This course is the key course for the finance major, which attempts to offer an introduction to the exciting world of pricing of financial derivatives with a reasonable depth. The course will cover a wide range of in financial derivatives, such as forward, futures, swaps, and options. The main focus of the course will be on how these financial derivatives are constructed and how they are priced. In order to explore the universe of the option pricing, an introductory level of stochastic calculus will also be covered in this course.