Thanks to this Professional master’s degree you will lead large investments in Equity Derivatives" 

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Analysis

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The program of this Professional master’s degree in Derivatives Trading has been designed to offer a high level of education in this field in 10 modules. To this end, the syllabus presents a theoretical-practical perspective, in line with the needs of professionals in the sector and current trends in this field. All this through a flexible methodology that is compatible with daily personal responsibilities.  

A program that will carefully detail all the problems that the investor will experience in the real markets"  

Syllabus

The teachers that make up this university program have designed a syllabus that introduces the key concepts of Trading from the very beginning. In addition, in order for students to successfully achieve this goal, TECH provides high quality multimedia teaching resources using the latest technology applied to academic teaching.  

It is, therefore, a program that will lead the graduate to obtain vital learning for the implementation of strategies that optimize the overall performance of investments, analyze financial assets with the most accurate tools and improve decision-making.  

Likewise, the graduate will be able to consolidate these concepts in a much more agile and dynamic way, thanks to the Relearning method, based on the reiteration of the key elements. In this way, the professional will reduce the long hours of study and memorization.  

This educational institution offers, in this way, a unique university experience, whose methodology facilitates the compatibility of an Professional master’s degree with the most demanding professional responsibilities. An unparalleled opportunity through the best digital university in the world according to Forbes.

This Professional master’s degree takes place over 12 months and is divided into 10 modules:

Module 1. Derivatives Markets 
Module 2. Equity Derivatives 
Module 3. Trading on Equity Derivatives Platforms 
Module 4. Equity Options Premium Sensitivity 
Module 5. Delta Directional Strategies with Equity Derivatives 
Module 6. Gamma Volatility Strategies with Equity Derivatives 
Module 7. Theta Strategies with Equity Derivatives 
Module 8. Hedging Equity Portfolios with Derivatives 
Module 9. Equity Portfolio Optimization with Derivatives 
Module 10. Exotic Options in Equity Investing 

Where, When and How is it Taught?

TECH offers the possibility of developing this Professional master’s degree in Equity Financial Derivatives Trading completely online. Throughout the 12 months of the educational program, you will be able to access all the contents of this program at any time, allowing you to self-manage your study time. 

Module 1. Derivatives Markets

1.1. Forward Contracts

1.1.1. Risk in Operations
1.1.2. Type of Risk Positions: Long and Short
1.1.3. Risk Coverage

1.2. Organized Derivatives Markets

1.2.1. Elimination of Counterparty Risk
1.2.2. The Clearing House
1.2.3. Standardized Contracts

1.3. Financial Futures. Investment Possibilities

1.3.1. Financial Futures Contracts
1.3.2. Basic Hedging with Financial Futures Coverage Ratio
1.3.3. Guarantees and Daily Profit and Loss Settlement

1.4. Leverage Correct Use

1.4.1. Leverage
1.4.2. The Leverage Limit
1.4.3. Risks Caused by the Abuse of Leverage

1.5. Financial Options Types

1.5.1. Financial Options
1.5.2. Call Options and Put Options
1.5.3. European options and American options

1.6. Elements in Financial Options

1.6.1. Strike or Option Exercise Price
1.6.2. Time to Expiration of the Option
1.6.3. Volatility

1.7. Hedging with Financial Options

1.7.1. Use of the Coverage Ratio Limitations on Hedging with Options
1.7.2. Hedging Transactions with Purchased Options
1.7.3. Hedging Transactions with Sold Options

1.8. Investment and Arbitrage with Financial Options

1.8.1. Investment Transactions with Purchased Options
1.8.2. Investment Transactions with Sold Options
1.8.3. Options Arbitrage Operations

1.9. Calculation of Margins in Basic Option Positions

1.9.1. Options Purchased and Options Sold
1.9.2. Strike
1.9.3. Daily Settlement Procedure on Account of Warranties with Options

1.10. International Derivatives Markets

1.10.1. European Markets
1.10.2. American Markets
1.10.3. Unorganized International Markets

Module 2. Equity Derivatives

2.1. Investment in Equities Investment in Shares: Components

2.1.1. Measurement of Equity Returns
2.1.2. Historical Performance of Equity Markets: Comparison with Other Financial Assets

2.2. Equity Risk Valuation Measures

2.2.1. Measures of Dispersion: Standard Deviation
2.2.2. Capital Asset Pricing Model and the Beta of a Financial Asset
2.2.3. Asymmetric Risk Measures

2.3. Portfolios Comprised of Equity Assets

2.3.1. Return and Risk of an Equity Portfolio
2.3.2. Diversification
2.3.3. Performance Measures of an Equity Portfolio

2.4. Equity Portfolio Management

2.4.1. Passive Management: Search for a Suitable Benchmark
2.4.2. Active Management: Search for Alpha
2.4.3. Alternative Management: Search for Positive Return

2.5. Other Approaches to Portfolio Risk and Portfolio Management

2.5.1. Multifactorial Models
2.5.2. Value at Risk (VAR) Models
2.5.3. Money Management Models

2.6. Criteria for the Program of Active Management Portfolios in a Long-Term Perspective

2.6.1. Criteria Based on Long-Term Perspectives
2.6.2. Strategic Asset Allocation
2.6.3. Fundamental Analysis

2.7. Criteria for the Program of Active Management Portfolios in a Short-Term Perspective

2.7.1. Criteria Based on Short-Term Perspectives
2.7.2. Graphical Analysis
2.7.3. Statistical Analysis

2.8. Hedging of Investment in Individual Shares

2.8.1. Coverage Ratio Use of Futures
2.8.2. Hedging with Purchased Options
2.8.3. Hedging with Sold Options

2.9. Investment Hedging in Equity Portfolios

2.9.1. Coverage Ratio Portfolio Beta
2.9.2. Portfolio Hedging with Futures
2.9.3. Option Portfolio Hedging

2.10. Limitations of Option Coverage

2.10.1. Influence on the Coverage of the Estimated Period at Risk
2.10.2. Influence on Option Strike Coverage
2.10.3. Influence on Option Maturity Hedging

Module 3. Trading on Equity Derivatives Platforms

3.1. Equities Derivatives Trading Platforms

3.1.1. Platform Accessibility
3.1.2. Contract Types: Futures Trading
3.1.3. Options Trading

3.2. Contract Codes by Maturity and Price

3.2.1. Futures Codes in International Markets
3.2.2. Codes of Options on the Most Important Indexes
3.2.3. Stock Option Codes

3.3. Types of Orders in the Derivatives Markets

3.3.1. Limited Orders
3.3.2. Market Orders
3.3.3. Stop-Loss and Stop-Profi Orders

3.4. Liquidity in Derivatives Markets

3.4.1. Liquidity and Level of Liquidity of the Derivatives Markets
3.4.2. Cross Trades in Liquid Equity Derivatives Markets
3.4.3. Closing Strategies in Liquid Markets

3.5. The Problem of Wide Spreads in Less Liquid Markets

3.5.1. When to Consider a Fork as Excessively Wide
3.5.2. Crossing Operations in Illiquid Markets
3.5.3. Closing Strategies in Illiquid Markets

3.6. Calculation of Account Balance According to Derivatives Markets Transactions

3.6.1. Impact of Each Operation on the Account Balance
3.6.2. Management of the Account Balance when We Already Have Previous Position
3.6.3. Maximum Operating Capacity with the Available Balance

3.7. Operation to Be Performed when the Account Balance Is Close to Zero

3.7.1. When Can We Consider that Our Balance Is Close to Zero?
3.7.2. Transactions that Allow Us to Increase the Balance in Our Accounts
3.7.3. Operating Limit in Case of Close to Zero Balance

3.8. Additional Liquidity Needs. Margin Calls

3.8.1. Margin Calls: Why They Occur
3.8.2. Management of Account Balance in Case of Margin Calls
3.8.3. Additional Contributions to the Account Balance

3.9. Operation When Futures Are Close to Maturity. Time Spread Contract

3.9.1. Roll-Over Process
3.9.2. Time Spread Contracts
3.9.3. Active Management of the Roll-Over Process: Possibilities and Risks

3.10. Options Trading Close to Expiration

3.10.1. Strategies Proposed at Maturity
3.10.2. Profit Strategies Intended to Be Rolled Up
3.10.3. Loss-Making Strategies Intended to Be Rolled Over

Module 4. Equity Options Premium Sensitivity

4.1. Intrinsic Value of an Option

4.1.1. In-The-Money Options or Options with Positive Intrinsic Value
4.1.2. At-The-Money Options
4.1.3. Out:-The-Money Options

4.2. Temporal Value of an Option

4.2.1. Incidence of Volatility
4.2.2. Incidence of Time to Maturity
4.2.3. Joint Impact of Both Elements

4.3. The Delta of a Call Option

4.3.1. Change in Call Option Premium as a Function of Underlying Price
4.3.2. Importance of the Chosen Strike
4.3.3. Option Seller's Perspective

4.4. Delta of a Put Option

4.4.1. Change in Put Option Premium as a Function of Underlying Price
4.4.2. Importance of the Chosen Strike
4.4.3. Option Seller's Perspective

4.5. Complementary Interpretations of the Delta Concept

4.5.1. Equivalent Underlying Asset Amount
4.5.2. Probability of Maturity of the Option with Intrinsic Value
4.5.3. Calculation of the Delta of a Basic Combination of Options

4.6. Option Gamma from the Option Buyer's Perspective

4.6.1. Convexity and Its Benefit to the Option Buyer
4.6.2. Magnitude of the Gamma Effect as a Function of Option Type
4.6.3. Magnitude of the Gamma Effect as a Function of Time to Maturity

4.7. Option Gamma from the Option Seller's Perspective

4.7.1. Risks that Convexity Causes to the Buyer of an Option
4.7.2. Risks Caused by Convexity in Near-Money Options
4.7.3. Risks Caused by Convexity in Options Close to Maturity

4.8. The Vega of Options

4.8.1. Impact of Volatility on the Options Premium
4.8.2. Volatility Risks for Option Buyers
4.8.3. Volatility Risks for Option Sellers

4.9. The Theta of Options

4.9.1. Beneficial Effect on the Seller as Opposed to Gamma
4.9.2. The Magnitude of the Gamma Effect as a Function of Option Type
4.9.3. Theta Management for the Options Buyer

4.10. Other Effects on the Options Premium

4.10.1. Dividend Effect on Stock Options
4.10.2. Effect of Interest Rates
4.10.3. Effect of Time to Maturity on Gamma and Theta

Module 5. Directional Delta Strategies with Equity Derivatives

5.1. Bullish Strategies Equivalent to Holding a Portfolio of Equities

5.1.1. Calculation of the Delta of an Equity Portfolio and Its Synthesis through Futures Purchases
5.1.2. Summary of the Portfolio through the Purchase of Calls and Risks to Be Considered
5.1.3. Limitations Caused by the Sale of Puts When Synthesizing the Portfolio

5.2. Management of Bullish Expectations with Purchase of Calls

5.2.1. Delta Management
5.2.2. Gamma Management
5.2.3. Risks of Managing Bullish Expectations by Buying Calls

5.3. Management of Bullish Expectations by Selling Puts

5.3.1. Joint Management of Delta and Gamma
5.3.2. Theta Management
5.3.3. Risks of Managing Bullish Expectations by Selling Puts

5.4. Optimizing Bullish Expectations with Basic Options Strategies

5.4.1. Optimization with Call Buying
5.4.2. Optimization with Put Sales
5.4.3. Limits of Optimization and Leverage Involving

5.5. Management of Bullish Expectations with Spreads

5.5.1. Spread: How It Is Formed
5.5.2. Advantages of Spreads to Manage Bullish Expectations
5.5.3. Optimization with Spreads: Risks to Consider

5.6. Management of Bullish Expectations with Ratios

5.6.1. Ratio: How It Is Formed
5.6.2. Advantages of Ratios for Managing Bullish Expectations
5.6.3. Effects of the Passage of Time on Ratios

5.7. Management of Bullish Expectations with combos

5.7.1. Combo: How It Is Formed
5.7.2. Comparison of Combos with Purchased Futures
5.7.3. Advantages of Combos to Manage Bullish Expectations

5.8. Management and Optimization of Bearish Expectations with Basic Strategies

5.8.1. Futures Sales
5.8.2. Put Purchases
5.8.3. Call Sales

5.9. Management and Optimization of Bearish Expectations with Combined Option Strategies

5.9.1. Advantages and Risks of Managing Bearish Expectations with Spreads
5.9.2. Advantages and Risks of Managing Bearish Expectations with Ratios
5.9.3. Advantages and Risks of Managing Bearish Expectations with Combos

5.10. Optimization of Directional Strategies with Calendar Combinations

5.10.1. Spreads Calendar
5.10.2. Ratios Calendar
5.10.3. Combos Calendar

Module 6. Gamma Volatility Strategies with Equity Derivatives

6.1. Volatility as a Financial Product and Its Influence on Option Premiums

6.1.1. Most Important Volatility Indexes in International Financial Markets
6.1.2. Derivative Products Whose Underlying in a Volatility Index
6.1.3. Influence of Volatility on the Option Premium

6.2. Option Positions and Volatility Expectations. Optimization

6.2.1. Optimization in the Context of Bullish Volatility Expectations
6.2.2. Optimization in the Context of Low Volatility Expectations
6.2.3. Difficulties in Optimizing Neutral Volatility Expectations

6.3. Management of Bullish Volatility Expectations with Cones

6.3.1. Cone: How It Is Formed
6.3.2. Advantages of Managing Bullish Volatility Expectations with Cones
6.3.3. Derivative Risks

6.4. Management of Bullish Volatility Expectations with Cradles

6.4.1. Cradle: How It Is Formed
6.4.2. Comparison of the Use of Cradles versus the Use of Cones
6.4.3. Optimization of the Results through the Use of Cradles

6.5. Management of Bullish Volatility Expectations with Ratios

6.5.1. Preference for Bearish Ratios (with Puts)
6.5.2. Comparison of the Use of Bearish Ratios versus the Use of Purchased Puts
6.5.3. Optimization of Results through the Use of Bearish Ratios

6.6. Bullish Volatility Expectation Management with Butterflies and Condors

6.6.1. Butterfly and Condor; How They Are Formed
6.6.2. Comparison of Butterflies and Condors with Respect to Cones and Cradles, Respectively
6.6.3. Optimization of Results through the Use of Butterflies and Condors

6.7. Use of Cones and Cradles with Bearish Volatility Expectations

6.7.1. Training of Cones and Cradles Sold
6.7.2. Advantages of These Combinations Compared to Option Selling Strategies
6.7.3. Risk Management of These Combined Strategies

6.8. Use of Ratios with Bearish Volatility Expectations

6.8.1. Training of Ratios with Dominance of Sold Items
6.8.2. Advantage of Sold Ratios over Basic Option Selling Strategies
6.8.3. Risk Management Derived from Sold Ratios

6.9. Use of Butterflies and Condors with Bearish Volatility Expectations

6.9.1. Training of Butterflies and Condors Purchased
6.9.2. Advantages of These Positions over the Use of Sold Cones and Cradles
6.9.3. Optimization of Bearish Expectations of Volatility

6.10. Optimization of Volatility Gamma Strategies with Calendar Combinations

6.10.1. Ratios Sold Calendar
6.10.2. Butterflies Purchased Calendar
6.10.3. Condors Purchased Calendar

Module 7. Theta Strategies with Equity Derivatives

7.1. Risk Management when Selling an Option as a Basic Theta Strategy

7.1.1. Risk Management when Selling Puts
7.1.2. Risk Management when Selling Call
7.1.3. Effect of Volatility Variation on These Basic Theta Strategies

7.2. Management of the Put Risk of an Option Close to Maturity

7.2.1. Position Management and Closing when the Position Offers Benefits
7.2.2. Position Management and Closing when the Position Offers Losses
7.2.3. Maintenance to Maturity of the Position

7.3. Risk Management when Using Cradles Sold as Theta Strategy

7.3.1. Use of Cradles Sold vs. Cones Sold and vs. Individual Items Sold
7.3.2. Cradle to Cradle Management when Options Are Close to Expiration
7.3.3. Cradle Management when One of the Two Strikes Goes into the Money

7.4. Spreads as a Theta Strategy

7.4.1. Use of Spread vs. Individual Sold Position
7.4.2. Spread Management when Close to Maturity and when the Underlying Evolves against the Spread
7.4.3. Spread Optimization

7.5. Butterflies and Condors Purchased as Theta Strategy

7.5.1. Use of Condor vs. Spread as a Theta Strategy
7.5.2. Use of the Butterfly vs. the Condor as a Theta Strategy
7.5.3. Optimization of the Theta Strategy

7.6. Ratios as a Theta Strategy

7.6.1. Management of the Sold Ratio with Call Options
7.6.2. Management of the Sold Ratio with Put Options
7.6.3. Strategy Sum of Ratios Sold vs. Cradle Sold

7.7. Optimization of the Relationship between Gamma and Theta

7.7.1. Influence of Strike on This Relationship
7.7.2. Influence of Time to Maturity on This Relationship
7.7.3. Influence of Volatility on This Relationship

7.8. Spreads Calendar as a Theta Strategy

7.8.1. Management of Bullish Calendar Spreads
7.8.2. Management of Bearish Calendar Spreads
7.8.3. Spread Calendar Optimization

7.9. Calendar Butterflies as a Theta strategy

7.9.1. Management of the Double Calendar Spread
7.9.2. Strategy Optimization Using Different Strikes
7.9.3. Optimization of the Strategy Using Different Number of Bought and Sold Options

7.10. Calendar Ratios as a Theta Strategy

7.10.1. Calendar Ratio Management with Call Options
7.10.2. Calendar Ratio Management with Put Options
7.10.3. Optimization of the Use of Calendar Ratio as a Theta Strategy

Module 8. Hedging Equity Portfolios with Derivatives

8.1. Hedging Equity Portfolios with Derivative Strategies

8.1.1. Hedging with Sold Futures
8.1.2. Hedging with Purchased Puts
8.1.3. Hedging with Calls Sold

8.2. Hedging Equity Portfolios with Bearish Spreads

8.2.1. Management and Closing of Coverage when It Offers Benefits
8.2.2. Management and Closing of the Hedge when It Offers Losses
8.2.3. Coverage Maturity Maintenance and Roll-Over Process

8.3. Hedging Equity Portfolios with Bearish Ratios

8.3.1. Management and Closing of Coverage when It Offers Benefits
8.3.2. Management and Closing of the Hedge when It Offers Losses
8.3.3. Coverage Maturity Maintenance and Roll-Over Process

8.4. Hedging Equity Portfolios with Bearish Combos

8.4.1. Management and Closing of Coverage when It Offers Benefits
8.4.2. Management and Closing of the Hedge when It Offers Losses
8.4.3. Coverage Maturity Maintenance and Roll-Over Process

8.5. Partial Hedging of Equity Portfolios with Combined Strategies

8.5.1. Partial Hedging with Bearish Spreads
8.5.2. Partial Hedging with Bearish Ratios
8.5.3. Partial Hedging with Bearish Combos

8.6. Hedging Equity Portfolios with Calendar Spreads

8.6.1. Management and Closing of Coverage when It Offers Benefits
8.6.2. Management and Closing of the Hedge when It Offers Losses
8.6.3. Coverage Maturity Maintenance and Roll-Over Process

8.7. Hedging Equity Portfolios with Calendar Ratios

8.7.1. Management and Closing of Coverage when It Offers Benefits
8.7.2. Management and Closing of the Hedge when It Offers Losses
8.7.3. Coverage Maturity Maintenance and Roll-Over Process

8.8. Hedging Equity Portfolios with Calendar Combos

8.8.1. Management and Closing of Coverage when It Offers Benefits
8.8.2. Management and Closing of the Hedge when It Offers Losses
8.8.3. Coverage Maturity Maintenance and Roll-Over Process

8.9. Partial Hedging of Equity Portfolios with Calendar Strategies

8.9.1. Partial Hedging with Calendar Spreads
8.9.2. Partial Hedging with Calendar Ratios
8.9.3. Partial Coverage with Calendar Combos

8.10. Optimal Hedging of Equity Portfolios Based on Expectations

8.10.1. Optimal Hedging with Strong Downside Expectations
8.10.2. Optimal Hedging with Expectations of a Gentle Fall
8.10.3. Optimal Hedging with Expectations of a Sharp Rise in Volatility

Module 9. Equity Portfolio Optimization with Derivatives

9.1. Optimized Management in the Context of Equity Portfolios

9.1.1. Optimization of the Risk-Return Ratio
9.1.2. Minimization of the Maximum Potential Loss. Money management
9.1.3. Ease of Managing a Strategy in both a Profit and Loss Environment

9.2. Systematic Covered-Call Strategies

9.2.1. Risks and Advantages of a Passive Covered-Call Strategy
9.2.2. Active Covered-Call Management (I): Determinination when It Is Performed and when It Is not Performed
9.2.3. Active Covered-Call Management (II): Additional Determination of the Number of Positions to Be Activated at any Given Time

9.3. Systematic Protective-Put Strategies

9.3.1. Risks and Advantages of a Passive Protective-Put Strategy
9.3.2. Active Protective-Put Management (I): Determination of when to Do It and when Not to Do It
9.3.3. Active Protective-Put Management (II): Additional Determination of the Number of Positions to Be Activated at any Given Time

9.4. Comparison of Covered-Call and Protective-Put Strategies

9.4.1. Risk-Return Ratio of Each Passive Strategy
9.4.2. Risk-Return Ratio of Each Active Strategy
9.4.3. Management of the Maximum Potential Loss in Each Strategy

9.5. Equity Portfolio Optimization Strategy Using Spreads

9.5.1. Risk-Return Relationship of a Partial Passive Strategy with Spreads
9.5.2. Reduction of the Maximum Potential Loss
9.5.3. Active Equity Portfolio Management with Spreads

9.6. Equity Portfolio Optimization Strategy Using Long Maturity Ratios

9.6.1. Risk-Return Ratio of a Partial Passive Strategy with Ratios
9.6.2. Reduction of the Maximum Potential Loss
9.6.3. Active Equity Portfolio Management with Ratios

9.7. Equity Portfolio Optimization Strategy Using Combos

9.7.1. Risk-Return Relationship of a Partial Passive Strategy with Spreads
9.7.2. Reduction of the Maximum Potential Loss
9.7.3. Active Equity Portfolio Management with Spreads

9.8. optimization Strategies for Equity Portfolios with Calendar Spreads

9.8.1. Risk-Return Ratio of a Partial Passive Strategy with Calendar Spreads
9.8.2. Reduction of the Maximum Potential Loss
9.8.3. Active Equity Portfolio Management with Calendar Spreads

9.9. Optimization Strategies for Equity Portfolios with Calendar Ratios

9.9.1. Risk-Return Ratio of a Passive Partial Strategy with Calendar Ratios
9.9.2. Reduction of the Maximum Potential Loss
9.9.3. Active Equity Portfolio Management with Calendar Ratios

9.10. Equity Portfolio Optimization Strategies with Calendar Combos

9.10.1. Risk-Return Ratio of a Partial Passive Strategy with Calendar Combos
9.10.2. Reduction of the Maximum Potential Loss
9.10.3. Active Equity Portfolio Management with Calendar Combos

Module 10. Exotic Options in Equity Investing

10.1. Structured Products

10.1.1. Structured Product
10.1.2. Vehicles and Taxation of Structured Products
10.1.3. Determinants of the Price of a Structure

10.2. Exotic Options

10.2.1. Exotic Options
10.2.2. Exotic Options Types
10.2.3. Exotic Options to Reduce the Price of a Structure

10.3. Inclusion of Barrier Options in the Management of Equity Portfolios

10.3.1. Determination of Which Barrier Options Allow a Better Diversification of the Risk of an Equity Portfolio
10.3.2. Risk-Return Ratio of a Systematic Passive Strategy with Barrier Options
10.3.3. Active Management of an Equity Portfolio with Barrier Options

10.4. Inclusion of Asian Options in the Management of Equity Portfolios

10.4.1. Advantages Offered by Asian Options in the Management of Equity Portfolios
10.4.2. Risk-Return Ratio of a Systematic Passive Strategy with Asian Options
10.4.3. Active Management of an Equity Portfolio with Asian Options

10.5. Inclusion of Binary Options in the Management of Equity Portfolios

10.5.1. Advantages Offered by Binary Options in the Management of Equity Portfolios
10.5.2. Risk-Return Ratio of a Systematic Passive Strategy with Binary Options
10.5.3. Active Management of an Equity Portfolio Using Binary Options

10.6. Inclusion of Rainbow Options in the Management of Equity Portfolios

10.6.1. Advantages Offered by Rainbow Options in the Management of Equity Portfolios
10.6.2. Risk-Return Ratio of a Systematic Passive Strategy with Rainbow Options
10.6.3. Active Management of an Equity Portfolio with Rainbow Options

10.7. Exchange-Traded Products in the Management of Equity Portfolios

10.7.1. Product Quoted
10.7.2. Listed Commodity Markets
10.7.3. Types of Listed Products that Can Be Incorporated into the Management of Equity Portfolios

10.8. Inclusion of Turbos in the Management of Equity Portfolios

10.8.1. Advantages Offered by Binary Options in the Management of Equity Portfolios
10.8.2. Risk-Return Ratio of a Systematic Passive Strategy with Binary Options
10.8.3. Active Management of an Equity Portfolio Using Binary Options

10.9. Inclusion of Bonus-Caps in the Management of Equity Portfolios

10.9.1. Advantages Offered by Binary Options in the Management of Equity Portfolios
10.9.2. Risk-Return Ratio of a Systematic Passive Strategy with Binary Options
10.9.3. Active Management of an Equity Portfolio Using Binary Options

10.10. Inclusion of Other Exchange-Traded Products in the Management of Equity Portfolios

10.10.1. Portfolio Management with Multis
10.10.2. Portfolio Management with In-Lines
10.10.3. Comparison of the Inclusion of Different Exchange-Traded Products in the Management of an Equity Portfolio

The teaching materials of this program, elaborated by these specialists, have contents that are completely applicable to your professional experiences”