pt. 1. Financial markets and financial instruments : basic concepts and strategies
pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting
pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications
pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions
pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates
pt. 6. Generalization of option pricing models and stochastic volatility
pt. 7. Option pricing models and numerical analysis
pt. 8. Exotic derivatives.