  This article contains the lecture notes for the short course ``Introduction
to Econophysics,'' delivered at the II Brazilian School on Statistical
Mechanics, held in Sao Carlos, Brazil, in February 2004. The main goal of the
present notes is twofold: i) to provide a brief introduction to the problem of
pricing financial derivatives in continuous time; and ii) to review some of the
related problems to which physicists have made relevant contributions in recent
years.
