The article discusses how to price derivative securities using interactive tools like Maple V and Matlab. It covers topics like arbitrage theory, options pricing, risk-neutral probability, and hedging strategies. The researchers explore different models, including binomial and Black-Scholes formulas, to value various types of options. They also examine the term structure, forwards, futures, and swaps. Overall, the study provides insights into the complex world of pricing financial instruments in a dynamic environment.