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The computational burden of MC can be reduced through clever preprocessing of a portfolio that introduces no error.
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Many swaps with the same underlying can be aggregated into one positions ( they are portfolios of forwards and they are linear instruments).
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Please, feel free to use any comment (or none).
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Vince
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Steve, Friday, September 8, 11:30 is fine with me.
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I can cancel the other meeting Vince
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Sophie, I think it's a fair deal.
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Vince
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Norma, Thanks for your message.
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Approved.
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Vince
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Shirley, They are from the UK, Arthur Andersen.
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I could meet with them on Monday.
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Vince
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Shirley, I already have lunch with Steve.
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Please, decline.
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Vince
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Jeff, Christ, Mark and myself are planning to visit Tom Piazze in October.
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I talked to Christy about Wharton and she will be calling Tom to set it up.
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Vince
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Mike, A nice picture of Elaina you can use as a wallpaper.
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Vince
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Eric, I think we can skip the meeting and discuss any issues between us.
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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.
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Vince Enron North America Corp.
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Sophie, Thanks.
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I shall discuss this with Steve as soon as we have the nomination form signed.
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I can do it while he is stioll here at Houston.
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Vince
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Eric, We are looking at the model.
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I shall get back to you next week.
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Enron North America Corp.
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John, This is the list of the business teams within ENA I received Tuesday from accounting.
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As you can see it is hopelessly behind our org chart.
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I shall bring it up with accounting.
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Vince
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FYI Vince
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Sheridan Titman Department of Finance College of Business Administration University of Texas Austin, Texas 78712-1179
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FYI Vince
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I have tons of papers on OAS.
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They are buried in many boxes in my garage.
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Let my try to excavate some of them.
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Vince
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Shirley, No problem.
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Please, coordinate with Kevin and Anita.
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Vince
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Shirley, Please, send him my bio.
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Vince
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FYI Vince
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Mike, Please, sign and return to me.
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Vince
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Bob, Can you, please take a look at this problem.
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I shall call you on Monday about it.
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Vince
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Alison, I recommended inviting Duane Seppi and Steven Shreve.
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I would also invite Brian Routledge.
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I don't know him but heard many good things about him.
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Kevin Kindall may have other recommendations.
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Vince Enron North America Corp.
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FYI Vince
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Aram Sogomonian
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Giuseppe, That would be great.
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Please, do.
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Vince
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John, I have another meeting at 9:30 (hopefully a very short one).
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I shall join your meeting in progress.
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Vince Enron North America Corp.
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Andreas: Here it is: Vince
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FYI Vince
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Jim, This is my write-up on enetrprise Wide Risk Management.
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Vince
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Shmuel, Sorry for not getting back to you earlier.
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If the 23rd of October is still open, I can make the presentation on this day.
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Vince
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Maureen, The article for Technical Corner requires some editorial work.
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Please, make sure you make the changes ASAP.
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My comments are in magenta.
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You will see them when you open the attachment.
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Vince
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I think it should be Kevin Kindall.
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Vince
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FYI Vince
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I had to cancel my trip to London.
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Steve Leppard will take care of my presentations.
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Vince
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Steve, I am a lead recruiter at the University of California at Berkeley for Enron Analyst/Associate program.
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I contacted several friends who work at Berkeley and received an invitation from one of them to make a presentation at the weekly Faculty Seminar of the Dept. of Industrial Engineering and Operations Research.
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The students and faculty members from the business school will be also invited.
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Berkeley in general, and Department of Industrial Engineering and Operations Research in particular, are important centers of academic research on electricity markets (S. Oren works very closely with Severin Borenstein).
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My presentation will focus on the Analyst/Associate program.
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I shall also have an opportunity to discuss the power markets in California (I expect many questions) before many experts who are very important to shaping public opinion and regulatory agenda.
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Please, let me know who in you group could help me in preparing this presentation and in presenting Enron's point of view in a more effective way.
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Vince FYI.
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The name of my friend who invited me: Shmuel S. Oren, Professor Dept. of Industrial Engineering and Operations Research University of California Berkeley, CA 94720-1777
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Paul, I shall be in London in the beginning of October.
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I shall notify you about the timing of my trip later this week.
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Vince
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Charlene, I coordinate my schedule with Ashley Baxter from your organization, who is responsible for recruiting at Berkeley.
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I have talked to her about this presentation a few times.
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