Lie algebras have many varied applications, both in mathematics and mathematical physics. This book provides a thorough but relaxed mathematical treatment of the subject, including both the Cartan-Killing-Weyl theory of finite dimensional simple algebras and the more modern theory of Kac-Moody algebras. Proofs are given in detail and the only prerequisite is a sound knowledge of linear algebra. The Appendix provides a summary of the basic properties of each Lie algebra of finite and affine type.