This short course, consisting of several lectures, introduced the main features of interest rate markets and securities. First, it provided an intuitive overview of interest rate markets. Second, it examined the mathematical framework for understanding interest rates. These lectures are of interest to those working in banks, insurance, asset management, financial institutions, capital markets, the central bank, and financial regulatory agencies. Graduate students and researchers interested in interest rate markets can also benefit from the combination of a real-world perspective and a mathematical framework.