Ashay Kadam

IIM Udaipur

Professor

Mohanlal Sukhadia University Campus

Udaipur, Rajasthan 313001

India

SCHOLARLY PAPERS

6

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625

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1

CROSSREF CITATIONS

12

Scholarly Papers (6)

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1.

Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration

Journal of Banking and Finance, Forthcoming
Number of pages: 26 Posted: 15 Jan 2008
Ashay Kadam, Peter Lenk and Peter Lenk
IIM Udaipur and University of Michigan, Stephen M. Ross School of BusinessUniversity of Michigan
Downloads 324 (128,297)
Citation 1

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Credit risk, Risk Capital, Markov Chains, Bayesian Inference, Heterogeneity

2.

A Simple Formula to Calculate the Cost of Executive Stock Options

Number of pages: 35 Posted: 07 Mar 2011
Ashay Kadam, Yan Li and Anand Srinivasan
IIM Udaipur, Korea University Business School and National University of Singapore - Department of Finance
Downloads 177 (229,744)

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Executive Stock Options, Executive Compensation, Accounting Cost

3.

Estimation in the Continuous Time Mover-Stayer Model with an Application to Bond Ratings Migration

Downloads 124 (305,220)

Estimation in the Continuous Time Mover-Stayer Model with an Application to Bond Ratings Migration

NYU Working Paper No. SOR-2003-2
Number of pages: 24 Posted: 03 Nov 2008
Halina Frydman and Ashay Kadam
New York University (NYU) - Department of Information, Operations, and Management Sciences and IIM Udaipur
Downloads 124 (306,620)

Abstract:

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Ratings migration, mover-stayer model, Markov chain, estimation

Estimation in the Continuous Time Mover-Stayer Model with an Application to Bond Ratings Migration

Applied Stochastic Models in Business and Industry, Vol. 20, No. 2, pp. 155-170, 2004, Cass Business School Research Paper
Posted: 08 Apr 2005
Ashay Kadam and Halina Frydman
IIM Udaipur and New York University (NYU) - Department of Information, Operations, and Management Sciences

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Ratings migration, Mover-Stayer model, Markov chain, Maximum Likelihood Estimation

4.

Supply Risk in Fragile Contracts

MITSloan Management Review, Vol. 49, No. 2, Winter 2008
Posted: 03 Feb 2008
Cagri Haksoz and Ashay Kadam
Sabanci University - School of Management and IIM Udaipur

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Supply chain contracts, Procurement, Spot market, Contract breach, Risk Management

5.

Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy

Mathematics of Operations Research, Vol. 29, No. 3, pp. 649-671, August 2004, Cass Business School Research Paper
Posted: 09 Aug 2005
Monique Jeanblanc, Peter Lakner and Ashay Kadam
Université d'Évry - Departement de Mathematiques, New York University (NYU) - Department of Information, Operations, and Management Sciences and IIM Udaipur

Abstract:

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Bankruptcy, Optimal Stopping

6.

Perpetual Call Options with Non-Tradability

Optimal Control Applications and Methods, Vol. 26, No. 3, pp. 107-127, 2005, Cass Business School Research Paper
Posted: 12 Dec 2004
Ashay Kadam, Peter Lakner and Anand Srinivasan
IIM Udaipur, New York University (NYU) - Department of Information, Operations, and Management Sciences and National University of Singapore - Department of Finance

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Non-Tradability, Incomplete Markets, Real Options, Executive Stock Options, Optimal Stopping