The book "A First Course in Quantitative Finance" introduces students to the world of finance using a unique approach that combines economic concepts with mathematical models. It covers topics like portfolio theory, derivative pricing, and fixed income products in both complete and incomplete market settings. The book is designed for postgraduate students studying quantitative finance, financial engineering, or financial econometrics. It includes theoretical concepts, mathematical methods, and programming code for implementing algorithms on a computer. The goal is to provide a comprehensive understanding of financial markets and their mathematical underpinnings to students in economics, finance, econometrics, or mathematics programs.