9. Equity default swaps, recovery swaps and other exotic products

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch9

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Equity default swaps, recovery swaps and other exotic products, in Credit Derivatives and Structured Credit Trading, Revised Edition, John Wiley & Sons (Asia) Pte. Ltd., 2 Clementi Loop, #02-01, Singapore 129809. doi: 10.1002/9781118390412.ch9

Publication History

  1. Published Online: 20 MAR 2012
  2. Published Print: 19 SEP 2008

ISBN Information

Print ISBN: 9780470822920

Online ISBN: 9781118390412

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Keywords:

  • equity default swaps;
  • capital structure;
  • preferred default swap;
  • recovery swaps;
  • market

Summary

This chapter contains sections titled:

  • Equity default swaps

  • Preferred default swap

  • Recovery swaps

  • Endnotes