Explore in depth the key strategies and tools of financial derivatives trading to optimize investments and manage risks in global markets"

The financial derivatives market is one of the most dynamic and strategic sectors within the stock exchange. The constant evolution of markets, the sophistication of financial products, and the growing need to optimize investment returns have made mastering derivatives an essential skill for industry professionals. In this context, understanding in depth futures and options contracts, their implications in portfolio management, and their impact on the risk-return relationship is crucial for those who wish to make informed decisions in an increasingly competitive environment.

As trading platforms and international markets have evolved, investors and financial analysts have faced new challenges and opportunities. Risk management, portfolio diversification, and the implementation of advanced strategies require a deep understanding of the mechanisms governing financial derivatives. Moreover, tools such as exotic options, calendar spreads, and portfolio optimization models have proven to be fundamental in maximizing efficiency in decision-making. This program provides the knowledge needed to apply these concepts in real-world scenarios, enabling graduates to thrive in global markets.

TECH's program covers everything from the fundamentals of derivatives trading to advanced hedging and speculation strategies, ensuring comprehensive preparation in managing these financial instruments. Throughout the curriculum, experts will explore the use of leverage in derivatives trading, the influence of volatility on option pricing, and the management of positions in highly fluctuating markets. Additionally, the program will delve into the analysis of option combinations, distinguishing their applications in bullish and bearish trends, with the aim of identifying profitable opportunities in different market contexts.

To ensure a flexible and accessible academic experience, this program is delivered 100% online. Students will have access to all content 24/7 from any device with an internet connection. Moreover, the learning methodology is based on the Relearning method, a technique that optimizes knowledge retention through the repetition of key concepts, facilitating the understanding of complex topics without the need for long hours of memorization.

Master financial derivatives trading and maximize the potential of your investments with a program designed to boost your success in global markets”

This Master's Degree in Equity Financial Derivatives Trading contains the most complete and up-to-date university program on the market. Its most notable features are:

• The development of practical cases presented by experts in Equity Financial Derivatives Trading
• The graphic, schematic, and practical contents with which they are created, provide scientific and practical information on the disciplines that are essential for professional practice
• Practical exercises where the self-assessment process can be carried out to improve learning
• Special emphasis on innovative methodologies in Equity Financial Derivatives Trading
• Theoretical lessons, questions to the expert, debate forums on controversial topics, and individual reflection assignments
• Content that is accessible from any fixed or portable device with an internet connection

Explore the most advanced strategies in financial derivatives trading and apply hedging and optimization models to improve equity portfolio management”

The program includes a faculty of professionals from the field of Equity Financial Derivatives Trading, who bring their practical experience to this program, as well as recognized specialists from leading societies and prestigious universities.

The multimedia content, developed with the latest educational technology, will provide the professional with situated and contextual learning, i.e., a simulated environment that will provide an immersive learning experience designed to prepare for real-life situations.

This program is designed around Problem-Based Learning, whereby the student must try to solve the different professional practice situations that arise throughout the program. For this purpose, the professional will be assisted by an innovative interactive video system created by renowned and experienced experts.

Access an innovative methodology that combines market analysis, directional strategies, and risk evaluation with cutting-edge digital tools"

Master futures and options trading through a 100% online program, allowing you to study at your own pace and from anywhere in the world"

The syllabus delves into the operation of futures and options contracts, addressing premium valuation, sensitivity to volatility, and risk hedging. Additionally, the program analyzes portfolio optimization models, liquidity management on trading platforms, and calendar strategies to maximize profits. Through a practical approach, graduates will acquire key skills to make strategic decisions and respond accurately to the dynamics of global financial markets.

You will enhance your analytical capacity to optimize investments and manage risks with advanced strategies”

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

1.6. 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: Elements

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. Weaning
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-Profit 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. Puts Purchases
5.8.3. Calls 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. Vega 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 Bearish Volatility Expectations
6.2.3. Challenges 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. Associated Risks

6.4. Management of Bullish Volatility Expectations with Cradles

6.4.1. Wedge: How It Is Formed
6.4.2. Comparison Of The Use Of Wedges Versus Cones
6.4.3. Optimization of the Results through the Use of Cradles

6.5. Managing 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 Bought 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. Butterflies And Condors: How They Are Formed
6.6.2. Comparison Of Butterflies And Condors Versus Cones And Wedges, Respectively
6.6.3. Optimization of Results through the Use of Butterflies and Condors

6.7. Using Cones And Wedges With Bearish Volatility Expectations

6.7.1. Formation Of Sold Cones And Sold Wedges
6.7.2. Advantages of These Combinations Compared to Option Selling Strategies
6.7.3. Managing The Risk Of These Combined Strategies

6.8. Using Ratios With Bearish Volatility Expectations

6.8.1. Training of Ratios with Dominance of Sold Items
6.8.2. Advantages Of Sold Ratios Over Basic Option Selling Strategies
6.8.3. Risk Management Derived from Sold Ratios

6.9. Using Butterflies And Condors With Bearish Volatility Expectations

6.9.1. Formation Of Bought Butterfly Patterns And Bought Condors
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. Optimizing Gamma Volatility Strategies With Calendar Combinations

6.10.1. Sell Calendar Ratios
6.10.2. Buy Calendar Butterflies
6.10.3. Buy Calendar Condors

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. Equity Portfolio Hedging with Derivatives

8.1. Equity Portfolio Hedging 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. Equity Portfolio Hedging 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. Equity Portfolio Hedging 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. Equity Portfolio Hedging 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. Equity Portfolio Hedging 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. Equity Portfolio Hedging 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. Equity Portfolio Hedging 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

With this university qualification, you will optimize any financial investment”