Li,

I have tons of papers on OAS. They are buried in many boxes in my garage.
Let my try to excavate some of  them.

Vince





Li Sun@ENRON
09/07/2000 08:50 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc:  
Subject: A question

Hi, Vince,

How are you doing? This is Li Sun, I have a question regarding OAS 
(Option-Adjusted Spread) model, according to my reading, it is a very 
powerful and practical model for dynamic balance sheet management and it is 
exactly what we want to do for the enterprise-wide risk management. 
Unfortunately OAS is only explained in a broad sense, I wonder whether I 
could get some recommendations on where I can get more detailed information 
regarding this topic. Many thanks!

Li