Collar

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Revision as of 13:22, 1 August 2015 by imported>Doug Williamson (Added Interest rate collar to see also)
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Risk management.

A collar hedge, built using a combination of two options.

The term 'collar' can refer either to:

  1. The options themselves or
  2. The hedged profile achieved with the combination of the underlying exposure and the two options.


See also

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