constellation delta positions jim provide explaination spread option function exotica library phone number 713 853 6388 let us set time zimin forwarded zimin lu hou ect 03 06 2001 10 22 vince j kaminski 03 06 2001 09 56 zimin lu hou ect ect stinson gibner hou ect ect cc vince j kaminski hou ect ect subject constellation delta positions zimin stinson think forwarded message act vince forwarded vince j kaminski hou ect 03 06 2001 09 55 jim meyn enron 02 27 2001 03 53 pm vince j kaminski hou ect ect cc robert stalford na enron enron mason hamlin hou ect ect subject constellation delta positions vince rob would like coordinate meeting one research people review spread option calculation exotica options library pricing spread option deal nyc questions related formula greeks etc please let know might available sit us 1 2 hour thanks jim forwarded jim meyn na enron 02 27 2001 03 49 pm mason hamlin ect 02 27 2001 01 48 pm tom may corp enron enron robert stalford na enron enron cc jim meyn na enron enron gautam gupta hou ect ect subject constellation delta positions attached delta positions nyc constellation deal questions would like review model please call thanks mason