arthur andersen model validation request vince ,
our goal is to validate that the enron global market book
administrators are accurately using the " spread option model " as developed by
the research group . to determine this , we would like to provide you with
the inputs for a particular deal ( as provided by a global markets book
administrator ) and have you recalculate the deal value . we will then
compare your results to the values calculated by global markets .
two koch deals have been chosen due to their substantial p / l effect . i have
attached the deal data in two forms : ( 1 ) the spread option model that kara
boudreau , book administrator egm , provided and ( 2 ) an excel spreadsheet that
isolates the 2 deals .
if there is anything more that we could provide , please don ' t hesitate to
call me at x 30968 .
thank you so much for all of your help .
gillian
1 .
2 .