WEB Courses in: Options Markets and Financial Futures Markets

<body> <font size="-1" face="Verdana"><b><p>""" INTRODUCING """</b></font> </p> <p><font size="-1" face="Verdana">WEB Courses in: Options Markets and Financial Futures Markets.</font> </p> <p><font size="-1" face="Verdana">A Multimedia Experience: Movies, Sound Discussions of the Material and Key Links to Important Sites.</font> </p> <p><font size="-1" face="Verdana">Offered at Your Convenience!</font> </p> <p><font size="-1" face="Verdana">Full Coverage of Derivatives - from the Basics to the Sophisticated!</font> </p> <p><font size="-1" face="Verdana">Compare to Web courses costing $1500 to $2000!</font> </p> <p><font size="-1" face="Verdana">The Instructor is: Dr. Robert T. Daigler. Author of Four Books on Options and Futures</font> </p> <p><font size="-1" face="Verdana">Associate and Bibliography Editor, <u>The Journal of Futures Markets</u></font> </p> <p><font size="-1" face="Verdana"><b>Here is an opportunity to learn about or enhance your knowledge of options and futures markets</b> - when you want, at the pace you want, and where you want! Most importantly - the Web based approach makes the material literally come alive with movies, photographs, sound, and interactive calculators!</font> </p> <p><font size="-1" face="Verdana"><b>Your course fee entitles you to:</b></font> <ul> <li><font size="-1" face="Verdana">Three months of on-line coverage</font></li> <li><font size="-1" face="Verdana">A CD with movies and sound discussions of the material</font></li> <li><font size="-1" face="Verdana">A three month subscription to the Stock-Trac trading game: learn about the markets and enhance your trading techniques using intraday prices</font></li> <li><font size="-1" face="Verdana">Contacts with the instructor and other participants - learn together and pass along advice via the Bulletin Boards</font></li> <li><font size="-1" face="Verdana">A Certificate of Completion or a Certificate of Achievement for above average quiz scores</font></li> <li><font size="-1" face="Verdana">Technical support for the computer interface</font></li> </ul> <font size="-1" face="Verdana"><b><p>Who should take these courses?</b></font> <ul> <li><font size="-1" face="Verdana">Anyone needing to know about futures and/or options markets!</font></li> <li><font size="-1" face="Verdana">Bank or financial executives</font></li> <li><font size="-1" face="Verdana">Financial advisors</font></li> <li><font size="-1" face="Verdana">Account officers</font></li> <li><font size="-1" face="Verdana">Government regulators</font></li> <li><font size="-1" face="Verdana">Hedgers</font></li> <li><font size="-1" face="Verdana">Options or futures traders</font></li> </ul> <font size="-1" face="Verdana"><p>Dr. Daigler's expertise in futures and options markets spans three decades - as a professor, a researcher, a book author, and a frequent participant in The Chicago Board of Trade seminars. Dr. Daigler has now taken his knowledge and experience involving these markets and developed a true multimedia approach to learning futures and/or options. He has combined his 20 years of accumulated knowledge of options and futures with his computer abilities to implement courses to be taken on the World Wide Web. Dr. Daigler, in conjunction with the Web Design team of the College of Business and the Multimedia Department at Florida International University has taken a full year to develop courses in options and futures that:</font> <ul> <li><font size="-1" face="Verdana">Provides sophisticated material in an understandable and enjoyable way</font></li> <li><font size="-1" face="Verdana">Presents a true Multimedia course, with:</font></li> <li><font size="-1" face="Verdana">Photographs of the Exchange</font></li> <li><font size="-1" face="Verdana">Movies of the Exchange floor (currently for futures only)</font></li> <li><font size="-1" face="Verdana">Extensive sound files that describe and discuss the material</font></li> <li><font size="-1" face="Verdana">Integrated links to the most useful Web sites on the topic being covered</font></li> <li><font size="-1" face="Verdana">Quizzes on each topic area to provide feedback to the participant</font></li> <li><font size="-1" face="Verdana">Bulletin Boards for interaction among participants and with the instructor and staff</font></li> <li><font size="-1" face="Verdana">Spreadsheets and Web calculators are available for any needed calculations</font></li> </ul> <font size="-1" face="Verdana"><b><p>Coverage:</b></font> <ul> <li><font size="-1" face="Verdana">From the basics to the college level</font></li> <li><font size="-1" face="Verdana">Includes the material you need for comprehension, with a minimum of mathematics</font></li> <li><font size="-1" face="Verdana">Key Concepts are covered in detail</font></li> </ul> <font size="-1" face="Verdana"><b><p>Major Topics:</b></font> <ul> <li><font size="-1" face="Verdana">Options Markets:</font></li> <li><font size="-1" face="Verdana">Characteristics and quotations of options contracts</font></li> <li><font size="-1" face="Verdana">Strategies to use for speculation, spreading, and hedging</font></li> <li><font size="-1" face="Verdana">Binomial and Black-Scholes pricing models</font></li> <li><font size="-1" face="Verdana">Option sensitivities: delta, gamma, theta, vega, rho</font></li> <li><font size="-1" face="Verdana">Options on futures</font></li> <li><font size="-1" face="Verdana">Currency options</font></li> <li><font size="-1" face="Verdana">An introduction to OTC and exotic options</font></li> <li><font size="-1" face="Verdana">Futures Markets:</font></li> <li><font size="-1" face="Verdana">Characteristics and quotations for financial futures contracts (stock index, interest rate, currency)</font></li> <li><font size="-1" face="Verdana">Factors affecting the pricing of stock index futures, T-bond futures</font></li> <li><font size="-1" face="Verdana">The cost-of-carry model and how it works</font></li> <li><font size="-1" face="Verdana">Hedging strategies and how to determine the hedge ratio and hedging effectiveness</font></li> <li><font size="-1" face="Verdana">Pricing biases</font></li> </ul> <font size="-1" face="Verdana"><b><p>For a detailed listing of topics and a sample of the courses go to our web site at www. ????????</b></font> </p> <p><font size="-1" face="Verdana"><b>The Instructor and Developer of the Web Courses is Dr. Robert T. Daigler</b></font> </p> <p><font size="-1" face="Verdana">A Professor of Finance at Florida International University</font> </p> <p><font size="-1" face="Verdana">Author of:</font> <dir> <font size="-1" face="Verdana"><u><p>Advanced Options Trading</u></font> </p> <p><font size="-1" face="Verdana"><u>Managing Risk with Financial Futures</u></font> </p> <p><font size="-1" face="Verdana"><u>Financial Futures and Options Markets: Concepts and Strategies</u></font> </p> <p><font size="-1" face="Verdana"><u>Financial Futures Markets: Concepts, Evidence, and Applications</u></font> </p> <p><font size="-1" face="Verdana">Associate Editor and Bibliography Editor of <u>The Journal of Futures Markets</u>, the premier institutional journal for futures and options markets</font> </p> <p><font size="-1" face="Verdana">Visiting Scholar, Stanford Graduate School of Business and The University of Strathclyde and Visiting Professor at The Helsinki Graduate School of Economics and Business</font> </p> <p><font size="-1" face="Verdana">Author of over 35 articles and monographs and 80 papers in derivatives and investments, including the forthcoming groundbreaking article in <u>The Journal of Finance</u> on the effect of trading volume by different types of traders on futures price volatility</font> </p> <p><font size="-1" face="Verdana">Current research includes the effect of volume on the options "smile" term structure models, volume distribution by type of trader, and constructing a real time S&P 500 index.</font></p> </dir> <font size="-1" face="Verdana"><p>Visit Dr. Daigler's Web page at:</font> </p> <p><font size="-1" face="Verdana"><a HREF="http://www.fiu.edu/~daiglerr/">www.fiu.edu/~daiglerr</a></font> </p> </body>