An integral-equation theory based on the Born-Green-Yvon (BGY) hierarchy for a self-interacting polymer is used to describe a polymer adsorbed at an oil-water interface. The polymer is represented by a square-well chain. The interaction between a polymer segment and an oil-water interface is represented by an asymmetric square-well potential where the well-depth on one side reflects water-polymer and the well depth on the other side reflects oil-polymer interactions. To truncate the BGY hierarchy, we introduce two approximations: First we use the Markov-chain approximation for intra-molecular correlation functions, and second, we use the effective intra-molecular energy in the bulk to approximate that at the interface. The results are compared with Monte Carlo-simulation data. For short chains, when the attractive interaction between the segments is weak, the theory is in good agreement with Monte Carlo simulation. Stronger segment-segment attractive interactions increase adsorption. (C) 2003 American Institute of Physics.