Probability theory: basic notions -- Maximum and addition of random variables -- Continuous time limit, Ito calculus and path integrals -- Analysis of empirical data -- Financial products and financial markets -- Statistics of real prices: basic results -- Non-linear correlations and volatility fluctuations -- Skewness and price-volatility correlations -- Cross-correlations -- Risk measures -- Extreme correlations and variety -- Optimal portfolios -- Futures and options: fundamental concepts -- Options: hedging and residual risk -- Options: the role of drift and correlations -- Options: the Black and Scholes model -- Options: some more specific problems -- Options: minimum variance Monte-Carlo -- The yield curve -- Simple mechanisms for anomalous price statistics.