A review of markets, players, and conventions. -- Cash flow engineering and forward contracts. -- Engineering simple interest rate derivatives. -- Introduction to swap engineering. -- Repo market strategies in financial engineering. -- Dynamic replication methods and synthetics. -- Mechanics of options. -- Engineering convexity positions. -- Options engineering with applications. -- Pricing tools in financial engineering. -- Some applications of the fundamental theorem. -- A framework for fixed-income engineering. -- Tools for volatility engineering, volatility swaps, and volatility trading. -- Smile effects in financial engineering. -- How do credit derivatives change financial engineering? -- Engineering of equity instruments : pricing and replication. -- An important application : swaptions and mortgages.