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Publications by Patrick Houweling

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance
EconomicsEconometricsFinance
2005English

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Fast Pricing of Basket Default Swaps

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Market Frictions and the Pricing of Sovereign Credit Default Swaps

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Pricing-Hedging Duality for Credit Default Swaps and the Negative Basis Arbitrage

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Pricing Collateralized Swaps

SSRN Electronic Journal
2003English

Credit Default Swaps Networks and Systemic Risk

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Credit Default Swaps and the Credit Crisis

2009English

Credit Default Swaps and Corporate Cash Holdings

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Engineered Credit Default Swaps: Innovative or Manipulative?

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Credit Default Swaps and the Credit Crisis

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