figmtu/enron_personalization_dev_uncapped · Datasets at Hugging Face

text stringlengths 1 4.46k	employee_id stringclasses 45 values
Vince	dev03
FYI Vince	dev03
Congratulations.	dev03
Vince	dev03
FYI Vince	dev03
Can you read the attached?	dev03
Vince	dev03
Ashley, Thanks.	dev03
Please, always cc my assistant Shirley Crenshaw She does not read my mail.	dev03
Vince Enron Technology	dev03
Pierre, I am working with Kristin Gandy on my trip.	dev03
Hopefully, she will be able to confirm the November date in a day or two.	dev03
Kristin is taking care of all the arrangements.	dev03
Vince	dev03
Shirley, Most recent org chart.	dev03
As you can see Li Sun is reporting to Kevin Kindall.	dev03
Vince	dev03
Kristin, What about the visit to the campus on Nov. 3?	dev03
Any resolution?	dev03
Vince	dev03
FYI Vince	dev03
What about September 8, Friday?	dev03
Vince	dev03
Lisa Marcelli Bank One Securities	dev03
Kim, FYI.	dev03
I checked on the progress of the accounting adjustment and was told it would happen this month.	dev03
Vince	dev03
Does 11:30 Enron Building work for you?	dev03
Vince	dev03
Chris, My part has not changed for some time (since early July).	dev03
I sent the last vintage of corrections to you when I was in Sydney.	dev03
You can send the version you consider final to us just to double check.	dev03
I took the liberty of sending our chapter to Darrell Duffie and he liked it.	dev03
What is more important he did not find any error.	dev03
I shell send you my comments on the article for Robin in a day or so.	dev03
Vince	dev03
Send check to Lisa	dev03
Becky, I have finished my budget but before I send it out, I would like to run it by you.	dev03
I made a few assumptions and changes to the template.	dev03
Can you find 15 minutes today or tomorrow?	dev03
I can walk you through the spreadsheet.	dev03
Vince	dev03
Barbara, We are in touch with Ketra and John and we shall work with them when they are here.	dev03
Vince	dev03
Jeff, I don't think this transaction makes sense.	dev03
We should not keep increasing our exposure in one area, given that we can deploy our capital in a more efficient way elsewhere, without taking illiquid, long-term positions.	dev03
Vince	dev03
Dear Dr. McMullen, A few weeks ago I received a call from your University regarding employment opportunities at Enron.	dev03
I called back and summarized the needs of my group (an ideal profile of a candidate): 1.	dev03
mathematical finance 3.	dev03
understanding of the energy markets I shall appreciate any information about potential candidates.	dev03
I have also given some other suggestions regarding potential opportunities for graduates with different profiles.	dev03
Please, feel free to call me.	dev03
My number is 713 853 3848.	dev03
Vince Kaminski	dev03
Shmuel, Let's see if we can either rearrange the seminar speakers or change the date of our visit to the campus.	dev03
Ashley Baxter, our coordinator is very efficient and got a faculty room for a presentation on Monday morning on the 16th.	dev03
Vince	dev03
FYI Vince	dev03
Dolores Please, register me for a session on 9/29/2000 at 12:45.	dev03
Vince Kaminski	dev03
Dale, Thanks for your message.	dev03
I don't know the labor market in London that well but here the market for quants is very hot.	dev03
Steve is in my view an exceptionally talented person and I would go an extra mile to retain him long-term for the company.	dev03
I would adjust the base salary or the kicker upward a bit.	dev03
o62,000 Basic is what Anjam is receiving currently (if I remember correctly).	dev03
Steve has a much higher value to Enron than Anjam.	dev03
Vince	dev03
Ashley, I agree with you.	dev03
Two trips are the best solution, unless of course Shmuel rearranges the speaker list and the 16th will work for the presentation as well.	dev03
Coordinating so many different events is never easy.	dev03
Thanks for your patience.	dev03
Vince Enron Technology	dev03
Doug, We were trying to get everybody together for today but with no luck.	dev03
Wednesday next week is the first feasible date.	dev03
Sorry for that.	dev03
Vince	dev03
John, We are trying to hire Rabi De, whose sign-on bonus proposal was sent to you for approval, for RAC.	dev03
He will support vale-at-risk applications, the area where we are hopelessly understaffed.	dev03
Vince	dev03
Thanks.	dev03
Vince	dev03
Chris, This is very well written and will serve the reader well.	dev03
A few comments.	dev03
1.	dev03
When I think about the taxonomy of the VaR models, I typically use the classification based on 3 categories: a.	dev03
variance/covariance method b.	dev03
historical simulation c.	dev03
Monte Carlo simulation.	dev03
Delta approach is the way of representing a position in a nonlinear instrument.	dev03
2.	dev03
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
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
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
I would emphasize that there are attempts to incorporate jumps in the V/C model (I shall send you the references from home).	dev03
3.	dev03
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
4.	dev03
For bigger portfolios, virtually all methods require some level of aggregation into atomic, elemental instruments to reduce the dimensionality of the problem.	dev03
This process may be a source of a big error.	dev03

Vince

dev03

FYI Vince

dev03

Congratulations.

dev03

Vince

dev03

FYI Vince

dev03

Can you read the attached?

dev03

Vince

dev03

Ashley, Thanks.

dev03

Please, always cc my assistant Shirley Crenshaw She does not read my mail.

dev03

Vince Enron Technology

dev03

Pierre, I am working with Kristin Gandy on my trip.

dev03

Hopefully, she will be able to confirm the November date in a day or two.

dev03

Kristin is taking care of all the arrangements.

dev03

Vince

dev03

Shirley, Most recent org chart.

dev03

As you can see Li Sun is reporting to Kevin Kindall.

dev03

Vince

dev03

Kristin, What about the visit to the campus on Nov. 3?

dev03

Any resolution?

dev03

Vince

dev03

FYI Vince

dev03

What about September 8, Friday?

dev03

Vince

dev03

Lisa Marcelli Bank One Securities

dev03

Kim, FYI.

dev03

I checked on the progress of the accounting adjustment and was told it would happen this month.

dev03

Vince

dev03

Does 11:30 Enron Building work for you?

dev03

Vince

dev03

Chris, My part has not changed for some time (since early July).

dev03

I sent the last vintage of corrections to you when I was in Sydney.

dev03

You can send the version you consider final to us just to double check.

dev03

I took the liberty of sending our chapter to Darrell Duffie and he liked it.

dev03

What is more important he did not find any error.

dev03

I shell send you my comments on the article for Robin in a day or so.

dev03

Vince

dev03

Send check to Lisa

dev03

Becky, I have finished my budget but before I send it out, I would like to run it by you.

dev03

I made a few assumptions and changes to the template.

dev03

Can you find 15 minutes today or tomorrow?

dev03

I can walk you through the spreadsheet.

dev03

Vince

dev03

Barbara, We are in touch with Ketra and John and we shall work with them when they are here.

dev03

Vince

dev03

Jeff, I don't think this transaction makes sense.

dev03

We should not keep increasing our exposure in one area, given that we can deploy our capital in a more efficient way elsewhere, without taking illiquid, long-term positions.

dev03

Vince

dev03

Dear Dr. McMullen, A few weeks ago I received a call from your University regarding employment opportunities at Enron.

dev03

I called back and summarized the needs of my group (an ideal profile of a candidate): 1.

dev03

mathematical finance 3.

dev03

understanding of the energy markets I shall appreciate any information about potential candidates.

dev03

I have also given some other suggestions regarding potential opportunities for graduates with different profiles.

dev03

Please, feel free to call me.

dev03

My number is 713 853 3848.

dev03

Vince Kaminski

dev03

Shmuel, Let's see if we can either rearrange the seminar speakers or change the date of our visit to the campus.

dev03

Ashley Baxter, our coordinator is very efficient and got a faculty room for a presentation on Monday morning on the 16th.

dev03

Vince

dev03

FYI Vince

dev03

Dolores Please, register me for a session on 9/29/2000 at 12:45.

dev03

Vince Kaminski

dev03

Dale, Thanks for your message.

dev03

I don't know the labor market in London that well but here the market for quants is very hot.

dev03

Steve is in my view an exceptionally talented person and I would go an extra mile to retain him long-term for the company.

dev03

I would adjust the base salary or the kicker upward a bit.

dev03

o62,000 Basic is what Anjam is receiving currently (if I remember correctly).

dev03

Steve has a much higher value to Enron than Anjam.

dev03

Vince

dev03

Ashley, I agree with you.

dev03

Two trips are the best solution, unless of course Shmuel rearranges the speaker list and the 16th will work for the presentation as well.

dev03

Coordinating so many different events is never easy.

dev03

Thanks for your patience.

dev03

Vince Enron Technology

dev03

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

dev03

Wednesday next week is the first feasible date.

dev03

Sorry for that.

dev03

Vince

dev03

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

dev03

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

dev03

Vince

dev03

Thanks.

dev03

Vince

dev03

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

dev03

A few comments.

dev03

1.

dev03

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

dev03

variance/covariance method b.

dev03

historical simulation c.

dev03

Monte Carlo simulation.

dev03

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

dev03

2.

dev03

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

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

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

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

dev03

3.

dev03

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

4.

dev03

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

dev03

This process may be a source of a big error.

dev03