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hi john, is it possible if you tell me which video explains about the collar ?
because i have checked out videos in interest rate risk management, i couldn’t spot collar explanation
Collars are explained in Chapter 20 of the lecture notes and the lectures that go with them.
There is no point in watching the lectures without downloading the free lecture notes first, and it is pointless just watching one lecture on its own – you need to watch all the lectures for Chapter 20 because they deal with the whole topic.
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