This work gives an overview of core topics in the “investment” side of finance, stressing the quantitative aspects of the subject. The presentation is at a moderately sophisticated level that would be appropriate for masters or early doctoral students in economics, engineering, finance, and mathematics. It would also be suitable for advanced and well motivated undergraduates-provided they are adequately prepared in math, probability, and statistics. Prerequisites include courses in (1) multivariate calculus; (2) probability at the level of, say, Sheldon Ross’ Introduction to Probability Models; and (3) statistics through regression analysis. Basic familiarity with matrix algebra is also assumed
