Message-ID: <6535237.1075856620458.JavaMail.evans@thyme>
Date: Fri, 12 Jan 2001 06:15:00 -0800 (PST)
From: j_martin@baylor.edu
To: a._eremenko@turanalem.almaty.kz
Subject: Re:
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-From: "John D. Martin" <J_Martin@baylor.edu>
X-To: "A._Eremenko/Almaty/0xL5D2F3F0E0EDC0EBE5ECz" <A._Eremenko@turanalem.almaty.kz>
X-cc: 
X-bcc: 
X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\Resumes
X-Origin: Kaminski-V
X-FileName: vkamins.nsf

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