¿Cuántos tipos de derivados financieros existen?

En la práctica profesional de los derivados financieros encontrarás una gran diversidad de combinaciones, tipos y estructuras.

Tienen propósitos específicos que de elegirse y construirse de manera adecuada, podrán adaptarse a tus requerimientos.


Es importante identificar y valuar el derivado ideal que te pueda cubrir eficientemente,

 de lo contrario pones en riesgo a la empresa de tener fuertes pérdidas económicas.


A continuación te mostramos algunos tipos de IFDs:

Futuros

Basis        Crack Spread        Flat        Outright        Spreads        Up-Down


Forwards

Accumulative

Amortizing

Auto-renewal

Band

Bonus

Boomerang

Boosted

Boosted Spot

Brake

Butterfly

Cancelable

Corridor

Double Shark

Fade-in

Fader Extra

Fader Plus

Fader Shark

Flexible

Forward Rate Agreement

Forward Start Chooser

Free Style

Knock-out

Leveraged

Outright

Participating

Range

Range Accrual

Self-quanto

Shark

Shout

Start options

Time Option

Opciones

American

Asian

Average

Barrier

Basket

Bear Spread

Bermuda

Best-of and worst-of

Binary

Bond

Boston

Bullspread

Butterfly Spread

Call

Cap

Chooser

Collar

Compound

Compound on the forward

Corridors

Cylinder

Digital Barrier

Double Barrier

Down-and-in

Down-and-out

Dual

Embedded Bond

End of month

European

Exchange

Fade-in

Flex

Floors

Fluffy Barrier

Forward Start

Hi-Low

Himalaya

Hindsight

Hit

Knock-in

Knock-out

Libor-contingent-FX

Limited Risk

Listed FX

Long Term FX

 

Opciones

Lookback

Lookback Straddle

One-Touch

One-Touch Digital

Parisian

Parisian Barrier

Parisian Knock-out

Partial Barrier

Partial Lookback

Pay later

Power

Put

Pyramid

Quanto

Quanto Barrier

Quanto Capped  Call

Quanto Digital Put

Rainbow

Range

Regular Barrier

Regular Knock-out

Resetable Barrier

Reverse Knock-out

Risk Reversal

Risk Reversal Flip

Seagull

Single Barrier

Soft Barrier

Soft Strike

Spot

Spread

Step

Straddle

Strangle

Strap

Strike-bonus

Strip

Touch

Transatlantic Barrier

Tunnel

Up-and-in call

Up-and-out call

Window Barrier

Worst-of

Swaps

Accrual

Amortizing

Arrears Reset

Asset-based

Basis

Basket Spread

Bonus

Buffered Cross-Currency

Callable

Cancelable

Circus

Commodity

Concertina

Contingent

Corridor

Cross-Currency

Currency

Debt-for-equity

Deferred

Deferred rate-setting

Delayed rate-setting

Double-no-touched linked

Dual

Equity

Extendable

Extendible

Fix-for-fixed rate nonamortizing currency

Fix-for-floating rate nonamortizing currency

Flip

Floating-for-floating rate nonamortizing currency

Flow

Forward starting

Hanseatic

Hybrids

Index

Index Differential

Inflation

Interest Rate

Mini-max

Puttable

Range Reset

Rate-capped

Replacement

Revolving

Roller-Coaster

Swaption

Turbo Cross-Currency

Variance

Volatility

Zero coupon-for-floating