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 first half of the book deals with classification of the finite dimensional simple Lie algebras and of their finite dimensional irreducible representations. The second half introduces the theory of Kac-Moody algebras, concentrating particularly on those of affine type. A brief account of Borcherds algebras is also included. An Appendix gives a summary of the basic properties of each Lie algebra of finite and affine type.