term project brian problem vince brian corbett nelson 04 26 2001 08 15 14 pm please respond cc subject term project vince finally joined team two members looks like paper 13 15 pages wondering since team less half size teams could possible relax length requirement thanks brian nelson original message vince j kaminski enron com mailto vince j kaminski enron com sent wednesday april 11 2001 3 54 pm nelsonb rice edu subject term project brian last class plus days depending submit grades vince brian corbett nelson 04 11 2001 03 35 14 pm please respond cc subject term project mr kaminski interview last thusday dallas could attend class set project deadline thanks brian nelson original message vince j kaminski enron com mailto vince j kaminski enron com sent wednesday april 11 2001 3 22 pm isranir rice edu demianen rice edu tbal 93 yahoo com maue rice edu loughrid rice edu jblantonjr yahoo com gjohnson rice edu emchombo rice edu nazareth rice edu vanstone rice edu ganguzza rice edu nelsonb rice edu sssmith rice edu wheelock rice edu westmore rice edu gaudette rice edu otaylor rice edu dikeman rice edu jettke rice edu litton rice edu chilkina rice edu helms rice edu wankhade rice edu monfan rice edu kostya rice edu pcp rice edu yueguo rice edu nlwbio rice edu zhangn rice edu rishad rice edu yoshiura rice edu howard rice edu dayangd rice edu wuwei rice edu rice edu wooddy rice edu lamas rice edu tbalestrery houston rr com hingoran rice edu planck rice edu cc vkaminski aol com vince j kaminski enron com jason sokolov enron com subject term project list projects members quant team working different project please ignore message please develop spreadsheet solutions examples following 1 black scholes formula 2 black formula 3 develop spreadsheet simulate price trajectory using gbm b gbm jump formula 2 16 book figure 2 7 c mean reversion jump formula 2 17 figure 2 8 4 schwartz single factor model formula 6 12 5 develop models corresponding figures 7 1 7 3 7 5 7 6 7 8 vince