1. Introduction 2. Forwards and Futures 2.1. On interest rates 2.2. On currencies 2.3. On financial assets 3. Options 3.1. Introduction 3.2. Call and put options: pay-offs and benefits 3.3. The put - call parity 3.4. Discrete-time option pricing: the Binomial Model 3.5. Continous-time option pricing: The Black-Scholes Model