/30/2000 11:33:53 AM
To: <Vince.J.Kaminski@enron.com>
cc:
Subject: Internship
Dr. Kaminski:
?
I just wanted to touch base and see if I needed to snail mail a copy of my
resume or get in touch with anyone else over at Enron.?
?
The finance department at LSU will be sending out financial award letters to
new Ph.D. students before long, and my interning at Enron would free up some
additional departmental funds.? In addition, If I will be here in Baton
Rouge during the fall, I will need to pay my tuition next month.? I am able
to pursue an internship in large part because of the department's
cooperation and assurance that when I return I will still have a research and
or teaching assistantship to help fund the completion of Ph.D.? I have been
told that such cooperation and assurances are rare at LSU, so I am trying to
rock the boat as little as possible.
?
I realize until I receive an offer from Enron my internship (I say
internship rather than sabbatical because LSU will not continue to pay me my
stipend while I am away) is not assured until an offer has been extended by
Enron.? I understand that there are procedures?and protocols that must be
followed before this occurs, and I would be willing to do whatever is
necessary to move to the next step in that process.
?
I will be in Houston on July 8 & 9 for my wife's grandmother's 80th
birthday.? If it would be convenient, I could be in town?on the preceding
Friday, or following Monday for a visit and/or interview.? If not, given the
relatively close proximity between Baton Rouge and Houston, I would be happy
to come at another time.
?
Thanks again,
Shane Green
?
|
Jack,
This is up to the MBA program.
I have no problem if they agreed to it.
The only constraint is the space and we
shall have to address the issue on Thursday
during the first class.
Vince
"Jack Blanton, Jr." <jblantonjr@yahoo.com> on 02/28/2001 03:09:16 PM
To: vince.j.kaminski@enron.com
cc:
Subject: MGMT 656
Dear Proffesor Kaminski
I wish to audit the Energy Derivatives class which
you are teaching on Thursday nights. I am currently a
second year student in the EMBA program and am
Chairman of Nicklos Drilling Company. Nicklos
Drilling currently operates three land rigs along the
Texas Gulf Coast and is constucting a fourth. I have
received permision from the EMBA program to audit the
class and the only conditions would be your permission
and space avalability.
Thank you for your consideration,
Jack S. Blanton, Jr.
jblantonjr@yahoo.com
713-222-0191
__________________________________________________
Do You Yahoo!?
Get email at your own domain with Yahoo! Mail.
http://personal.mail.yahoo.com/
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/06/2001
05:23 PM ---------------------------
Ludkam@aol.com on 03/06/2001 05:22:34 PM
To: vkamins@ect.enron.com, VKaminski@aol.com
cc:
Subject: bilety
Wicku,
najtansze bilety $450 on internet do/z ?SJ:
IAH 2:35pm ??SJC 4:49pm Cont.#593 ??Sat. March 24
SJC 3:05pm ??IAH 8:56 pm Cont. # 1574 ?Wed. March 28
Wiec chyba to musisz zamowic, albo wykorzystac punkty i przyleciec do SFO,
wiecej lotow
|
Molly,
Thanks. I has a very good time visiting my son
in California.
Vince
Enron North America Corp.
From: Molly Magee 11/27/2000 01:43 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: F/U to Dr. Kaminski @ Enron from Iris Mack
Happy to do so, Vince. Hope your holidays were wonderful!
Molly
Vince J Kaminski
11/27/2000 01:39 PM
To: Molly Magee/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Shirley
Crenshaw/HOU/ECT@ECT
Subject: Re: F/U to Dr. Kaminski @ Enron from Iris Mack
Molly,
I would like to invite Iris for an interview. You can contact her at the
addresses she listed below
or at her E-mail address.
The following persons will participate at the interview:
Stinson Gibner
Zimin Lu
Tanya Tamarchenko
Vasant Shanbhogue
myself
Stinson and I will take her out to lunch.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/27/2000
01:35 PM ---------------------------
"iris mack" <irismmack@hotmail.com> on 11/21/2000 04:12:43 PM
To: irismmack@hotmail.com, Vince.J.Kaminski@enron.com
cc:
Subject: Re: F/U to Dr. Kaminski @ Enron from Iris Mack
Hi again,
I am visiting several family members and friends over the next few days.
Therefore it will be hard to contact me.
However, next week I will be easier to reach. My contact details in NYC are
as follows. I will be staying at the following hotels:
Washington Square Hotel
from November 28th for 3 nights (Tue, Wed and Thur)
212.777.9515
Marriott NYC Financial
December 1st for 1 night (Fri)
212.385.4900
At any rate, I will still try to reach you on tomorrow morning. If all
fails, we will try to reach each other next week.
Happy Thanksgiving,
Iris
>From: "iris mack" <irismmack@hotmail.com>
>To: Vince.J.Kaminski@enron.com
>Subject: Re: F/U to Dr. Kaminski @ Enron from Iris Mack
>Date: Tue, 21 Nov 2000 22:07:09
>
>Hi,
>
>How are you? Seems like we have had a bit of difficulty contacting each
>other. Sorry I missed your call. I am now in NYC - until December 2nd.
>
>I will try to call you on tomorrow morning about 8 am Houston time.
>
>Take care,
>Iris
>
>
>
>
>>From: Vince.J.Kaminski@enron.com
>>To: irismmack@hotmail.com
>>CC: Vince.J.Kaminski@enron.com
>>Subject: Hello
>>Date: Tue, 21 Nov 2000 15:14:31 -0600
>>
>>Iris,
>>
>>We are trying to reach you but we are getting error messages.
>>Please, call me 713 853 3848.
>>
>>Vince
>>
>>
>
______________________________________________________________________________
_______
Get more from the Web. FREE MSN Explorer download : http://explorer.msn.com
|
Paul,
Thanks a lot.
Vince
From: Paul Racicot@ENRON COMMUNICATIONS on 10/20/2000 06:03 AM
To: Stinson Gibner/Enron Communications
cc: Vince J Kaminski/HOU/ECT@ECT
Subject: Stanford check
FYI
----- Forwarded by Paul Racicot/Enron Communications on 10/20/00 06:06 AM
-----
Steven Batchelder
10/19/00 04:36 PM
To: Paul Racicot/Enron Communications@Enron Communications, Sally
Slaughter/Enron Communications@Enron Communications
cc:
Subject: Stanford check
Just wanted to let you know that the check went out Fedex - priority
overnight. They should have it tomorrow morning.
The tracking number is 823038069157 and can be tracked at www.fedex.com
Sally~per our conversation I will interoffice you the airbill slip.
If you need anything else, please let us know.
Thanks.
Steven Batchelder
Accountant
Enron Broadband Services
713-345-9340
Steven_Batchelder@enron.net
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 06/21/2000
12:42 PM ---------------------------
Conrad Gardner <conrad@risk.co.uk> on 06/05/2000 09:16:05 AM
To: Vince.J.Kaminski@enron.com
cc:
Subject: Re: Enron site/MEPR2
Sorry Vince
One must have got away!
Will contact Dan shortly.
Conrad
At 08:04 AM 6/5/00 -0500, you wrote:
>
>Conrad,
>
>Thanks for your message.
>
>There are 3 papers Enron contributed to the last MEPR.
>
>There is also another paper on electricity I contributed to the "red book"
>on US
>power markets, as well as a paper or credit risk management, and a paper
>on weather derivatives. All these papers included in other RISK books were
>written by Enron
>employees.
>
>We would like them included as well, if technically possible.
>
>
>I think that offering other energy related books through our site, in
>addition to MEPR2,
>is fine, but I would leave the decision to Dan Diamond, who is responsible
>for the project.
>
>
>Vince
>
>
>
>
>
>Conrad Gardner <conrad@risk.co.uk> on 06/05/2000 07:08:36 AM
>
>To: Vince.J.Kaminski@enron.com
>cc:
>Subject: Enron site/MEPR2
>
>
>>Date: Mon, 05 Jun 2000 13:02:02
>>To: Vince Kaminski
>>From: Conrad Gardner <conrad@risk.co.uk>
>>
>>Dear Vince
>>
>>Thanks for the call and email on Friday. I will contact Masuyuki and
>follow
>it from there.
>>
>>Regarding the Enron site, I think it is absolutely fine to put up the two
>Enron chapters (I'll provide pdfs), and prevent any customer leakages from
>your site by the use of "submit" buttons. As mentioned, I'll offer a 20%
>discount on MEPR2 to customers but would you be interested in some of other
>energy titles? - Please let me know.
>>
>>Many thanks
>>
>>Conrad Gardner
>>
>Head of Book Publishing
>Risk Books
>Haymarket House
>28-29 Haymarket
>London
>SW1Y 4RX
>Direct tel: +44 (020) 7 484 9750
>Main tel:+44 (020) 7 484 9700
>Fax: +44 (020) 7 484 9758
>e-mail: Conrad@risk.co.uk
>www.riskpublications.com
>
>
>
>
>
>
>
Head of Book Publishing
Risk Books
Haymarket House
28-29 Haymarket
London
SW1Y 4RX
Direct tel: +44 (020) 7 484 9750
Main tel:+44 (020) 7 484 9700
Fax: +44 (020) 7 484 9758
e-mail: Conrad@risk.co.uk
www.riskpublications.com
|
What about 9:30. I have a dentist appointment at 7:45 but I should get to the
office by 9:30.
Vince
From: Stephen Stock/ENRON@enronXgate on 01/24/2001 10:04 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: RE: FW: Re: Valuation
Vince,
gosh this is hard work!!!.... who would be an assistant eh?
I meant that I was free between 8 and 10am!!! at 10am I'm in Beth's Staff
meeting.
regards
Steve
-----Original Message-----
From: Kaminski, Vince
Sent: Wednesday, January 24, 2001 9:49 AM
To: Stock, Stephen
Subject: RE: FW: Re: Valuation
Steve,
What about coffee at 10, Thu?
Vince
From: Stephen Stock/ENRON@enronXgate on 01/24/2001 09:41 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Giselle James/ENRON@enronXgate
Subject: RE: FW: Re: Valuation
Vince,
I'm free between 8-10 and 3-6pm on Thursday,
regards
Steve
-----Original Message-----
From: Kaminski, Vince
Sent: Wednesday, January 24, 2001 9:39 AM
To: Stock, Stephen
Subject: RE: FW: Re: Valuation
Steve,
What about Thu?
Vince
From: Stephen Stock/ENRON@enronXgate on 01/24/2001 09:11 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: RE: FW: Re: Valuation
I'll be in a Visioning session all afternoon offsite, so this morning would
be better if you are available....
regards
Steve
-----Original Message-----
From: Kaminski, Vince
Sent: Wednesday, January 24, 2001 9:00 AM
To: Stock, Stephen
Cc: Kaminski, Vince
Subject: RE: FW: Re: Valuation
Steve,
I was delayed on my wait out. I probably hit the stop at
6:15.
Let me buy you a coffee this afternoon. What about 2:00?
Vince
From: Stephen Stock/ENRON@enronXgate on 01/24/2001 08:13 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: RE: FW: Re: Valuation
Vince,
I was at the bus-stop from 5:50 to 6:10 ish, assumed you had been delayed and
jumped on the next Research Forest bus that came along.
I hope you didn't wait around for me?
regards
Steve
-----Original Message-----
From: Kaminski, Vince
Sent: Tuesday, January 23, 2001 5:28 PM
To: Stock, Stephen
Subject: Re: FW: Re: Valuation
Steve,
Around 6:00 p.m.
Vince
From: Stephen Stock/ENRON@enronXgate on 01/23/2001 05:26 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: FW: Re: Valuation
Vince,
I'm in all this week.....what time are you going for the bus tonight?
regards
Steve
-----Original Message-----
From: stevestock@pagenetips.com@ENRON
[mailto:IMCEANOTES-stevestock+40pagenetips+2Ecom+40ENRON@ENRON.com]
Sent: Tuesday, January 23, 2001 4:42 PM
To: Stock, Stephen
Subject: fwd: Re: Valuation
------
From: Vince Kaminski <Vince.J.Kaminski@enron.com>
Subject:Re: Valuation
Steve,
Please, let me know when you come back.
I have detected a tendency to implement different
approaches to valuation in the past.
To some extent, it reflects the absence of formal
rules for sign-off on the valuation techniques
which, in turn, reflects, the turf wars and the desire by the
originators to control the outcomes.
Vince
stevestock@pagenetips.com on 01/19/2001 06:53:14 PM
To: vince.j.kaminski@enron.com
cc:
Subject: Valuation
Vince,
I'd like an opportunity to talk to you about valuation.
I'm hearing confusing messages about the way that the UK IT team and the UK
traders get their Valuation code aparently signed off by Research, while
here... You provide it for our guys to wrap up.
We have now a situation where the UK team are using a home grown Valuation
piece called DOVE, where results differ from those of the equivalent USA
portcalc.
I need to break through the pride barriers and the "not built here"
syndrome, and try to do the right thing, but I don't beleive I can do that
without you guidance.
I'm scared that if we diverge too much we will never work globally on these
systems.
Steve
------------------------
Tel: 713-345-8980
Cell: 281-541-1862
Page: stevestock@pagenetips.com
Steve
------------------------
Tel: 713-345-8980
Cell: 281-541-1862
Page: stevestock@pagenetips.com
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/21/2001
12:52 PM ---------------------------
Tanya Tamarchenko
03/21/2001 09:58 AM
To: Naveen Andrews/Corp/Enron
cc: Vince J Kaminski/HOU/ECT@ECT, David Port/Market Risk/Corp/Enron
Subject: Re: estimating tail of distribution and additional risk measures
Naveen,
the "analytical VAR" approach is working for Equity portfolio.
It gives us the tool to examine the tails' behavior for this portfolio and
calculate "Expected Tail Loss".
The same should be done for commodities portfolio as well.
Meanwhile, as we discussed, we can give some rough estimates of the losses
corresponding to percentiles other than 5th.
Look at the figure below. You can see VAR numbers for 5%, 1%, 0.5% and 0.1%
calculated with
1) simulations (100 thousand simulations);
2) analytical VAR (gamma-delta positions representation)
1) and 2) are very close because there are not many options in Equity
portfolio.
3) simulations (1000 simulations) to calculate 5% VAR. Then in order to
approximately estimate VAR for 1%, 0.5% and 0.1%
I scaled 5% VAR with factors corresponding to normal distribution (for
example: Norminv(0.001,0,1)/Norminv(0.05,0,1) for 0.1%).
The result of such extrapolation in this case is quite good (just 5%
different from the correct number).
We probably can use such rough estimates of tail for commodities portfolio
until we have proper methods implemented.
Tanya Tamarchenko
02/28/2001 01:17 PM
To: Wenyao Jia/HOU/ECT, Debbie R Brackett/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT
Subject: Re: "analytical" var implementation in RisktRAC
Debbie,
I am forwarding to you a 2 page document describing implementation of
"analytical" VAR in RisktRAC.
Here is why this effort is very important:
1. We need to calculate VAR for other percentile but 5 (1% or even 0.2% as
mentioned by Rick Buy)
and our simulation model can not handle required number of simulations;
2. We need to present additional risk measures (such as Mean Tail Loss) to
the Board.
The analytical approach is implemented in a spreadsheet and fully tested
already so there will be no problems
with the algorithm itself.
We need to get together and discuss IT implementation.
What do you think?
Tanya
|
Mulong,
I think you can easily find this information on Internet.
Vince
mulong wang <mlwang@uts.cc.utexas.edu> on 04/16/2001 10:19:29 AM
To: Vince.J.Kaminski@enron.com
cc: Richard MacMinn <macminnr@uts.cc.utexas.edu>
Subject: Re: Weather and energy price Data
Dear Dr. Kaminski:
Thank you very much for the natural gas information. The electricity price
is also definitely of great help if it can be available.
Could you kindly please let me know the contact information for FT or
Megawatt Daily? I will contact them asap to get their permission for the
access of the price data.
Thank you very much and have a great day!
Mulong
On Mon, 16 Apr 2001 Vince.J.Kaminski@enron.com wrote:
>
> Mulong,
>
> We shall send you natural gas Henry Hub prices right away.
> Please look at the last winter and the winter of
> 95/96.
>
> We shall prepare for you the electricity price
> information (Cinergy, Cobb and Palo Verde) but
> you have to approach FT (the publishers of
> Megawatts Daily, a newsletter that produces the price
> index we recommend using) and request the permision
> to use the data. We are not allowed to distribute
> this information.
>
> Please, explain that this is for academic research and that
> we can produce the time series for you,
> conditional on the permission from the publishers
> of Megawatts Daily.
>
> Vince Kaminski
>
>
>
>
> mulong wang <mlwang@uts.cc.utexas.edu> on 04/15/2001 03:43:26 AM
>
> To: vkamins@ect.enron.com
> cc: Richard MacMinn <macminnr@uts.cc.utexas.edu>
> Subject: Weather and energy price Data
>
>
> Dear Dr. Kaminski:
>
> I am a PhD Candidate under the supervision of Drs. Richard MacMinn and
> Patrick Brockett. I am now working on my dissertation which is focused on
> the weather derivatives and credit derivatives.
>
> Could you kindly please offer me some real weather data information about
> the price peak or plummet because of the weather conditions?
>
> The past winter of 2000 was very cold nationwide, and there may be a
> significant price jump for natural gas or electricity. Could you
> please offer me some energy price data during that time period?
>
> Your kind assistance will be highly appreciated and have a great day!
>
> Mulong
>
>
>
>
>
>
>
>
>
>
|
Shirley,
No info in this msg.
Vince
Shirley Crenshaw
08/16/2000 09:56 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, Joseph Hrgovcic/HOU/ECT@ECT, Grant Masson/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, Patricia Tlapek/HOU/ECT@ECT, Amitava
Dhar/Corp/Enron@ENRON, Alex Huang/Corp/Enron@ENRON, Kevin
Kindall/Corp/Enron@ENRON, Kevin G Moore/HOU/ECT@ECT, Clayton
Vernon/Corp/Enron@ENRON, William Smith/Corp/Enron@ENRON, Yana
Kristal/Corp/Enron@ENRON, Jose Marquez/Corp/Enron@ENRON, Samer
Takriti/Corp/Enron@Enron, Chonawee Supatgiat/Corp/Enron@Enron, Shalesh
Ganjoo/HOU/ECT@ECT, Tom Halliburton/Corp/Enron@Enron, Elena
Chilkina/Corp/Enron@Enron, Cantekin Dincerler/HOU/ECT@ECT, Brad
Aimone/NA/Enron@Enron, Datren Williams/NA/Enron@Enron, Sevil
Yaman/Corp/Enron@Enron, Sofya Tamarchenko/NA/Enron@Enron, Bob
Lee/NA/Enron@Enron, Ainsley Gaddis/NA/Enron@Enron, Gwyn
Koepke/NA/Enron@Enron, Guiseppe Paleologo/NA/Enron@Enron, Hector
Campos/HOU/ECT@ECT, Anita DuPont/NA/Enron@ENRON, Youyi Feng/NA/Enron@Enron, V
Charles Weldon/HOU/ECT@ECT, Shane Green/HOU/EES@EES
cc:
Subject: New Co.# and RC# for the Research Group
|
Molly,
We have a reasonably big room. 2-5 people is OK. It's EB1938.
Vince
Molly Carnes@ENRON COMMUNICATIONS
09/28/2000 03:10 PM
To: Vince J Kaminski/HOU/ECT@ECT@ENRON
cc:
Subject: Re: Mathworks
I've got in on the calendar for the 18th at 2:00. What's the location? How
many can we bring? 2 or 3?
Thanks.
Molly Carnes
for
Louis Casari
Vice President, Mid Office Operations
Enron Broadband Services
713-853-4302, Room EB4492
lou_casari@enron.net
Vince J Kaminski@ECT
09/28/00 10:39 AM
To: Lou Casari/Enron Communications@ENRON COMMUNICATIONS@ENRON
cc: Vince J Kaminski/HOU/ECT@ECT, Shirley Crenshaw/HOU/ECT@ECT, Lou
Casari/Enron Communications@Enron Communications
Subject: Re: Mathworks
Molly,
I met Lou in the building lobby last Wednesday and he suggested that he
(or his representatives) join the Mathworks presentation to my group).
It's a good software package for mathematical modeling,
but there is a limit to the number of different installations any group
can productively use.
I shall take a look at some new features they offer
and decide whether it's worth the effort.
Vince Kaminski
Lou Casari@ENRON COMMUNICATIONS
09/20/2000 02:10 PM
Sent by: Molly Carnes@ENRON COMMUNICATIONS
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Mathworks
Do you know this person or this company? They are want to set an appointment
with EBS and I believe, are wanting to meet with you, also. Any feedback?
Thanks.
Molly Carnes for Lou Casari
Enron Broadband Services
713-853-1467, Room EB4486A
molly_carnes@enron.net
----- Forwarded by Molly Carnes/Enron Communications on 09/20/00 02:09 PM
-----
scottw@mathworks.com
09/20/00 08:46 AM
To: Lou Casari/Enron Communications@Enron Communications
cc:
Subject: We'll be in Houston
Hello Mr. Casari:
Myself and our Energy Trading Financial Team will be visiting with the R&D
group at Enron the week of 10/16/00. They have several applications can be
dramatically improved with our tools.
We are very interested to understand the Bandwidth Trading Market, to see
if any additional challanges can be overcome with our tools.
I would like to understand your challanges of modeling, simulating and
deploying applications to control risk.
Are you available to discuss these items prior to our visit?
I look forward to hearing from you.
Thanks
Scott Wakefield
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/06/2001
05:46 PM ---------------------------
Alex Huang@ENRON
04/02/2001 10:42 AM
To: Berney C Aucoin/HOU/ECT@ECT, Edith Cross/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT
Subject: Model for Harry Arora
Hi guys,
We have put together an option pricing model (using exotic library) for Harry
Arora.
I figure you may want to have the same model in case questions arise.
Best,
Alex
|
Molly,
It's OK (even if the answer is ex post).
Vince
Enron North America Corp.
From: Molly Magee 10/19/2000 08:45 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Shirley Crenshaw/HOU/ECT@ECT
Subject: Flight
Vince: Would this be okay with you?
Molly
---------------------- Forwarded by Molly Magee/HOU/ECT on 10/19/2000 08:44
AM ---------------------------
Enron Capital & Trade Resources Corp.
From: jlew <jlew@kent.edu>@kent.edu> 10/18/2000
07:30 PM
To: Molly.Magee@enron.com
cc: jlew@kent.edu
Subject: Flight
Dear Molly,
I asked about change of the departure city. They said I should send my ticket
back to get a new ticket. Since Aquila provides the ticket, it's hard for me
to change the departing place. If possible, can I ask you to arrange the one
way flight from Houston to Seattle on the evening of 25th? I'm sorry for
this.
Thank you very much.
Sincerely,
Jaesoo Lew
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/30/2000
09:34 AM ---------------------------
Vasant Shanbhogue <vshanbh@yahoo.com> on 11/29/2000 09:49:16 PM
To: massong@epenergy.com, vkamins@enron.com, sgibner@enron.com,
pkrishn@enron.com
cc:
Subject: Reminder for dinner on Saturday Dec 2nd
This is to remind all of you of the dinner plan (with
family) at my house on Saturday Dec 2nd. We will
expect you at about 6:00 pm.
Address: 3410 S. Briarpark Ln, Sugar Land
Directions (from downtown) :
Take 59 South all the way past Sam Houston Beltway 8,
and past Highway 6. Take the next exit --- First
Colony Blvd/Sweetwater Blvd. Take a left at the
traffic light onto Sweetwater Blvd (over the highway).
Go straight on Sweetwater Blvd past a few traffic
lights and a few stop signs. After passing a golf
course on the right, you will get a subdivision
"Crescents on the Green" on the right, and a
subdivision "BriarWood" on the left. Take a Left into
the Briarwood subdivision and an immediate right onto
S. Briarpark Ln. (There is only one street in the
subdivision). Our house (3410)is right there --- 3rd
house from cul-de-sec.
Phone : 281 265 8959
Cell : 713 569 2438
Vasant
__________________________________________________
Do You Yahoo!?
Yahoo! Shopping - Thousands of Stores. Millions of Products.
http://shopping.yahoo.com/
|
John,
We are trying to hire Rabi De, whose sign-on bonus proposal
was sent to you for approval, for RAC. He will support
vale-at-risk applications, the area where we are hopelessly understaffed.
Vince |
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 08/18/2000
11:01 AM ---------------------------
08/11/2000 06:43 PM
Phil Sisneros@ENRON COMMUNICATIONS
Phil Sisneros@ENRON COMMUNICATIONS
Phil Sisneros@ENRON COMMUNICATIONS
08/11/2000 06:43 PM
08/11/2000 06:43 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject:
in town most of next week--cell number is 503.701.3691. i'd love to get
together even for 30 minutes if you have the time
|
Susan,
Thank you for your message. I shall be glad to meet with you on May the 4th.
I shall ask my assistant, Shirley Crenshaw (713) 853 5290, to call you to set
up the meeting.
Also, for your information, we have recently set up a special unit to
coordinate Enron's
relationships with the universities. The person running this unit is Christie
Patrick.
Please, feel free to contact her and give my name as a reference. I shall
coordinate the meeting
on May the 4th with her.
Vince
Additional information re Christie:
Phone : (713) 853-6117
Email: christie_patrick@enron.com
"Susan C. Hansen" <susan.hansen@stanford.edu> on 04/03/2001 04:33:54 PM
To: vkamins@enron.com
cc:
Subject: Visit from Stanford?
Dear Dr. Kaminski,
Let me briefly introduce myself, I am the Director of Corporate Relations
for the School of Engineering at Stanford University. In this role, I am
always on the watch for ways to bring our faculty together with companies
that have an appetite for engagement with top tier research institutions.
I believe you know Hill Huntington, who is a senior researcher with
Stanford's Energy Modeling Forum. He suggested I get in touch with you for
some ideas about contacts at Enron. I'm in the process of planning a trip
to Texas in early May along with my colleague Donna Lawrence, the
university's Director of Corporate Relations. We were hoping to be able to
include a stop at Enron on our itinerary. Right now it appears that Friday,
May 4th would work best for us but we're at the very beginning of our trip
planning.
The purpose of our visit would be to review the current relationship
between Enron and Stanford, to give you an overview of current priorities
in the School of Engineering, and ask for your help in identifying the best
points of contact.
I look forward to hearing from you about your availability,
Sincerely,
Susan Hansen
Susan C. Hansen
Director, Corporate Relations
School of Engineering
Stanford University
Stanford, CA 94305-4027
(650) 725-4219
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 10/25/2000
10:07 AM ---------------------------
From: Paula Corey@ENRON COMMUNICATIONS on 10/25/2000 09:46 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: DUH.
----- Forwarded by Paula Corey/Enron Communications on 10/25/00 09:49 AM -----
Ed.Sweeney@phh.com
10/25/00 09:35 AM
To: Ilini84@aol.com, Paula Corey/Enron Communications@Enron Communications,
phuiskens@krmarc.com, Bill.Sweeney@juno.com, Janet.Sweeney@att.net,
sweeneypeter@aol.com, lyn.ure@juno.com
cc:
Subject: DUH.
1. AT&T fired President John Walter after nine months, saying
he lacked intellectual leadership." He received a $26
million severance package. Perhaps it's not Walter who's
lacking intelligence.
2. WITH A LITTLE HELP FROM OUR FRIENDS! Police in Oakland,
California spent two hours attempting to subdue a gunman who
had barricaded himself inside his home.After firing ten tear
gas canisters, officers discovered that the man was standing
beside them, shouting "Please come out and give yourself up."
3. WHAT WAS PLAN B??? An Illinois man pretending to have a
gun kidnapped a motorist and forced him to drive to two
different automated teller machines. The kidnapper then
proceeded to withdraw money from his own bank accounts.
4. THE GETAWAY! A man walked into a Topeka, Kansas Kwik
Stop, and asked for all the money in the cash drawer.
Apparently, the take was too small, so he tied up the store
clerk and worked the counter himself for three hours until
police showed up and grabbed him.
5. DID I SAY THAT??? Police in Los Angeles had good luck
with a robbery suspect who just couldn't control himself during
a lineup. When detectives asked each man in the lineup to
repeat the words, "Give me all your money or I'll shoot," the
man shouted, "that's not what I said!"
6. ARE WE COMMUNICATING?? A man spoke frantically into
the phone, "My wife is pregnant and her contractions are only
two minutes apart!" "Is this her first child?" the doctor asked.
"No!" the man shouted, "This is her husband!"
7. NOT THE SHARPEST KNIFE IN THE DRAWER!! In Modesto, CA,
Steven Richard King was arrested for trying to hold up a Bank
of America branch without a weapon. King used a thumb and a
finger to simulate a gun, but unfortunately, he failed to keep
his hand in his pocket.
8. THE GRAND FINALE This is a true story! Last summer,down
on Lake Isabella, located in the high desert, an hour east of
Bakersfield, California, some folks, new to boating, were
having a problem. No matter how hard they tried, they couldn't
get their brand new 22-ft. Bayliner to perform. It wouldn't get
on a plane at all, and it was very sluggish in almost every
maneuver, no matter how much power was applied.After about an
hour of trying to make it go, they putted over to a nearby
marina, thinking someone there could tell them what was wrong. A
thorough topside check revealed everything in perfect working
order. The engine ran fine, the outdrive went up and down,
the prop was the correct size and pitch. So, one of the marina
guys jumped in the water to check underneath. He came up choking
on water, he was laughing so hard. REMEMBER, THIS IS TRUE.....
Under the boat, still strapped securely in place, was the trailer.
- att1.unk
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/07/2000
12:29 PM ---------------------------
John Peyton
01/04/2000 11:12 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Chris Hilgert/HOU/ECT@ect, Randal T Maffett/HOU/ECT@ECT, W Tom
Byargeon/HOU/ECT@ECT, Fred Lagrasta/HOU/ECT@ECT
Subject: Amerada Hess Day Rate Hedge numbers
Attached are the historical numbers for the Semi-submersibles 4th and 5th
generation day rates. Their price is 155,000/day for the next 4 years. I
would think that a floor of $100,000 would be the place to start Jan 1, 2001
through Dec 31, 2004. We need to know the Call strike that would make it
costless.
I plan on making some examples discussion purposes to discuss with them on
Friday of this week. I will update you ASAP on the balance of day rate
prices. Let me know what else you will need to prepare the statistical
analysis. The numbers include highs and lows; let me know your ideas on how
to address this in the quote.
Thanks,
John
30395
|
Phil,
I am in California later this week. Driving with my family back to Houston.
Vince
06/05/2000 12:35 PM
Phil Sisneros@ENRON COMMUNICATIONS
Phil Sisneros@ENRON COMMUNICATIONS
Phil Sisneros@ENRON COMMUNICATIONS
06/05/2000 12:35 PM
06/05/2000 12:35 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject:
You have any time on your schedule on Wed. I'm in town
|
Phone: Joel 011 44 207 484 9885
011 44 207 833 3083 |
Louise,
Would you consider being a keynote speaker at this conference (Feb 22
evening)?
The conference will be held in Austin.
We have a very good relationship with UT and we are helping them to organize
this conference.
I shall be glad to provide you more information about the event.
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/02/2000
02:52 PM ---------------------------
"Ehud I. Ronn" <eronn@mail.utexas.edu> on 11/02/2000 10:57:00 AM
To: Vince.J.Kaminski@enron.com
cc:
Subject: Spring 2001 Energy Finance Conference Participation
Vince,
As promised, enclosed please find a brief description of the proposed Feb.
22 - 23 Energy Finance Conference, suitable for dissemination to your
colleagues:
"As Director of the Center for Energy Finance Education and Research
(CEFER), my colleagues and I are planning a practitioner-industry
Conference in Spring 2001, Feb. 22 - 23, to discuss four topics: Risk
management, Deregulation, Real options, and International/globalization.
Other than the Univ. of Texas participants and selected academics from
other institutions, we expect most participants at the Conference to be
energy practitioners from Houston. The Conference will begin with a dinner
and address Thur. evening, then continue all day Fri."
Given the energy-finance focus of the Conference, do you believe the
Networks topics is sufficiently energy-related?
Best,
Ehud
==============================================
Ehud I. Ronn
Jack S. Josey Professor in Energy Studies
Department of Finance
McCombs School of Business
University of Texas at Austin
Austin, TX. 78712-1179
Voice: (512) 471-5853
FAX: (512) 471-5073
Internet: eronn@mail.utexas.edu
=================================================
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/13/2001
09:41 PM ---------------------------
David Warwick <djw@kwi.com> on 04/12/2001 04:04:32 PM
To: "'vince.j.kaminski@enron.com'" <vince.j.kaminski@enron.com>
cc:
Subject: KWI User Group
Dear Vince
Please may I reintroduce myself. We met last year at the Sydney EPRM
conference which my company KWI sponsored. I chaired the session at which
you spoke.
As you may remember, my company, KWI are one of the world's leading provider
of systems (kW3000) and consultancy for energy, trading and risk management.
We have over 60 clients worldwide including many of the world's leading
energy companies (not Enron unfortunately):
North America
- TVA
- Ontario Power
- Cinergy
- Bonneville Power
Europe
- Enel
- ATEL
- Electrabel
- EDF
Nordic
- Vattenfall
- Fortum
- Sydkraft
- Statkraft
- Birka Energi
- Norsk Hydro
Each year we stage a "KWI Users Forum" - a 2-day event attended by leading
trading and risk staff from our clients. Last year there were about 100
delegates. The agenda primarily focusses on issues surrounding risk
management for the energy sector.
The agenda comprises keynote presentations on burning risk issues from
industry leading energy speakers and practical workshops focussed around
using our software.
This years event is at a luxury hotel in the wonderful Spanish city of
Barcelona and runs from the evening of Sunday September 9th to Tuesday
September 11th. The main conference dinner is on the Monday evening and is
always a memorable event. This year it is in a leading Barcelona restaurant
preceded by a bus tour of the city with a stop for pre-dinner drinks.
I would like to invite you to make the opening keynote address, the
highlight of the conference.
The subject could be:
* a general energy risk related topic
* a general insight into the secret of Enron's continued success in
the energy markets
* your thoughts on the future development on energy markets (and other
commodity related - bandwidth etc.) worldwide
Obviously, we would cover all your delagate costs including accomodation,
food and drink.
What's in it for you ? Many of our users are some the energy sectors leading
risk thinkers and I'm sure you would enjoy meeting them and exchanging
views.
Please let me know if you are able to accept the invitation.
Best regards
David Warwick - Marketing Dierctor and Co-founder
|
Valery,
I may be in Dallas in the next few weeks.
I shall probably come to Dallas one Friday.
I shall let you know well in advance.
Vince
"Valery Kholodnyi" <vkholod1@txu.com> on 01/04/2001 08:29:37 AM
To: Vince.J.Kaminski@enron.com
cc:
Subject: Re: My model for spikes
Dear Dr. Kaminski,
I would like to apologize for the delay responding, I was on vocation.
Thank you very much for your interest in my work and for your suggestion to
meet
for lunch/dinner. I will be truly happy to do so. In this regard could you
please let me know what day might be convenient for you. Since I am going to
fly
from Dallas, I would like, if possible, to plan it in advance.
I look forward to hearing from you and to seeing you soon.
Sincerely,
Valery Kholodnyi
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/06/2000
04:55 PM ---------------------------
Benjamin Parsons
10/17/2000 12:22 PM
To: Vasant Shanbhogue/HOU/ECT@ECT, Amitava Dhar/Corp/Enron@ENRON, Vince J
Kaminski/HOU/ECT@ECT, Steven Leppard/LON/ECT@ECT
cc:
Subject: EnronCredit pricing models
Attached below is an overview of the proposed pricing system we intend
building by Dec 1.
---------------------- Forwarded by Benjamin Parsons/LON/ECT on 17/10/2000
18:25 ---------------------------
Mike Mumford
17/10/2000 08:17
To: Benjamin Parsons/LON/ECT@ECT
cc:
Subject: External Write-Up File
|
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 02/01/2000
04:29 PM ---------------------------
Peter Augustini <paugustini@CERA.com> on 01/28/2000 02:51:24 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Special Offer - Power Transmission Workshop
Mr. Vincent J. Kaminski
Vice President, Research
Enron Capital & Trade Resources Corp.
Dear Mr. Kaminski:
We want to make a special offer to you regarding the mid-project workshop
for CERA's new study "High Tension: The Future of Power Transmission in
North America". This session will be held on Friday, February 11, 2000 from
8:30AM - 1:30PM in the Monarch Room at the Westin Galleria Hotel, in
Houston, Texas.
In consideration of your participation in CERAWEEK 2000, we invite you to
enroll in the workshop for a special, stand-alone fee of $5,000.
Participation in the workshop (normally available only to those enrolled in
the study) will provide you with the workshop briefing book, a recap of work
to date, a review of the initial scenarios and an interactive discussion on
sign posts, strategic implications and business segment analysis.
To view the online prospectus for the study, and to get the workshop
enrollment form, please go to:
http://eprofile.cera.com/cfm/track/mc.cfm?p=522&c=2804
This timely and important study analyzes the key issues and uncertainties
facing the electric transmission business, including industry structure,
strategy, policy and regulation, technology, market structure, reliability,
and operations. The main project objective is to develop a scenario-based
framework for understanding the risks and business opportunities.
We hope you can join us for this timely event, and to take advantage of this
special offer. To enroll in the workshop, please complete and return the
form found on the web page above. For more information, please contact me
by phone at (617) 441-2610, or by email to paugustini@cera.com .
Sincerely,
Peter Augustini
Director, North American Energy
*****************************************************************
Our relationship with you is very important to us. If you wish not to
receive e-mail notifications from CERA, please send a reply to this message
with "DoNotEmail" as the subject of your message. (
mailto:webmaster@cera.com?subject=DoNotEmail )
*****************************************************************
- att1.htm
|
FYI
Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/11/2000
09:03 AM ---------------------------
dgoodburn@rochpar.com on 05/11/2000 08:11:57 AM
To: Vince.J.Kaminski@enron.com, vkaminski@aol.com
cc:
Subject: Home Page - New - Risk Solutions (http://www.marshweb.com/home/ho
mepg.nsf/AllDo
<<Home Page - New - Risk Solutions.htm>>
Dear Vincent,
Hope all is well across the Atlantic. You may have seen this already but
thought I would pass it on just in case. Also Socgen just pulled off a
weather deal for a Japanease company looking to protect against wind damage
on their flower crop.
Weather is definatly picking up on this side too with more interest every
day.
Hope all is well,
Damian Goodburn
Office - 44 20 7847 1829
Mobile - 07971 825 309
- Home Page - New - Risk Solutions.htm
|
Cindy,
I got a copy of the book and another one is on the way from our officer in
India.
I can lend you the book and you can makes copies of the most important
chapters.
I don't think we should be buying too many copies and increasing the sales of
the book.
In general, I think that we should counter the presentations made by Mr.
Mehta. The person in charge of
our Dhabol operation is a Stanford graduate and maybe he could obtain an
invitation
to speak at the same forum and present the facts as they are. He should be
here for the management
conference.
Vince
From: Cindy Derecskey@ENRON on 10/11/2000 01:30 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Christie Patrick/HOU/ECT@ECT, Michael B Rosen/HOU/ECT@ECT
Subject: Power Play Book
Good afternoon Vince,
Christie Patrick mentioned to me the conference that your wife recently
attended at Stanford. At this coference Abahy Mehta discussed his/her
recently published book 'Power Play' - that certainly does NOT flatter
Enron. I have conducted a search on Amazon.com, Britannica.com and Dow Jones
and I am coming up empty handed. Would you be kind enough to briefly trouble
your wife to provide any other information she may remember, so I can narrow
my search.
I greatly appreciate it.
Regards,
Cindy
|