We investigate epsilon-deformed N=2 superconformal gauge theories in four
dimensions, focusing on the N=2* and Nf=4 SU(2) cases. We show how the modular
anomaly equation obeyed by the deformed prepotential can be efficiently used to
derive its non-perturbative expression starting from the perturbative one. We
also show that the modular anomaly equation implies that S-duality is
implemented by means of an exact Fourier transform even for arbitrary values of
the deformation parameters, and then we argue that it is possible,
perturbatively in the deformation, to choose appropriate variables such that it
reduces to a Legendre transform.Comment: 30 pages, LeTeX2e. V2: references added, appendix B expanded, a few
typos correcte