Steve,

How are the discussions with RISK about an article progressing?

Vince





Steven Leppard
04/25/2000 05:07 AM
To: Lenos Trigeorgis <lenos@ucy.ac.cy> @ ENRON
cc: Vince J Kaminski/HOU/ECT@ECT 
Subject: Re: Real options conference in Cambridge  

Lenos

I'd like to give a talk entitled "Diagrammatic Representation of Real Options 
in Enron", in which I will give a brief run-down of a diagrammatic technique 
I have developed for representing real option deals.  My notation allows 
originators, managers and quants to communicate unambiguously, while still 
appreciating the complexity and subtlety of real optionality.  I have defined 
a "diagrammatic grammar" which guarantees that the pricing of the deal 
follows immediately and automatically from the diagram.

I propose to introduce the symbols and grammar, then go on to present some 
suitable examples of diagrams.  If appropriate I'll talk about the links with 
dynamic programming.  (I will need some guidance as to how much technical 
detail I can go into based on the audience.)

All the best,
Steve


   
	Enron Capital & Trade Resources Corp.
	
	From:  Lenos Trigeorgis <lenos@ucy.ac.cy>                           
04/20/2000 08:45 PM
	

To: "Steven Leppard" <Steven.Leppard@enron.com>
cc: "Vince J Kaminski" <Vince.J.Kaminski@enron.com> 

Subject: Re: Real options conference in Cambridge


Steve

thanks for agreeing to talk. I attach the program to see the other speakers
and style (it is addressed to a professional autience)

Please give me a suitable title for the talk (replacing Kaminski%s slot on
July 6/Energy session) and the details of your position

Thanks

Lenos

At 05:01 __ 04/20/00 +0100, Steven Leppard wrote:
>
>
>Dear Prof Trigeorgis
>
>Vince Kaminski has suggested that I would be a suitable speaker at your July
>conference in Cambridge, and I'd be happy to come along if required.  Please
>could you send me appropriate details, and the audience type expected.
>
>Many thanks.
>
>Yours sincerely,
>Steve Leppard
>
>
>
>
 - 4thconfsessions.doc

Lenos Trigeorgis
Professor of Finance
University of Cyprus
Dept of Business
75 Kallipoleos, PO Box 20537
CY 1678 Nicosia CYPRUS

Tel: +357 2 892261
Fax:        339063