Message-ID: <1605525.1075856597264.JavaMail.evans@thyme>
Date: Tue, 20 Jun 2000 06:55:00 -0700 (PDT)
From: pinnamaneni.krishnarao@enron.com
To: uryasev@aol.com
Subject: Re: It was nice meeting you at the INFORMS meeting.
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I enjoyed talking to you in the SLC conference. Thank you for the reference=
=20
to your recent publication. Let me find out about Rice seminars and any=20
interest within our group and get back to you.
Regards,
Krishna.




Uryasev@aol.com on 06/18/2000 05:58:38 AM
To: <pkrishn@enron.com>
cc: <uryasev@aol.com>=20
Subject: It was nice meeting you at the INFORMS meeting.


Dear Dr. Krishnarao,
It was nice meeting you at the INFORMS meeting. If it is of interest, you c=
an=20
download my recent papers and reports in the area of risk management and=20
financial engineering from
 http://www.iseufl.edu/uryasev/pubs.html#p

Further, I give the list of recent downloadable publications related to the=
=20
risk management and financial engineering.

1. Uryasev, S. Conditional Value-at-Risk: Optimization Algorithms and=20
Applications. Financial Engineering News, No. 14, February, 2000.

2. Uryasev, S. Introduction to the Theory of Probabilistic Functions and=20
Percentiles (Value-at-Risk).Research Report 2000-7. ISE Dept., University o=
f=20
Florida, May 2000.

3. Chekhlov, A., Uryasev, S., and M. Zabarankin. Portfolio Optimization Wit=
h=20
Drawdown Constraints. Research Report 2000-5. ISE Dept., University of=20
Florida, April 2000.

4. Palmquist, J., Uryasev, S., and P. Krokhmal. Portfolio Optimization with=
=20
Conditional Value-At-Risk Objective and Constraints. Research Report 99-14.=
=20
ISE Dept., University of Florida, November 1999.

5. Andersson, F. and S. Uryasev. Credit Risk Optimization With Conditional=
=20
Value-At-Risk Criterion. Research Report 99-9. ISE Dept., University of=20
Florida, August 1999.

6. Uryasev, S. and R.T. Rockafellar. Optimization of Conditional=20
Value-At-Risk. Research Report 99-4. ISE Dept., University of Florida, June=
=20
1999.


I am e-mailing to you from Japan. I am for three month at the Center for=20
Research in Advanced Financial Technology, Tokyo Institute of Technology. =
=20
Here in Japan, I am collaborating with my colleges on new classification=20
techniques. Suppose you have some data set (e.g., a data set of financial=
=20
records of companies) and you want to rate the companies based on this (or=
=20
some other information). Linear programming and semi-definite programming=
=20
methods are used for this purpose. With these techniques we are able to=20
calculate credit rating of investment companies (AAA,BBB,=01(). Similar=20
techniques can be used for scoring of credit card applications and other=20
classification problems.

I am interested in applied projects in energy, risk management, and financi=
al=20
engineering area. I will be happy to collaborate with you on this subject. =
I=20
am looking for financial support for PhD students who may work on your=20
applications. Also, I will be interested in to give a presentation at your=
=20
company or at the Rice University, as we discussed.


Best regards,
   Stan Uryasev

Prof. Stanislav Uryasev
University of Florida, ISE
PO Box 116595
303 Weil Hall
Gainesville, FL 32611-6595

e-mail: uryasev@ise.ufl.edu
URL: www.ise.ufl.edu/uryasev


