<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0304</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2011-08-04</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001299033</issuerCik>
        <issuerName>Calamos Asset Management, Inc. /DE/</issuerName>
        <issuerTradingSymbol>CLMS</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001244422</rptOwnerCik>
            <rptOwnerName>FEIGER MITCHELL</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O MB FINANCIAL INC</rptOwnerStreet1>
            <rptOwnerStreet2>1200 NORTH ASHLAND AVE</rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60622</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Class A Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2011-08-04</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>3631</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>13.22</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>17553.8997</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Represents Restricted Stock Units which will be settled solely in Class A Common Stock.  The Restricted Stock Units vest in three equal installments on each of February 15, 2015, 2016 and 2017.</footnote>
        <footnote id="F2">Total represents 489.8997 shares of Class A Common Stock and 17,064 Restricted Stock Units (which will be settled solely in shares of Class A Common Stock).</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Gregory J. Nowak, Attorney-in-Fact</signatureName>
        <signatureDate>2011-08-05</signatureDate>
    </ownerSignature>
</ownershipDocument>
