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This is the person from UT I mentioned.
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He is not interested in the summer internship.
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Vince
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We discussed two options (not necessarily mutually exclusive): 1.
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summer internship 2.
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full employment.
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Are you interested exclusively in full employment?
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I need the answer ASAP, as we are going to discuss the additional summer intern positions this afternoon.
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Vince
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Thanks Vince
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Shirley, The invoice for papers I have ordered on-line.
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Vince
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FYI Vince
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Steve, Krishna from my group.
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Krishna can also advise you on Resco participation.
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Vince
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Kevin, No problem.
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Nice thought.
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Vince
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Drew, Dale's msg.
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Vince
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Chris, We don't have yet any report on Broadband that might help you, developed internally by my group.
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We are working on a tutorial and we shall send you a copy when it's ready.
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The person who can give you an introduction to this market is Ravi Vince
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Please, Take a look at this candidate.
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Vince
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Soto, Milena
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Joe, OK as long as the number is limited.
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,Please, check with Shirley regarding lunch.
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We are already full in this room.
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Vince
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FYI Vince
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Joe, This is a message from the Japanese guy interested in energy risk management.
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Please, let me know if you want somebody from your organization at the meeting.
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He will be here next Monday at 3:00 p.m.
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Vince
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Dave, Thanks for the message.
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I don't think we need more time.
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Vince
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Joe, Let's talk about it.
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Vince
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Britta, Thanks for your message.
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I have several commitments at the time of the conference and have to decline with regret.
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Vince
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Jana, We should have tomorrow the movie schedule for the weekend.
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Saturday around 5:00 p.m.
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would work for me.
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Vince
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Please, send the bio.
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Vince
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Vicky, My affiliation is Enron Corp. My assistant, Shirley Crenshaw, will send you an updated version of my bio.
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Here are the bullet points: PRACTICAL TECHNIQUES TO PRICE EXOTIC ENERGY OPTIONS Definition of an exotic option - price process assumptions - different sources of risk Different types of exotic options used in the energy industry - Asian options - spread options - basket options - swing options Evaluating methodologies for pricing exotics ???
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- assessing the pros and cons of different techniques - approximations of closed-form formulas - Monte Carlo techniques - trees - numerical solutions of PDEs ???
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- applying multi-factor models to price exotic energy derivatives ???
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- building trees for pricing and hedging exotics Practical examples ANALYSING APPROACHES TO WEATHER DERIVATIVES VALUATION Definition of a weather derivative Why does energy industry need weather derivatives?
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- hedging volume/price risk as opposed to hedging exclusively price risk - the energy industry's exposure to weather: numerical estimates Different types of weather derivatives used in the energy industry ???
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- heating and cooling degree day swaps and options ???
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- precipitation contracts - hurricane contracts - financial options contingent on weather - digital options Valuation controversy: actuarial valuation vs. valuation based on the Black-Scholes paradigm Use of Monte Carlo techniques in valuation of weather derivatives Valuing long term transactions Practical example Please, feel free to edit my bullet points to improve my English.
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It was a pleasure working with you and I hope our roads will cross at some point.
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The best of luck to you.
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Vince
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FYI Vince
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Mark, Thanks.
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Vince
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Harry, In case you are looking for a secretary, here is one candidate.
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Vince
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Paula, Works for me.
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Maybe we should go out and explore some other options in the Montrose/Heights area.
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Vince
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Scott, I spoke briefly with Edith Terry from our DC office.
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There is not a good fit for my group but she could be a great asset for you.
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I have her resume in case you are hiring and would like to take a look at her.
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Vince
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Sam, I shall have it on Monday morning.
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Vince Enron North America Corp.
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Frank, We shall be glad to meet you in Houston.
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I am sure that we can find many interesting topics to discuss We can pay for your trip to Houston.
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I shall call you next week to discussthe details.
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Vince
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Shannon, Thanks for the message.
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See you soon in Houston.
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Your message serves as a useful reminder.
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I have to start work on my presentation.
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Vince
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Vasant, Tanya Any interest?
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Vince
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Escondido Village, 32B Stanford University, CA 94305
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Pavel, A follow-up on our discussion concerning the wisdom of IMF recommendations for Russia.
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Vince
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Shirley, No problem.
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Vince
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Steve, I shall talk to Anjam about it.
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Our impression here in Houston is that Thomas is quite qualified and we are very interested in him.
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A few days will not make much difference in the hiring process.
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Vince
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FYI Vince
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FYI Vince
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Nick, We may have problems getting the VC location in Houston on short notice.
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We are currently on stand-by.
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We shall default, if we have no other choice, to a phone interview.
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