Part 1: Spot and futures markets -- An introduction to financial derivatives -- Discrete-time security markets -- Benchmark models in continuous time -- Foreign market derivatives -- American options -- Exotic options -- Volatility risk -- Continuous-time security markets -- Part 2: Fixed-income markets -- Interest rates and related contracts -- Short-term rate models -- Models of instantaneous forward rates -- Market LIBOR models -- Alternative market models -- Cross-currency derivatives

1. Financial instruments -- Mathematical models
2. Options (Finance) -- Mathematical models
3. Fixed-income securities -- Mathematical models
4. Interest rates -- Mathematical models