The first part introduces key financial derivative concepts, such as forwards, futures, swaps, and options. It provides an overview of basic pricing methods, including parameters like stock price, strike price, volatility, and time to maturity. The section also explains foundational models such as Black-Scholes, put-call parity, and Geometric Brownian Motion (GBM), supported by Python simulations to demonstrate how stock prices evolve. The second part delves into more complex exotic options like Bermuda options, barrier options, and Asian options. These options differ from standard ones in terms of payoff structures and risks. The section also includes Python code for pricing exotic options and simulating stock price behaviors.