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Dear John,
Why there is no video on collars?
Indeed, why there is no answer to Example 7 of chapter 20, relating to collars?
I’m very sad((There used to be a lecture on collars – I will try and find out what has happened to it.
However there is of course a detailed note on collars linked from the main P4 page https://opentuition.com/articles/p4/interest-rate-collars/
Dear John, I still have problem in evaluating whether to exercise or not especially when an investor needs to hedge using collar.
\could you throw some light on how the evaluation is done.
Thanks.
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