1. Introduction -- 2. The Basic Theory of Interest -- 3. Fixed-Income Securities -- 4. The Term Structure of Interest Rates -- 5. Applied Interest Rate Analysis -- 6. Mean-Variance Portfolio Theory -- 7. The Capital Asset Pricing Model -- 8. Models and Data -- 9. General Principles -- 10. Forwards, Futures, and Swaps -- 11. Models of Asset Dynamics -- 12. Basic Options Theory -- 13. Additional Options Topics -- 14. Interest Rate Derivatives -- 15. Optimal Portfolio Growth -- 16. General Investment Evaluation -- App. A. Basic Probability Theory -- App. B. Calculus and Optimization