Derivatives Practice Problems (with Python)

Derivatives Practice Problems (with Python) is a hands-on workbook for learning and revising core derivatives concepts through carefully scaffolded exercises and fully worked solutions. Starting from interest-rate math and compounding conventions, the book progresses to zero curves, bond pricing, yields and par yields, forward rates, FRAs, and the pricing, valuation, and arbitrage of forwards and futures across equities, indices, commodities, and FX.

Each problem follows a consistent template: a clear statement, step-by-step solution, parallel treatments under continuous and discrete compounding, and a short interpretation that connects method to intuition. “Textbook vs. street” conventions are highlighted throughout so readers learn to align formulas with market quoting practices, including compounding, day counts, dividends, and storage costs.