 pleased get note wish could help respect phd program unfortunately related program statistics would suggest contact professor sheridan titman university texas austin good luck john 05 31 pm 1 12 01 0600 wrote dear mr martin visited web page http hsb baylor edu html martinj found information research paper similar area interests keen pursue degree finance program especially interested following areas 1 valuation exotics style options 2 credit portfolio models assessment value risk non investment grade eurobonds portfolio contributions individual assets portfolio risk 3 estimation expected default frequency individual default risk open ph student positions fall 2001 please hesitate get touch following background graduated moscow institute physics technology 1998 majoring economics applied mathematics degree applied mathematics gpa 4 5 5 0 diploma matter mathematical methods modern theory oligopoly three half years working experience bank investment company russia kazakhstan working following positions 1 trader fixed income equities futures forwards swaps options money market 2 analyst estimation market value illiquid equities valuation principal protected notes reverse convertible notes valuation exotics options 3 risk manager risk management banking currency margin liquidity risks 4 portfolio manager management banking securities portfolio using mathematical statistical approach articles 1 custodian functions role management securities portfolios securities market journal june 2000 2 options instrument receiving guaranteed income securities market journal december 2000 computer languages visual basic pascal fortran got following scores 1 gre 1810 v 290 q 800 720 2 toefl 563 look forward hearing sincerely yeremenko alexey e mail aeremenko turanalem almaty kz john martin carr p collins chair 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