Central Counterparty Default Waterfalls and Systemic Loss.

Autor: Ghamami, Samim¹ (AUTHOR) samim_ghamami@berkeley.edu, Paddrik, Mark² (AUTHOR) Mark.Paddrik@ofr.treasury.gov, Zhang, Simpson³ (AUTHOR) Simpson.Zhang@occ.treas.gov

Publikováno v: Journal of Financial & Quantitative Analysis. Dec2023, Vol. 58 Issue 8, p3577-3612. 36p.

Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy

Autor: Ghamami, Samim, Ward, Amy R.

Publikováno v: Mathematics of Operations Research, 2013 Nov 01. 38(4), 761-824.

Externí odkaz: http://www.jstor.org/stable/24540882

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Derivatives Pricing under Bilateral Counterparty Risk.

Autor: Carr, Peter¹ pcarr@nyc.rr.com, Ghamami, Samim^2,3 samim_ghamami@berkeley.edu

Publikováno v: Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers. May2015, p1-28. 28p.

Review of 'Counterparty Credit Risk by Jon Gregory'

Autor: Ghamami, Samim

Publikováno v: Ghamami, Samim. (2013). Review of "Counterparty Credit Risk by Jon Gregory". UC Berkeley: Center for Risk Management Research. Retrieved from: http://www.escholarship.org/uc/item/5br2c0mk

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______325::73230e60c82655ecc6bd33f9e55de861
http://www.escholarship.org/uc/item/5br2c0mk