Interest Rate Collars And Value at risk

This topic has 5 replies, 3 voices, and was last updated 9 years ago by John Moffat.

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November 23, 2016 at 9:31 am #350924
raniakhan02
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Sir what basically are these topics , if u could tell briefly what they are and have they been covered in your lectures?
November 23, 2016 at 12:07 pm #350937
eadinnu
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They are covered in the lectures
November 23, 2016 at 1:29 pm #350956
raniakhan02
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I have found value at risk, in which lecture are collars covered
November 23, 2016 at 3:46 pm #351009
John Moffat
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Collars are mentioned briefly at the end of the lectures in interest rate options.

There is no full lecture, but I have uploaded a full article on how collars work which should explain it all to you (assuming, obviously, that you have watched the lectures on interest rate options and so know how options work in general).

The link to it is:

https://opentuition.com/articles/p4/interest-rate-collars/
November 23, 2016 at 5:16 pm #351026
raniakhan02
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Thank u sir, are there more articles?
November 24, 2016 at 4:11 am #351103
John Moffat
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Everything we have is linked from the main P4 page
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