Thanks to this Postgraduate diploma you will be at the forefront of the most recent innovations in Active Management of the Roll-Over Process"

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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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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TECH students represent more than 200 different nationalities.  

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Teachers representing 20 different nationalities. 

TECH strives for excellence and, to this end, boasts a series of characteristics that make this university unique:   

Analysis

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Academic Excellence

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.   

At TECH, you will have access to the most rigorous and up-to-date case analyses in academia” 

The Postgraduate diploma in Directional Strategies with Derivatives is an academic program that places special emphasis on specific skills related to futures codes in international markets. Therefore, this program is focused on a theoretical-practical structure, in addition to having the experience and background of a highly specialized teaching team.  

This Postgraduate diploma is oriented to expand your knowledge in Directional Strategies and the Joint Management of Delta and Gamma"

Syllabus

This Postgraduate diploma consists of 450 teaching hours, in which TECH, through a top level education, will propel the student's career to the top of the professional ladder, obtaining important positions in the financial field. In this way, you will tackle the most difficult challenges facing the business sector. Therefore, this academic program provides a variety of skills concerning the management of bullish expectations with ratios.  

The faculty has designed a curriculum of academic prestige that integrates 3 modules, with the objective that the professional expand their knowledge related to the risk-return ratio of a systematic passive strategy with Rainbow options. 
As a result, the graduates of this Postgraduate diploma will delve into the optimization of directional strategies with calendar.combinations. Therefore, they will be able to stand out in a highly competitive sector by becoming one of the best specialists in active management of the Roll-Overprocess. 

In this way, TECH focuses on excellence and comfort contributing to the most innovative and exclusive material, being this a program in which you will only need an electronic device with Internet access. This way you will be able to access the virtual platform from the comfort of wherever you are, and so open your lessons without any schedule problem.  

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

Module 1. Trading on Equity Derivatives Platforms
Module 2. Delta Directional Strategies with Equity Derivatives
Module 3. Exotic Options in Equity Investing

Where, When and How is it Taught?

TECH offers you the possibility to study this Postgraduate diploma in Directional Strategies with Derivatives completely online. Throughout the 6 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. Trading on Equity Derivatives Platforms

1.1. Equities Derivatives Trading Platforms 

1.1.1. Platform Accessibility 
1.1.2. Contract Types: Futures Trading 
1.1.3. Options Trading 

1.2. Contract Codes by Maturity and Price 

1.2.1. Futures Codes in International Markets 
1.2.2. Codes of Options on the Most Important Indexes 
1.2.3. Stock Option Codes 

1.3. Types of Orders in the Derivatives Markets 

1.3.1. Limited Orders 
1.3.2. Market Orders 
1.3.3. Stop-Loss and Stop- Advance Loss Orders 

1.4. Liquidity in Derivatives Markets. 

1.4.1. Liquidity and Level of Liquidity of the Derivatives Markets 
1.4.2. Cross Trades in Liquid Equity Derivatives Markets 
1.4.3. Closing Strategies in Liquid Markets

1.5. The Problem of Wide Spreads in Less Liquid Markets 

1.5.1. When to Consider a Fork as Excessively Wide 
1.5.2. Crossing Operations in Illiquid Markets 
1.5.3. Closing Strategies in Illiquid Markets 

1.6. Calculation of Account Balance According to Derivatives Markets Transactions 

1.6.1. Impact of Each Operation on the Account Balance 
1.6.2. Management of the Account Balance when We Already Have Previous Position 
1.6.3. Maximum Operating Capacity with the Available Balance 

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

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

1.8. Additional Liquidity Needs. Margin Calls 

1.8.1. Margin Calls: Why They Occur 
1.8.2. Management of Account Balance in Case of Margin Calls 
1.8.3. Additional Contributions to the Account Balance 

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

1.9.1. Roll-Over Process 
1.9.2. Time Spread Contracts 
1.9.3. Active Management of the Roll-Over Process: Possibilities and Risks 

1.10. Options Trading Close to Expiration 

1.10.1. Strategies Proposed at Maturity 
1.10.2. Profit Strategies Intended to Be Rolled Up 
1.10.3. Loss-Making Strategies Intended to Be Rolled Over 

Module 2. Directional Delta Strategies with Equity Derivatives

2.1. Bullish Strategies Equivalent to Holding a Portfolio of Equities 

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

2.2. Management of Bullish Expectations with Purchase of Calls 

2.2.1. Delta Management 
2.2.2. Gamma Management 
2.2.3. Risks of Managing Bullish Expectations by Buying Calls 

2.3. Management of Bullish Expectations by Selling Puts 

2.3.1. Joint Management of Delta and Gamma 
2.3.2. Theta Management 
2.3.3. Risks of Managing Bullish Expectations by Selling Puts 

2.4. Optimizing Bullish Expectations with Basic Options Strategies 

2.4.1. Optimization with Call Buying 
2.4.2. Optimization with Put Sales 
2.4.3. Limits of Optimization and Leverage Involving 

2.5. Management of Bullish Expectations with Spreads 

2.5.1. Spread: How It Is Formed 
2.5.2. Advantages of Spreads to Manage Bullish Expectations 
2.5.3. Optimization with Spreads: Risks to Consider 

2.6. Management of Bullish Expectations with Ratios 

2.6.1. Ratio: How It Is Formed 
2.6.2. Advantages of Ratios for Managing Bullish Expectations 
2.6.3. Effects of the Passage of Time on Ratios 

2.7. Management of Bullish Expectations with combos 

2.7.1. Combo: How It Is Formed 
2.7.2. Comparison of Combos with Purchased Futures 
2.7.3. Advantages of Combos to Manage Bullish Expectations 

2.8. Management and Optimization of Bearish Expectations with Basic Strategies 

2.8.1. Futures Sales 
2.8.2. Put Purchases 
2.8.3. Call Sales 

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

2.9.1. Advantages and Risks of Managing Bearish Expectations with Spreads 
2.9.2. Advantages and Risks of Managing Bearish Expectations with Ratios 
2.9.3. Advantages and Risks of Managing Bearish Expectations with Combos 

2.10. Optimization of Directional Strategies with Calendar Combinations 

2.10.1. Spreads Calendar 
2.10.2. Ratios Calendar 
2.10.3. Combos Calendar 

Module 3. Exotic Options in Equity Investing

3.1. Structured Products 

3.1.1. Structured Product 
3.1.2. Vehicles and Taxation of Structured Products 
3.1.3. Determinants of the Price of a Structure 

3.2. Exotic Options 

3.2.1. Exotic Options 
3.2.2. Types of Exotic Options 
3.2.3. Exotic Options to Reduce the Price of a Structure 

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

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

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

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

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

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

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

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

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

3.7.1. Product Quoted 
3.7.2. Listed Commodity Markets 
3.7.3. Types of Listed Products that Can Be Incorporated into the Management of Equity Portfolios 

3.8. Inclusion of Turbos in the Management of Equity Portfolios 

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

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

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

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

3.10.1. Portfolio Management with Multis 
3.10.2. Portfolio Management with In-Lines 
3.10.3. Comparison of the Inclusion of Different Exchange-Traded Products in the Management of an Equity Portfolio 

Traders have started to integrate the most innovative Derivative Directional Strategies related to inclusion of bonus-caps that you can only find at TECH"