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Visit ,
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email-enronsent19_02-0001
Visit,
Thanks for your message .
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email-enronsent19_02-0002
Thanks for your message.
Can you send me the data you used : I shall take a look at it .
s-3
email-enronsent19_02-0003
Can you send me the data you used: I shall take a look at it.
[4]
Vince
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email-enronsent19_02-0004
Vince
Dear All ,
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email-enronsent19_02-0005
Dear All,
My mane is Visit Phunnarungsi .
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email-enronsent19_02-0006
My mane is Visit Phunnarungsi.
I used to e-mail Vince Kaminski about the advice on his article ' The Challenge of Pricing and Risk Managing Electricity Derivatives ' and he had mailed me the copy .
s-7
email-enronsent19_02-0007
I used to e-mail Vince Kaminski about the advice on his article 'The Challenge of Pricing and Risk Managing Electricity Derivatives' and he had mailed me the copy.
I am now modelling the Queensland electricity spot price using Geometric Brownian Mean Reverting Jump Diffusion Model and have followed your paper ' Making the most of mean reversion ' to estimate the mean reversion speed .
s-8
email-enronsent19_02-0008
I am now modelling the Queensland electricity spot price using Geometric Brownian Mean Reverting Jump Diffusion Model and have followed your paper 'Making the most of mean reversion' to estimate the mean reversion speed.
I use Queensland half - hourly price during 13 December , 1998 - 30 June 2001 giving about 44,000 price observations .
s-9
email-enronsent19_02-0009
I use Queensland half-hourly price during 13 December, 1998-30 June 2001 giving about 44,000 price observations.
However , the result from Ordinary Least Squares was not as expected due to different sign for both slope & intercept .
s-10
email-enronsent19_02-0010
However, the result from Ordinary Least Squares was not as expected due to different sign for both slope & intercept.
The coefficient and standard error are as followed :
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email-enronsent19_02-0011
The coefficient and standard error are as followed:
Intercept : - 0.3931 ( 0.0076 )
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email-enronsent19_02-0012
Intercept: -0.3931 (0.0076)
Slope : 0.1171 ( 0.0022 )
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email-enronsent19_02-0013
Slope: 0.1171 (0.0022)
R Square : 0.0585
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email-enronsent19_02-0014
R Square: 0.0585
Therefore I could not estimate the mean reversion rate as the estimated slope has the positive sign .
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email-enronsent19_02-0015
Therefore I could not estimate the mean reversion rate as the estimated slope has the positive sign.
I have also tried monthly data and the results are the same .
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email-enronsent19_02-0016
I have also tried monthly data and the results are the same.
It would be appreciated if you could advice me on this matter .
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email-enronsent19_02-0017
It would be appreciated if you could advice me on this matter.
Kindest regards ,
s-18
email-enronsent19_02-0018
Kindest regards,
[19]
Visit
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email-enronsent19_02-0019
Visit
Get your FREE download of MSN Explorer at http://explorer.msn.com << File : ' http://go.msn.com/bql/hmtag_itl_EN.asp ' >>
s-20
email-enronsent19_02-0020
Get your FREE download of MSN Explorer at http:
explorer.msn.com << File: 'http:
go.msn.com/bql/hmtag_itl_EN.asp' >>
Chris ,
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email-enronsent19_02-0021
Chris,
Plz contact Shirley Crenshaw ( X 3-5290 ) regarding a copy of an article .
s-22
email-enronsent19_02-0022
Plz contact Shirley Crenshaw (X 3-5290) regarding a copy of an article.
[23]
Vince
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email-enronsent19_02-0023
Vince
Traci ,
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email-enronsent19_02-0024
Traci,
Thanks .
s-25
email-enronsent19_02-0025
Thanks.
This is the best solution given all the uncertainties we face .
s-26
email-enronsent19_02-0026
This is the best solution given all the uncertainties we face.
[27]
Vince
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email-enronsent19_02-0027
Vince
Vince -
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email-enronsent19_02-0028
Vince -
Thanks for the message regarding a possible intern for your group .
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email-enronsent19_02-0029
Thanks for the message regarding a possible intern for your group.
Right now , we are in the process of evaluating both our new hire needs and our summer needs and will be making those decisions after the first of the year .
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email-enronsent19_02-0030
Right now, we are in the process of evaluating both our new hire needs and our summer needs and will be making those decisions after the first of the year.
Until we have come up with those numbers it would be premature to make any offers for the summer .
s-31
email-enronsent19_02-0031
Until we have come up with those numbers it would be premature to make any offers for the summer.
What I would like to do in this case is get the information to Jeff Davis , who is responsible for Georgia Tech and ask him to get Sungjoo's resume and start a file on him with a notation that you would like to hire him for summer .
s-32
email-enronsent19_02-0032
What I would like to do in this case is get the information to Jeff Davis, who is responsible for Georgia Tech and ask him to get Sungjoo's resume and start a file on him with a notation that you would like to hire him for summer.
When we start the summer process , we will interview the candidate and slot him for your group .
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email-enronsent19_02-0033
When we start the summer process, we will interview the candidate and slot him for your group.
Is this okay with you ?
s-34
email-enronsent19_02-0034
Is this okay with you?
Hope all is well with you
s-35
email-enronsent19_02-0035
Hope all is well with you
Take Care
s-36
email-enronsent19_02-0036
Take Care
[37]
Traci
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email-enronsent19_02-0037
Traci
Traci ,
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email-enronsent19_02-0038
Traci,
I have visited Georgia Tech on Thursday .
s-39
email-enronsent19_02-0039
I have visited Georgia Tech on Thursday.
One of the students indicated that he is interested in a summer internship .
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email-enronsent19_02-0040
One of the students indicated that he is interested in a summer internship.
He came across as a very bright person , very personable .
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email-enronsent19_02-0041
He came across as a very bright person, very personable.
I can take him as a summer intern .
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email-enronsent19_02-0042
I can take him as a summer intern.
[43]
Vince
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email-enronsent19_02-0043
Vince
Dear Dr. Vincent Kaminski ,
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email-enronsent19_02-0044
Dear Dr. Vincent Kaminski,
Hi .
s-45
email-enronsent19_02-0045
Hi.
How are you doing ?
s-46
email-enronsent19_02-0046
How are you doing?
I hope you have a good flight back to home .
s-47
email-enronsent19_02-0047
I hope you have a good flight back to home.
It was a good opportunity to know about Enron and its finance sector .
s-48
email-enronsent19_02-0048
It was a good opportunity to know about Enron and its finance sector.
Thank you for your time .
s-49
email-enronsent19_02-0049
Thank you for your time.
I have already submitted my resume and cover letter right after the talk .
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email-enronsent19_02-0050
I have already submitted my resume and cover letter right after the talk.
However , you ask me to send a copy of resume and cover letter again .
s-51
email-enronsent19_02-0051
However, you ask me to send a copy of resume and cover letter again.
Those attachments are what I was asked .
s-52
email-enronsent19_02-0052
Those attachments are what I was asked.
Again , it was a good chance for me to get to know what I can do in this field and what I have to more focus on in school .
s-53
email-enronsent19_02-0053
Again, it was a good chance for me to get to know what I can do in this field and what I have to more focus on in school.
I am looking forward to hearing from you soon and have a nice day .
s-54
email-enronsent19_02-0054
I am looking forward to hearing from you soon and have a nice day.
Thank you .
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email-enronsent19_02-0055
Thank you.
[56]
************************************************
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email-enronsent19_02-0056
************************************************
Sungjoo Lee Stochastic Processes and Simulation in Finance Georgia Institute of Technology School of Industrial and Systems Engineering E-mail address : goldconn@isye.gatech.edu gte114t@prism.gatech.edu Home : 404-449-1026 Office : Coming Soon !
s-57
email-enronsent19_02-0057
Sungjoo Lee Stochastic Processes and Simulation in Finance Georgia Institute of Technology School of Industrial and Systems Engineering E-mail address: goldconn@isye.gatech.edu gte114t@prism.gatech.edu Home : 404-449-1026 Office: Coming Soon!
[58]
************************************************
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email-enronsent19_02-0058
************************************************
- Lisa_coverletter.doc << File : Lisa_coverletter.doc >>
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email-enronsent19_02-0059
- Lisa_coverletter.doc << File: Lisa_coverletter.doc >>
- Lisa_resume.doc << File : Lisa_resume.doc >>
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email-enronsent19_02-0060
- Lisa_resume.doc << File: Lisa_resume.doc >>
[61]
FYI
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email-enronsent19_02-0061
FYI
[62]
Vince
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email-enronsent19_02-0062
Vince
P.S. Tom , Please , contact Vernon and get the details .
s-63
email-enronsent19_02-0063
P.S. Tom, Please, contact Vernon and get the details.
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