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