Thanks for the clarification.
Behavioral therapy involves addressing the specific
acts a person does in relation to specific situations. It is believed that a person can be trained to respond to stressors in a more healthy way. The process for retraining individuals consists of reducing self-injuring and life-threatening behaviors, and reducing behaviors that affect a person's quality of life.
Typically a patient will see a psychologist or other therapist on a weekly basis to help them learn tools for redirecting their negative behaviors towards positive ones. It is believed behavioral therapy works particularly well for certain conditions (such as obsessive compulsive disorder) by training an individual to stop doing self-repetative or unhealthy acts.
Cognitive therapy involves addressing a person's
thought process by teaching a person how to change a negative or unhealthy perception about a situation or condition into a positive or neutral one. The process is similar to behavioral therapy, and typically involves intensive weekly sessions with a therapist.
Training a person to reexamine what they most likely (irrationally) preceive as a negative situation is believed to eventually help a person form more positive reactions to life events, and ideally help a person with depression or anxiety stop the believed "self fulfilling prophecy" associated with depression and anxiety.
The pros and cons for both therapies are similar:
Cons: First, they are not often successful with many of the more "serious" mental health disorders (such as schizophrenia). Second, when used independently of one another, they tend to ignore major contributing factors to the patient's behaviors (which is why most therapists use both techniques together). Third, many patients need the benefits of psychotropic medication in addition to cognitive or behavioral therapies, and the absence of such medication can lessen the benefits of the therapy. Fourth, both forms typically require intensive therapy, which can be very costly.
Pros: First, for many patients with depression, anxiety and similar disorders, behavior and/or cognitive therapy can be extremely effective. Second, for some patients, such therapy can reduce or eliminate the need for medications. Third, while the therapy is intensive, it sometimes requires only a few weeks or months of such therapy.
__________________
If you found the advice helpful, please hit ACCEPT. If you are not satisfied PLEASE let me know, or ask additional questions! Thank You! 
