Collar: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Clarify that 'collar' can refer either to the options or to the hedged profile.) |
imported>Doug Williamson (Added Interest rate collar to see also) |
||
| Line 10: | Line 10: | ||
== See also == | == See also == | ||
* [[Collar hedge]] | * [[Collar hedge]] | ||
*[[Interest rate collar]] | |||
Revision as of 13:22, 1 August 2015
Risk management.
A collar hedge, built using a combination of two options.
The term 'collar' can refer either to:
- The options themselves or
- The hedged profile achieved with the combination of the underlying exposure and the two options.
