# Financial Derivatives

This wikibook is devoted to detailing the methods for trading and evaluating financial derivatives, such as futures and options. This wikibook assumes a strong grasp of differential equations and some understanding of statistics. The ideas introduced will *not* make you into a good trader. They will merely provide you with some of the tools that derivatives traders use.

## Detailed contents list edit

- Chapter 1 ~
**Introduction**

- Chapter 2 ~
**Basic Derivatives Contracts**- Forwards
- Futures
- Swaps
- Options
- Advanced Structures

- Chapter 3 ~
**Pricing of Derivatives**

- Chapter 4 ~
**Derivatives in Risk Management**

- Chapter 5 ~
**Real Options**

- References ~
**References**

- Appendix I ~
**Notions of Probability Theory**

- Appendix II ~
**Notions of Stochastic Calculus**

# References edit

Fischer Black, "*The pricing of commodity contracts*", The Journal of Financial Economics, 3 (1976), pp. 167–179.

Stephen A. Ross, "*Neoclassical Finance (Princeton Lectures in Finance)*", Princeton University Press, 2004 [1].