re : i was very pleased to get your note and wish that i could be of help with
respect to a phd program . unfortunately our only related program here is
in statistics . i would suggest that you contact professor sheridan titman
at the university of texas in austin .
good luck ,
john
at 05 : 31 pm 1 / 12 / 01 + 0600 , you wrote :
> dear mr . martin ,
> having visited your web page http : / / hsb . baylor . edu / html / martinj / i have
> found information about your research paper . i have a similar area of
> interests and i am keen to pursue a degree in finance program . i am
> especially interested in the following areas :
>
> 1 . valuation of the exotics style options
> 2 . credit portfolio models - assessment of the value at risk of a
> non - investment grade eurobonds portfolio and contributions of the
> individual assets to portfolio risk
> 3 . estimation of expected default frequency for individual default risk
>
> if you have any open ph . d . student positions for the fall 2001 , please do
> not hesitate to get in touch with me .
>
>
> i have the following background :
>
> i graduated ( m . s . ) from moscow institute of physics and technology in 1998 ,
> majoring in economics and applied mathematics , with a degree in applied
> mathematics gpa 4 . 5 / ( 5 . 0 ) . diploma matter as " mathematical methods in the
> modern theory of oligopoly " . i have three and a half years working
> experience in bank and investment company in russia and kazakhstan . i had
> been working on the following positions :
>
> 1 . trader - fixed income , equities , futures , forwards , swaps , options , money
> market .
>
> 2 . analyst - estimation of the market value of illiquid equities , valuation
> of principal protected notes and reverse convertible notes , valuation of
> exotics options .
>
> 3 . risk manager - risk management in banking currency , margin and liquidity
> risks .
>
> 4 . portfolio manager - management of the banking securities portfolio using
> mathematical and statistical approach .
>
> articles :
>
> 1 . custodian ' s functions and its role in the management of securities
> portfolios . " securities market journal " . june , 2000
>
> 2 . options as an instrument for receiving guaranteed income . " securities
> market journal " . december , 2000
> computer languages : visual basic , pascal , and fortran
>
> i have got the following scores :
>
> 1 . gre - 1810 ( v - 290 , q - 800 , a - 720 )
>
> 2 . toefl 563
>
>
>
> look forward to hearing from you .
>
> sincerely ,
>
> yeremenko alexey
>
> e - mail : aeremenko @ turanalem . almaty . kz
>
>
>
>
>
john d . martin
carr p . collins chair in finance
finance department
baylor university
po box 98004
waco , tx 76798
254 - 710 - 4473 ( office )
254 - 710 - 1092 ( fax )
j _ martin @ baylor . edu
web : http : / / hsb . baylor . edu / html / martinj / home . html
re :
i was very pleased to get your note and wish that i could be of help with
respect to a phd program . unfortunately our only related program here is
in statistics . i would suggest that you contact professor sheridan titman
at the university of texas in austin .
good luck ,
john
at 05 : 31 pm 1 / 12 / 01 + 0600 , you wrote :
> dear mr . martin ,
> having visited your web page http : / / hsb . baylor . edu / html / martinj / i have
> found information about your research paper . i have a similar area of
> interests and i am keen to pursue a degree in finance program . i am
> especially interested in the following areas :
>
> 1 . valuation of the exotics style options
> 2 . credit portfolio models - assessment of the value at risk of a
> non - investment grade eurobonds portfolio and contributions of the
> individual assets to portfolio risk
> 3 . estimation of expected default frequency for individual default risk
>
> if you have any open ph . d . student positions for the fall 2001 , please do
> not hesitate to get in touch with me .
>
>
> i have the following background :
>
> i graduated ( m . s . ) from moscow institute of physics and technology in 1998 ,
> majoring in economics and applied mathematics , with a degree in applied
> mathematics gpa 4 . 5 / ( 5 . 0 ) . diploma matter as " mathematical methods in the
> modern theory of oligopoly " . i have three and a half years working
> experience in bank and investment company in russia and kazakhstan . i had
> been working on the following positions :
>
> 1 . trader - fixed income , equities , futures , forwards , swaps , options , money
> market .
>
> 2 . analyst - estimation of the market value of illiquid equities , valuation
> of principal protected notes and reverse convertible notes , valuation of
> exotics options .
>
> 3 . risk manager - risk management in banking currency , margin and liquidity
> risks .
>
> 4 . portfolio manager - management of the banking securities portfolio using
> mathematical and statistical approach .
>
> articles :
>
> 1 . custodian ' s functions and its role in the management of securities
> portfolios . " securities market journal " . june , 2000
>
> 2 . options as an instrument for receiving guaranteed income . " securities
> market journal " . december , 2000
> computer languages : visual basic , pascal , and fortran
>
> i have got the following scores :
>
> 1 . gre - 1810 ( v - 290 , q - 800 , a - 720 )
>
> 2 . toefl 563
>
>
>
> look forward to hearing from you .
>
> sincerely ,
>
> yeremenko alexey
>
> e - mail : aeremenko @ turanalem . almaty . kz
>
>
>
>
>
john d . martin
carr p . collins chair in finance
finance department
baylor university
po box 98004
waco , tx 76798
254 - 710 - 4473 ( office )
254 - 710 - 1092 ( fax )
j _ martin @ baylor . edu
web : http : / / hsb . baylor . edu / html / martinj / home . html