Collar

From ACT Wiki
Jump to navigationJump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

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

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Collar&oldid=10128’