Thanks to this 100% online program you will become an expert in hedging operations with purchased options”

Why Study at TECH?

TECH is the world's largest 100% online business school. It is an elite business school, with a model based on the highest academic standards. A world-class center for intensive managerial skills education.   

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At TECH Global University

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Admissions criteria at TECH are not economic. Students don't need to make a large investment to study at this university. However, in order to obtain a qualification from TECH, the student's intelligence and ability will be tested to their limits. The institution's academic standards are exceptionally high...  

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Professionals from countries all over the world attend TECH, allowing students to establish a large network of contacts that may prove useful to them in the future.  

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Students will grow hand in hand with the best companies and highly regarded and influential professionals. TECH has developed strategic partnerships and a valuable network of contacts with major economic players in 7 continents.  

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TECH students represent more than 200 different nationalities.  

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Analysis

TECH explores the student’s critical side, their ability to question things, their problem-solving skills, as well as their interpersonal skills.  

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TECH offers students the best online learning methodology. The university combines the Relearning methodology (the most internationally recognized postgraduate learning methodology) with Harvard Business School case studies. A complex balance of traditional and state-of-the-art methods, within the most demanding academic framework.   

TECH is the world’s largest online university. It currently boasts a portfolio of more than 10,000 university postgraduate programs. And in today's new economy, volume + technology = a ground-breaking price. This way, TECH ensures that studying is not as expensive for students as it would be at another university.   

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The Postgraduate diploma in Hedging Equity Portfolios with Derivatives is a program that is specifically focused on core competencies related to detailing the particularities of the most common exotic options. Therefore, this academic program emphasizes a theoretical and practical pillar supported by the experience and vast knowledge of a highly qualified faculty.

No Fixed schedules or continuous evaluations: TECH Global University guarantees you the easiest and most convenient access to its academic content”

Syllabus

This university program integrates 450 hours of online learning, in which TECH through elite teaching, will guide the graduate to direct their professional career to the top, reaching the most important positions in the finance sector. In this way, they will overcome the various obstacles they will encounter in the workplace. Likewise, the program provides multiple skills that intervene in detail in the historical profitability of the equity markets. 

On the other hand, the teaching team has developed a prestigious syllabus that integrates 3 modules, with the purpose that the student expand their knowledge related to the performance measures of an equity portfolio and risk hedging. 

In this sense, the students of this Postgraduate Course will delve into the analysis of the financial derivatives markets, from their origins in forward transactions to the present day. In this way, they will become exemplary experts in the Capital Asset

Pricing Modeland the beta of a financial asset. 

For this academic program, the negotiators will be supported by the unique Relearningmethodology. Through it, they will be able to review complex concepts and assimilate their daily application in an instantaneous way. At the same time, the program is taught from an innovative 100% online learning platform that is not subject to fixed schedules or continuous evaluation chronograms.

This Postgraduate diploma takes place over 6 months and is divided into 3 modules.

Module 1. Derivatives Markets
Module 2. Equity Derivatives
Module 3. Hedging Equity Portfolios with Derivatives

Where, When and How is it Taught?

TECH offers students the opportunity to take this Postgraduate diploma in Hedging Equity Portfolios with Derivatives entirely online. Throughout the 6 months of specialization, they will be able to access all the contents on the program at any time, allowing them to self-manage their 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 
1.6.4. Hedging with Financial Options 

1.7. Use of the Coverage Ratio Limitations on Hedging with Options 

1.7.1. Hedging Transactions with Purchased Options 
1.7.2. 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 2. Equity Derivatives

3.1. Hedging Equity Portfolios with Derivative Strategies 

3.1.1. Hedging with Sold Futures 
3.1.2. Hedging with Purchased Puts 
3.1.3. Hedging with Calls Sold 

3.2. Hedging Equity Portfolios with Bearish Spreads 

3.2.1. Management and Closing of Coverage when It Offers Benefits 
3.2.2. Management and Closing of the Hedge when It Offers Losses 
3.2.3. Coverage Maturity Maintenance and Roll-Over Process 

3.3. Hedging Equity Portfolios with Bearish Ratios 

3.3.1. Management and Closing of Coverage when It Offers Benefits 
3.3.2. Management and Closing of the Hedge when It Offers Losses 
3.3.3. Coverage Maturity Maintenance and Roll-Over Process 

3.4. Hedging Equity Portfolios with Bearish Combos 

3.4.1. Management and Closing of Coverage when It Offers Benefits 
3.4.2. Management and Closing of the Hedge when It Offers Losses 
3.4.3. Coverage Maturity Maintenance and Roll-Over Process 

3.5. Partial Hedging of Equity Portfolios with Combined Strategies 

3.5.1. Partial Hedging with Bearish Spreads 
3.5.2. Partial Hedging with Bearish Ratios 
3.5.3. Partial Hedging with Bearish Combos 

3.6. Hedging Equity Portfolios with Calendar Spreads 

3.6.1. Management and Closing of Coverage when It Offers Benefits 
3.6.2. Management and Closing of the Hedge when It Offers Losses 
3.6.3. Coverage Maturity Maintenance and Roll-Over Process 

3.7. Hedging Equity Portfolios with Calendar Ratios 

3.7.1. Management and Closing of Coverage when It Offers Benefits 
3.7.2. Management and Closing of the Hedge when It Offers Losses 
3.7.3. Coverage Maturity Maintenance and Roll-Over Process 

3.8. Hedging Equity Portfolios with Calendar Combos 

3.8.1. Management and Closing of Coverage when It Offers Benefits 
3.8.2. Management and Closing of the Hedge when It Offers Losses 
3.8.3. Coverage Maturity Maintenance and Roll-Over Process 

3.9. Partial Hedging of Equity Portfolios with Calendar Strategies 

3.9.1. Partial Hedging with Calendar Spreads 
3.9.2. Partial Hedging with Calendar Ratios 
3.9.3. Partial Coverage with Calendar Combos 

3.10. Optimal Hedging of Equity Portfolios Based on Expectations 

3.10.1. Optimal Hedging with Strong Downside Expectations 
3.10.2. Optimal Hedging with Expectations of a Gentle Fall 
3.10.3. Optimal Hedging with Expectations of a Sharp Rise in Volatility

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