Kian Esteghamat

Princeton University - Department of Operations Research and Financial Engineering

& Bendheim Center for Finance

Princeton, NJ 08544

United States

SCHOLARLY PAPERS

3

DOWNLOADS

209

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

An Approximation Method for Analysis and Valuation of Credit Correlation Derivatives

Journal of Banking and Finance, Forthcoming
Number of pages: 25 Posted: 23 Nov 2005
Masahiko Egami and Kian Esteghamat
Kyoto University and Princeton University - Department of Operations Research and Financial Engineering
Downloads 209 (151,371)

Abstract:

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correlated credit risk, structured security, portfolio approximation

2.

Irreversible Investment Under Uncertainty with Bankruptcy Risk

Finance Letters, Vol. 1, No. 3, 2003
Posted: 21 Nov 2003
Kian Esteghamat, Richard J. Kish and Wenlong Weng
Princeton University - Department of Operations Research and Financial Engineering, Lehigh University - College of Business and Lehigh University

Abstract:

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Irreversible Investment, Bankruptcy Risk

3.

A Boundary Crossing Model of Counterparty Risk

Journal of Economic Dynamics and Control, Forthcoming
Posted: 23 Mar 2003
Kian Esteghamat
Princeton University - Department of Operations Research and Financial Engineering

Abstract:

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Counterparty risk, Sovereign default, Market-implied credit score