re : var for 1 . 5 years for frozen portfolio vince , i sent it to you yesterday , sending again , let me know if you don ' t
get it .
tanya .
tanya tamarchenko
06 / 20 / 2000 02 : 15 pm
to : vince j kaminski / hou / ect @ ect
cc :
subject : re : backtesting : using historical vols versus implied