figmtu/enron_personalization_dev_uncapped · Datasets at Hugging Face

text stringlengths 1 4.46k	employee_id stringclasses 45 values
Doug, We were trying to get everybody together for today but with no luck.	dev03.message.text
Wednesday next week is the first feasible date.	dev03.message.text
Sorry for that.	dev03.message.text
Vince	dev03.message.text
John, We are trying to hire Rabi De, whose sign-on bonus proposal was sent to you for approval, for RAC.	dev03.message.text
He will support vale-at-risk applications, the area where we are hopelessly understaffed.	dev03.message.text
Vince	dev03.message.text
Barry, Congratulations.	dev03.message.text
Well deserved.	dev03.message.text
Vince	dev03.message.text
Thanks.	dev03.message.text
Vince	dev03.message.text
Chris, This is very well written and will serve the reader well.	dev03.message.text
A few comments.	dev03.message.text
1.	dev03.message.text
When I think about the taxonomy of the VaR models, I typically use the classification based on 3 categories: a.	dev03.message.text
variance/covariance method b.	dev03.message.text
historical simulation c.	dev03.message.text
Monte Carlo simulation.	dev03.message.text
Delta approach is the way of representing a position in a nonlinear instrument.	dev03.message.text
2.	dev03.message.text
I would define Monte Carlo as an approach based on statistical simulation of behavior of all the market prices/rates, etc., and revaluation of the entire portfolio.	dev03.message.text
The revaluation may be based on an approximation (using Taylor's expansion) that may involve delta, delta/gamma, delta/gamma/omega or may be exact (based on the same model that produces the mark-to-market portfolio valuations).	dev03.message.text
The main benefit of using the MC simulation in the energy markets is the ability to capture the gapping behavior of the energy markets in a straightforward way.	dev03.message.text
I would emphasize that there are attempts to incorporate jumps in the V/C model (I shall send you the references from home).	dev03.message.text
3.	dev03.message.text
I would mention that historical simulation may break down in the markets that are evolving quickly (new instruments for which we have no comparable prices, behavior of prices may change as markets mature or de-mature).	dev03.message.text
4.	dev03.message.text
For bigger portfolios, virtually all methods require some level of aggregation into atomic, elemental instruments to reduce the dimensionality of the problem.	dev03.message.text
This process may be a source of a big error.	dev03.message.text
5.	dev03.message.text
The computational burden of MC can be reduced through clever preprocessing of a portfolio that introduces no error.	dev03.message.text
Many swaps with the same underlying can be aggregated into one positions ( they are portfolios of forwards and they are linear instruments).	dev03.message.text
Please, feel free to use any comment (or none).	dev03.message.text
Vince	dev03.message.text
Steve, Friday, September 8, 11:30 is fine with me.	dev03.message.text
I can cancel the other meeting Vince	dev03.message.text
Sophie, I think it's a fair deal.	dev03.message.text
Vince	dev03.message.text
Norma, Thanks for your message.	dev03.message.text
Approved.	dev03.message.text
Vince	dev03.message.text
Shirley, They are from the UK, Arthur Andersen.	dev03.message.text
I could meet with them on Monday.	dev03.message.text
Vince	dev03.message.text
Shirley, I already have lunch with Steve.	dev03.message.text
Please, decline.	dev03.message.text
Vince	dev03.message.text
Jeff, Christ, Mark and myself are planning to visit Tom Piazze in October.	dev03.message.text
I talked to Christy about Wharton and she will be calling Tom to set it up.	dev03.message.text
Vince	dev03.message.text
Mike, A nice picture of Elaina you can use as a wallpaper.	dev03.message.text
Vince	dev03.message.text
Eric, I think we can skip the meeting and discuss any issues between us.	dev03.message.text
The meeting was convened at the request of Doug Arnell, but Jeff Shankman thinks that there is no need for formal meetings: we can ask them for the information directly on as needed basis.	dev03.message.text
Vince Enron North America Corp.	dev03.message.text
Meredith, Congratulations.	dev03.message.text
Well deserved.	dev03.message.text
Vince	dev03.message.text
Sophie, Thanks.	dev03.message.text
I shall discuss this with Steve as soon as we have the nomination form signed.	dev03.message.text
I can do it while he is stioll here at Houston.	dev03.message.text
Vince	dev03.message.text
Eric, We are looking at the model.	dev03.message.text
I shall get back to you next week.	dev03.message.text
Enron North America Corp.	dev03.message.text
John, This is the list of the business teams within ENA I received Tuesday from accounting.	dev03.message.text
As you can see it is hopelessly behind our org chart.	dev03.message.text
I shall bring it up with accounting.	dev03.message.text
Vince	dev03.message.text
FYI Vince	dev03.message.text
Sheridan Titman Department of Finance College of Business Administration University of Texas Austin, Texas 78712-1179	dev03.message.text
FYI Vince	dev03.message.text
I have tons of papers on OAS.	dev03.message.text
They are buried in many boxes in my garage.	dev03.message.text
Let my try to excavate some of them.	dev03.message.text
Vince	dev03.message.text
Shirley, No problem.	dev03.message.text
Please, coordinate with Kevin and Anita.	dev03.message.text
Vince	dev03.message.text
Shirley, Please, send him my bio.	dev03.message.text
Vince	dev03.message.text
FYI Vince	dev03.message.text
Anthony, Congratulations.	dev03.message.text
Well deserved.	dev03.message.text
I am very happy for you.	dev03.message.text
Better late than never.	dev03.message.text
Vince	dev03.message.text
Mike, Please, sign and return to me.	dev03.message.text
Vince	dev03.message.text
Bob, Can you, please take a look at this problem.	dev03.message.text
I shall call you on Monday about it.	dev03.message.text
Vince	dev03.message.text
Alison, I recommended inviting Duane Seppi and Steven Shreve.	dev03.message.text
I would also invite Brian Routledge.	dev03.message.text
I don't know him but heard many good things about him.	dev03.message.text
Kevin Kindall may have other recommendations.	dev03.message.text
Vince Enron North America Corp.	dev03.message.text
FYI Vince	dev03.message.text
Aram Sogomonian	dev03.message.text

Doug, We were trying to get everybody together for today but with no luck.

dev03.message.text

Wednesday next week is the first feasible date.

dev03.message.text

Sorry for that.

dev03.message.text

Vince

dev03.message.text

John, We are trying to hire Rabi De, whose sign-on bonus proposal was sent to you for approval, for RAC.

dev03.message.text

He will support vale-at-risk applications, the area where we are hopelessly understaffed.

dev03.message.text

Vince

dev03.message.text

Barry, Congratulations.

dev03.message.text

Well deserved.

dev03.message.text

Vince

dev03.message.text

Thanks.

dev03.message.text

Vince

dev03.message.text

Chris, This is very well written and will serve the reader well.

dev03.message.text

A few comments.

dev03.message.text

1.

dev03.message.text

When I think about the taxonomy of the VaR models, I typically use the classification based on 3 categories: a.

dev03.message.text

variance/covariance method b.

dev03.message.text

historical simulation c.

dev03.message.text

Monte Carlo simulation.

dev03.message.text

Delta approach is the way of representing a position in a nonlinear instrument.

dev03.message.text

2.

dev03.message.text

I would define Monte Carlo as an approach based on statistical simulation of behavior of all the market prices/rates, etc., and revaluation of the entire portfolio.

dev03.message.text

The revaluation may be based on an approximation (using Taylor's expansion) that may involve delta, delta/gamma, delta/gamma/omega or may be exact (based on the same model that produces the mark-to-market portfolio valuations).

dev03.message.text

The main benefit of using the MC simulation in the energy markets is the ability to capture the gapping behavior of the energy markets in a straightforward way.

dev03.message.text

I would emphasize that there are attempts to incorporate jumps in the V/C model (I shall send you the references from home).

dev03.message.text

3.

dev03.message.text

I would mention that historical simulation may break down in the markets that are evolving quickly (new instruments for which we have no comparable prices, behavior of prices may change as markets mature or de-mature).

dev03.message.text

4.

dev03.message.text

For bigger portfolios, virtually all methods require some level of aggregation into atomic, elemental instruments to reduce the dimensionality of the problem.

dev03.message.text

This process may be a source of a big error.

dev03.message.text

5.

dev03.message.text

The computational burden of MC can be reduced through clever preprocessing of a portfolio that introduces no error.

dev03.message.text

Many swaps with the same underlying can be aggregated into one positions ( they are portfolios of forwards and they are linear instruments).

dev03.message.text

Please, feel free to use any comment (or none).

dev03.message.text

Vince

dev03.message.text

Steve, Friday, September 8, 11:30 is fine with me.

dev03.message.text

I can cancel the other meeting Vince

dev03.message.text

Sophie, I think it's a fair deal.

dev03.message.text

Vince

dev03.message.text

Norma, Thanks for your message.

dev03.message.text

Approved.

dev03.message.text

Vince

dev03.message.text

Shirley, They are from the UK, Arthur Andersen.

dev03.message.text

I could meet with them on Monday.

dev03.message.text

Vince

dev03.message.text

Shirley, I already have lunch with Steve.

dev03.message.text

Please, decline.

dev03.message.text

Vince

dev03.message.text

Jeff, Christ, Mark and myself are planning to visit Tom Piazze in October.

dev03.message.text

I talked to Christy about Wharton and she will be calling Tom to set it up.

dev03.message.text

Vince

dev03.message.text

Mike, A nice picture of Elaina you can use as a wallpaper.

dev03.message.text

Vince

dev03.message.text

Eric, I think we can skip the meeting and discuss any issues between us.

dev03.message.text

The meeting was convened at the request of Doug Arnell, but Jeff Shankman thinks that there is no need for formal meetings: we can ask them for the information directly on as needed basis.

dev03.message.text

Vince Enron North America Corp.

dev03.message.text

Meredith, Congratulations.

dev03.message.text

Well deserved.

dev03.message.text

Vince

dev03.message.text

Sophie, Thanks.

dev03.message.text

I shall discuss this with Steve as soon as we have the nomination form signed.

dev03.message.text

I can do it while he is stioll here at Houston.

dev03.message.text

Vince

dev03.message.text

Eric, We are looking at the model.

dev03.message.text

I shall get back to you next week.

dev03.message.text

Enron North America Corp.

dev03.message.text

John, This is the list of the business teams within ENA I received Tuesday from accounting.

dev03.message.text

As you can see it is hopelessly behind our org chart.

dev03.message.text

I shall bring it up with accounting.

dev03.message.text

Vince

dev03.message.text

FYI Vince

dev03.message.text

Sheridan Titman Department of Finance College of Business Administration University of Texas Austin, Texas 78712-1179

dev03.message.text

FYI Vince

dev03.message.text

I have tons of papers on OAS.

dev03.message.text

They are buried in many boxes in my garage.

dev03.message.text

Let my try to excavate some of them.

dev03.message.text

Vince

dev03.message.text

Shirley, No problem.

dev03.message.text

Please, coordinate with Kevin and Anita.

dev03.message.text

Vince

dev03.message.text

Shirley, Please, send him my bio.

dev03.message.text

Vince

dev03.message.text

FYI Vince

dev03.message.text

Anthony, Congratulations.

dev03.message.text

Well deserved.

dev03.message.text

I am very happy for you.

dev03.message.text

Better late than never.

dev03.message.text

Vince

dev03.message.text

Mike, Please, sign and return to me.

dev03.message.text

Vince

dev03.message.text

Bob, Can you, please take a look at this problem.

dev03.message.text

I shall call you on Monday about it.

dev03.message.text

Vince

dev03.message.text

Alison, I recommended inviting Duane Seppi and Steven Shreve.

dev03.message.text

I would also invite Brian Routledge.

dev03.message.text

I don't know him but heard many good things about him.

dev03.message.text

Kevin Kindall may have other recommendations.

dev03.message.text

Vince Enron North America Corp.

dev03.message.text

FYI Vince

dev03.message.text

Aram Sogomonian

dev03.message.text