En esta monografia se aborda el estudio de las opciones exoticas, que son aquellas cuya estructura de pagos difiere de la de las opciones de compra y venta clasicas. Las opciones exoticas revisadas son: asiaticas, barrera, lookback, shout, ladder, ratchet, cap, floors, collars, quanto, exchange, cesta, arco iris, chooser, diferidas, con precio contingente, compuestas, y digitales o binarias.In this monograph the exotic options are studied; they have a pay out structure very different to the plain vanilla options. The monograph revise the following options: Asian, barrier, look back, shout, ladder, ratchet, cap, floors, collars, quanto, exchange, basket, rainbow, chooser, forward start, contingent premium, compounds, and digital or binary