Samim Ghamami

Statistics

Publications

Citations

218

H-Index

Active since

2010

Affiliations

University of California, Berkeley(Current)

New York University

Columbia University

University of Southern California

Federal Reserve

Samim Ghamami is an author at University of California, Berkeley specializing in finance, financial economics, and regulation of central counterparties.

ORCID

Publications per year

2010–2021

Publications

Does OTC derivatives reform incentivize central clearing?

Samim Ghamami, Paul Glasserman · Journal of Financial Intermediation · 2017 · 50 citations

Law, Economics, Finance +17

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

Samim Ghamami, Amy R. Ward · Mathematics of Operations Research · 2013 · 44 citations

Business, Computer Systems, Industrial Engineering +17

Does OTC Derivatives Reform Incentivize Central Clearing?

Samim Ghamami, Paul Glasserman · SSRN Electronic Journal · 2016 · 27 citations · Full text

Law, Economics, Finance +17

Collateralized Networks

Samim Ghamami, Paul Glasserman, H. Peyton Young · Management Science · 2021 · 27 citations

Business, Finance, Contract Theory +14

Static models of central counterparty risk

Samim Ghamami · International Journal of Financial Engineering · 2015 · 17 citations

Law, Finance, Risk Management +17

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