The book consists of three major themes. Any one of the three components can be read without many gaps in the analysis.

1. The introductory chapters are primarily intended for readers who are unfamiliar with the fundamental concepts of finance. The principles and mathematical expressions for debt instruments, which are analyzed in later chapters, are reviewed in Chapter 2, 3, and 4. Options are briefly discussed and the Black–Scholes option theory is given a path integral formulation.

2. A major subject matter of the book is the theory of coupon bonds. A quantum field theory of the bond forward interest rates f(t, x) is developed in Chapter 5 and forms a core chapter. It provides a model for the study of coupon and zero coupon bonds. Many of the derivations in later chapters are based on the quantum finance model of bond forward interest rates.

3. The quantum finance formulation of Libor interest rates is another major topic. The Libor Market Model is formulated in Chapter 6; the nonlinear Libor forward interest rates fL(t, x) that it is based upon are transformed into logarithmic Libor interest rates ϕ(t, x). In Chapter 7 some empirical properties of the Libor Market Model are studied and in Chapter 8 the prices of Libor options are obtained by using techniques of quantum field theory. A derivation of the Libor Market Model's nonlinear drift term is given in Chapter 15, based on the Libor Hamiltonian and state space of ϕ(t, x).